Scandinavian Working Papers in Economics

CAFO Working Papers,
Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics

No 2009:13: Applying Wavelet Variance on Swedish Wind Speed Data

Abdullah Almasri ()
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Abdullah Almasri: Centre for Labour Market Policy Research (CAFO), Postal: Centre for Labour Market Policy Research (CAFO), Dept of Economics and Statistics, School of Management and Economics, Växjö University , SE 351 95 Växjö, Sweden

Abstract: In this paper we utilise the wavelet transform to analyse the Swedish wind speed data from monitoring centers at different locations throughout Sweden. The long memory structure has been tested by using least squares method. The wavelet variance has been applied for studying the variations at different scales. The wavelet variance shows to be a useful tool in detecting the variations at different scales.

Keywords: Wavelet; Time-series

JEL-codes: C01

17 pages, September 17, 2009

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Nek_wp13_09.pdf PDF-file 

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