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Randomly Modulated Periodic Signals in Australias National Electricity Market

Listed author(s):
  • John Foster

    ()

    (School of Economics, University of Queensland)

  • Melvin Hinich
  • Phillip Wild

    ()

    (School of Economics, The University of Queensland)

In this article, we use half hourly spot electricity prices and load data for the National Electricity Market (NEM) of Australia for the period from December 1998 to August 2007 to test for randomly modulated periodicity. In doing so, we apply signal coherence spectral analysis to the time series of half hourly spot prices and megawatt-hours (MWh) load demand from 7/12/1998 to 31/08/2007 using the FORTRAN 95 program developed by Hinich (2000). We detect relatively steady weekly and daily cycles in load demand but relatively more unstable cycles in prices.

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Paper provided by School of Economics, University of Queensland, Australia in its series Energy Economics and Management Group Working Papers with number 2-2008.

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Date of creation: Sep 2008
Publication status: Published in The Energy Journal, vol 29, no 3, pages 105-130
Handle: RePEc:qld:uqeemg:2-2008
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