Recent empirical analyses on different datasets have revealed a common exponential behaviour in the shape of the probability density of the corporate growth rates. We briefly review these analyses and present new evidence on this topic based on corporate data from Italian Manufacturing Industry....

It is widely accepted that in liberalized electricity markets log-returns display fat-tailed densities. Besides qualitative assessments, so far precise characterizations of the shape of the distribution have been seldom provided. In this work, we characterize the conditional and unconditional...