The increasing penetration of renewable energy sources in Europe requires market mechanisms which allow an efficient balancing of these sources. This paper analyzes the participation of renewable generators in the Spanish intraday market. First, the organization of the intraday market and the...

An intensive study was developed to assess the influence of different flow conditions in the chlorine decay of drinking water systems based on a series of experiments tested on a loop pipe linked to the Lisbon water distribution system. Water samples and chlorine measurements were taken under...

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to...

We propose a more compact and general derivation of results concerning the estimation of linear state space models with linear restrictions in the state vector. The resulting methodological contributions are that the restricted Kalman filtering is valid regardless of the type of linear...