Characterization of Iran electricity market indices with pay-as-bid payment mechanism

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 8, 2009, Pages 1577-1592

  Bigdeli, N ^a   Afshar, K ^a  

^a IMAM KHOMEINI INTERNATIONAL UNIVERSITY   (Iran)

Author keywords

Chaos; Deregulation; Electricity market; Pay as bid; Price forecasting; Recurrence plots; Recurrence quantification analysis (RQA); Time series analysis

Indexed keywords

CHAOS THEORY; CORRELATION METHODS; DEREGULATION; ELECTRIC INDUSTRY; HARMONIC ANALYSIS; PHASE SPACE METHODS; POWER MARKETS; SPECTRAL DENSITY;

PAY AS BID; PHASE SPACE RECONSTRUCTION; POWER SPECTRAL DENSITY ANALYSIS; PRICE FORECASTING; RECURRENCE PLOT; RECURRENCE QUANTIFICATION ANALYSIS; UNSTABLE PERIODIC ORBITS; WEIGHTED AVERAGE PRICES;

TIME SERIES ANALYSIS;

EID: 59449099798     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.01.003     Document Type: Article

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