Martín Valmayor, Miguel ÁngelGil Alana, Luis A.2025-01-152025-01-152022Martín Valmayor, M. A., Gil-Alana, L. A. (2022). Hourly energy prices in Spain: evidence of persistence across different months. Energy Research Letters, Vol. 4, Núm. 3.2652-6514https://hdl.handle.net/10641/5583We examine the hourly structure of energy prices in Spain using 12 one-month-long series (from November 2020 to October 2021) of samples of hourly pricing (from 00:00 to 23:00) for each day of the month and applying a long memory approach with fractional integration analysis. Our results indicate that the series are highly persistent, with shocks having permanent effects with non–mean reversion properties, with no month-speciQc effects on the data series.engAttribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/journal articleopen access10.46557/001c.33901