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Randomly Modulated Periodic Signals in Alberta's Electricity Market

In: Quantitative And Empirical Analysis Of Energy Markets

Author

Listed:
  • Melvin Hinich

    (University of Calgary, Canada)

  • Apostolos Serletis

    (University of Calgary, Canada)

Abstract

The following sections are included:IntroductionRandomly Modulated PeriodicitySignal Coherence SpectrumAlberta's Power MarketRMP in Alberta's Power MarketConclusion

Suggested Citation

  • Melvin Hinich & Apostolos Serletis, 2007. "Randomly Modulated Periodic Signals in Alberta's Electricity Market," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 19, pages 256-267, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812770462_0019
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    References listed on IDEAS

    as
    1. Hinich, Melvin A. & Wild, Phillip, 2001. "Testing Time-Series Stationarity Against An Alternative Whose Mean Is Periodic," Macroeconomic Dynamics, Cambridge University Press, vol. 5(3), pages 380-412, June.
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    Cited by:

    1. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers 1409, Department of Economics, University of Missouri.

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    More about this item

    Keywords

    Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • N70 - Economic History - - Economic History: Transport, International and Domestic Trade, Energy, and Other Services - - - General, International, or Comparative
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy

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