메뉴 건너뛰기




Volumn 28, Issue 3, 2007, Pages 121-143

Informational efficiency and interchange transactions in Alberta's electricity market

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34447576637     PISSN: 01956574     EISSN: None     Source Type: Trade Journal    
DOI: 10.5547/ISSN0195-6574-EJ-Vol28-No3-7     Document Type: Article
Times cited : (9)

References (25)
  • 1
    • 34447520893 scopus 로고    scopus 로고
    • Alberta Market Surveillance Administrator Report (January 10, 2005). A Review of Imports, Exports, and Economic Use of the BC Interconnection..
    • Alberta Market Surveillance Administrator Report (January 10, 2005). "A Review of Imports, Exports, and Economic Use of the BC Interconnection.".
  • 3
    • 34249815793 scopus 로고    scopus 로고
    • Detrending Moving Average Variance: A Derivation of the Scaling Law
    • forthcoming
    • Arianos, S. and A. Carbone (2007). "Detrending Moving Average Variance: A Derivation of the Scaling Law." Physica A (forthcoming).
    • (2007) Physica A
    • Arianos, S.1    Carbone, A.2
  • 4
    • 0043090027 scopus 로고
    • Ecole Normale Supérieure
    • Bachelier, L. (1900). 'Théorie de la spéculation' [Ph.D. thesis in mathematics]. Annales Scientifiques de l' Ecole Normale Supérieure 17: 21-86.
    • (1900) , vol.17 , pp. 21-86
    • Bachelier, L.1
  • 5
    • 34447511935 scopus 로고    scopus 로고
    • Cointegration Analysis of Power Prices in the Western North American Markets
    • A. Serletis ed, World Scientific
    • Bianchi, M. and A. Serletis (2007). "Cointegration Analysis of Power Prices in the Western North American Markets." In A. Serletis (ed.), Quantitative and Empirical Analysis of Energy Markets. World Scientific.
    • (2007) Quantitative and Empirical Analysis of Energy Markets
    • Bianchi, M.1    Serletis, A.2
  • 8
    • 5444248119 scopus 로고    scopus 로고
    • Time-Dependent Hurst Exponent in Financial Time Series
    • Carbone, A, G. Castelli, and H.E. Stanley (2004). "Time-Dependent Hurst Exponent in Financial Time Series." Physica A 344: 267-271.
    • (2004) Physica A , vol.344 , pp. 267-271
    • Carbone, A.1    Castelli, G.2    Stanley, H.E.3
  • 9
    • 37649030249 scopus 로고    scopus 로고
    • Analysis of Clusters Formed by the Moving Average of a Long-Range Correlated Time Series
    • Carbone, A., G. Castelli, and H.E. Stanley (2004). "Analysis of Clusters Formed by the Moving Average of a Long-Range Correlated Time Series." Physical Review E (69): 026105.
    • (2004) Physical Review E , vol.69 , pp. 026105
    • Carbone, A.1    Castelli, G.2    Stanley, H.E.3
  • 11
    • 0000472488 scopus 로고
    • A Likelihood Ratio Test for Autoregressive Time Series with a Unit Root
    • Dickey, D.A. and W.A. Fuller (1981). "A Likelihood Ratio Test for Autoregressive Time Series with a Unit Root." Econometrica 49: 1057-1072.
    • (1981) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Fuller, W.A.2
  • 12
    • 0000013567 scopus 로고
    • Cointegration and Error Correction: Representation, Estimation, and Testing
    • Engle, R.F. and C.W.J. Granger. "Cointegration and Error Correction: Representation, Estimation, and Testing." Econometrica 55 (1987), 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 13
    • 0000480869 scopus 로고
    • Efficient Capital Markets: A Review of Theory and Empirical Work
    • Fama, E.F. (1953). "Efficient Capital Markets: A Review of Theory and Empirical Work." Journal of Finance 25: 383-417.
    • (1953) Journal of Finance , vol.25 , pp. 383-417
    • Fama, E.F.1
  • 14
    • 0000029776 scopus 로고
    • Efficient Capital Markets: II
    • Fama, E.F. (1991). "Efficient Capital Markets: II." Journal of Finance 46: 1575-1617.
    • (1991) Journal of Finance , vol.46 , pp. 1575-1617
    • Fama, E.F.1
  • 15
    • 33749531079 scopus 로고    scopus 로고
    • Randomly Modulated Periodic Signals in Alberta's Electricity Market
    • Article
    • Hinich, M.J. and A. Serletis (2006). "Randomly Modulated Periodic Signals in Alberta's Electricity Market." Studies in Nonlinear Dynamics and Econometrics 10(3): Article 5.
    • (2006) Studies in Nonlinear Dynamics and Econometrics , vol.10 , Issue.3 , pp. 5
    • Hinich, M.J.1    Serletis, A.2
  • 16
    • 27144515908 scopus 로고    scopus 로고
    • The More Cooperation, The More Competition? A Cournot Analysis of the Benefits of Electric Market Coupling
    • Hobbs, B.F., F.A.M. Rijkers, and M.G. Boots (2005). "The More Cooperation, The More Competition? A Cournot Analysis of the Benefits of Electric Market Coupling." The Energy Journal 26: 69-97.
    • (2005) The Energy Journal , vol.26 , pp. 69-97
    • Hobbs, B.F.1    Rijkers, F.A.M.2    Boots, M.G.3
  • 19
    • 34447544921 scopus 로고    scopus 로고
    • Integrating Energy Markets: Does Sequencing Matter?
    • forthcoming
    • Neuhoff, K. and D. Newbery (2007). "Integrating Energy Markets: Does Sequencing Matter?" Utilities Policy (forthcoming).
    • (2007) Utilities Policy
    • Neuhoff, K.1    Newbery, D.2
  • 20
    • 84952247880 scopus 로고    scopus 로고
    • Pantula, S.G., G. Gonzalez-Farias, and W.A. Fuller, W.A. (1994). A Comparison of Unit Root Test Criteria. Journal of Business and Economic Statistics 12: 449-459.
    • Pantula, S.G., G. Gonzalez-Farias, and W.A. Fuller, W.A. (1994). "A Comparison of Unit Root Test Criteria." Journal of Business and Economic Statistics 12: 449-459.
  • 21
    • 34547856203 scopus 로고    scopus 로고
    • Peng, C.-K., S.V. Buldyrev, S. Havlin, M. Simmons, H.E. Stanley, and A.L. Goldberger (1994). Mosaic Organization of DNA Nucleotides. Physical Review E 49: 685-1689.
    • Peng, C.-K., S.V. Buldyrev, S. Havlin, M. Simmons, H.E. Stanley, and A.L. Goldberger (1994). "Mosaic Organization of DNA Nucleotides." Physical Review E 49: 685-1689.
  • 22
    • 34447528127 scopus 로고    scopus 로고
    • Power Pool of Alberta Discussion Paper (2001). Assessment of Pool Price Deficiency Regulation and Intra Day Market - Next Steps. (October 4).
    • Power Pool of Alberta Discussion Paper (2001). "Assessment of Pool Price Deficiency Regulation and Intra Day Market - Next Steps." (October 4).
  • 23
    • 0002677397 scopus 로고
    • Proof that Properly Anticipated Prices Fluctuate Randomly
    • Samuelson, P.A. (1965). "Proof that Properly Anticipated Prices Fluctuate Randomly." Industrial Management Review 6: 41-45.
    • (1965) Industrial Management Review , vol.6 , pp. 41-45
    • Samuelson, P.A.1
  • 24
    • 34247868221 scopus 로고    scopus 로고
    • The Hurst Exponent in Energy Futures Prices
    • forthcoming
    • Serletis, A. and A.A. Rosenberg (2007). "The Hurst Exponent in Energy Futures Prices." Physica A (forthcoming).
    • (2007) Physica A
    • Serletis, A.1    Rosenberg, A.A.2
  • 25
    • 33749580986 scopus 로고    scopus 로고
    • Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
    • Article
    • Serletis, A. and A. Shahmoradi (2006). "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets." Studies in Nonlinear Dynamics and Econometrics 10 (3): Article 10.
    • (2006) Studies in Nonlinear Dynamics and Econometrics , vol.10 , Issue.3 , pp. 10
    • Serletis, A.1    Shahmoradi, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.