Search for: [Abstrakt = "In this paper authors made a revision of the chosen statistical tests verifying the hypothesis of the weak\-form market efficiency and then these methods were applied to the Polish Power Exchange in the period 2007–2010. Unit root test verifying the assumption about stationarity of analyzed time series were conducted before testing the weak market efficiency. In the empirical studies the variance ratio test, the runs test and the long\-range dependences tests were used and the results of above\-mentioned tests showed that daily electricity price returns in Polish Power Exchange from January 2007 to December 2010 do not have the random nature"]

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