This work analyzes the log-returns of daily electricity prices from the NordPool day-ahead market. We study both the unconditional growth rates distribution and the distribution of residual shocks obtained with a non-parametric filtering procedure based on the Cholesky factor algorithm. We show...

Recent analyses on different database have proposed some regularities with respect to size and growth rates distribution of firms. In this work we explore some basic properties of the dynamics of productivity in Italian manufacturing firms. We investigate relations between different inputs and...

Recently from analyses on different databases the tent-shape of the distribution of firm growth rates has emerged as a robust and universal characteristic of the time evolution of corporates. We add new evidence on this topic and we present a new stochastic model that, under rather general...