Randomly modulated periodic signals in Alberta's electricity market

Studies in Nonlinear Dynamics and Econometrics

Volumn 10, Issue 3, 2006, Pages

  Hinich, Melvin J ^a   Serletis, Apostolos ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749531079     PISSN: 15583708     EISSN: None     Source Type: Journal    
DOI: 10.2202/1558-3708.1340     Document Type: Article

References (9)

1. Bianchi, Mattia and Apostolos Serletis. "The Role of Imports and Exports in Alberta's Power Interconnections." Mimeo, Department of Economics, University of Calgary (2006).
2. Billingsley, P. Probability and Measure. New York: John Wiley (1979).
3. Bunn, Derek W. "Structural and Behavioural Foundations of Competitive Electricity Prices." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 1-17.
4. Deng, Shi-Jie and Wenjiang Jiang. "Quantile-Based Probabilistic Models for Electricity Prices." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 161-176.
5. Hinich, Melvin J. "A Statistical Theory of Signal Coherence." IEEE Journal of Oceanic Engineering 25 (2000), 256-261.
6. Hinich, Melvin J. and Philip Wild. "Testing Time-Series Stationarity Against an Alternative Whose Mean is Periodic." Macroeconomic Dynamics 5 (2001), 380-412.
7. León, Angel and Antonio Rubia. "Testing for Weekly Seasonal Unit Roots in the Spanish Power Pool." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 131-145.
8. Li, Ta-Hsin and Melvin J. Hinich. "A Filter Bank Approach to Modeling and Forecasting Seasonal Patterns." Technometrics 44 (2002), 1-14.
9. Serletis, Apostolos and Ioannis Andreadis. "Nonlinear Time Series Analysis of Alberta's Deregulated Electricity Market." In Derek W. Bunn (ed.), Modelling Prices in Competitive Electricity Markets (Wiley Series in Financial Economics) 2004, pp. 147-159