Randomly Modulated Periodic Signals in Alberta's Electricity Market

Melvin Hinich and Apostolos Serletis

Studies in Nonlinear Dynamics & Econometrics, 2006, vol. 10, issue 3, 15

Abstract: This paper uses hourly electricity prices and MW hour demand for Alberta, Canada over the deregulated period after 1996 to test for randomly modulated periodicity. In doing so, we apply the signal coherence spectral analysis to the time series of hourly spot prices and megawatt-hours (MWh) demand from 1/1/1996 to 12/7/2003 using the FORTRAN 95 program developed by Hinich (2000). We detect relatively steady weekly and daily cycles in demand but very unstable cycles in prices.

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.2202/1558-3708.1340 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
Chapter: Randomly Modulated Periodic Signals in Alberta's Electricity Market (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:sndecm:v:10:y:2006:i:3:n:5

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/snde/html

DOI: 10.2202/1558-3708.1340

Access Statistics for this article

Studies in Nonlinear Dynamics & Econometrics is currently edited by Bruce Mizrach

More articles in Studies in Nonlinear Dynamics & Econometrics from De Gruyter
Bibliographic data for series maintained by Peter Golla ().