Time-dependent correlations in electricity markets

Energy Economics

Volumn 32, Issue 2, 2010, Pages 269-277

  Alvarez Ramirez, Jose ^a   Escarela Perez, Rafael ^a  

^a UNIVERSIDAD AUTÓNOMA METROPOLITANA   (Mexico)

Author keywords

Correlations; Electricity markets; Hurst exponent dynamics

Indexed keywords

ALBERTA; ANNUAL CYCLE; BIDDING STRATEGY; BILATERAL CONTRACTS; DAY-AHEAD PRICES; DEMAND FORECASTING; EFFICIENT MARKET HYPOTHESIS; ELECTRICITY MARKET; ELECTRICITY MARKETS; FORECASTING MODELS; HEDGE RISK; HURST EXPONENTS; LINEAR MODEL; LOWER CORRELATION; MARKET PARTICIPANTS; MULTIFRACTALITY; NONLINEAR EFFECT; ON-DEMAND; ONTARIO; PRICE FORECASTS; RANDOM WALK; TIME DEPENDENT BEHAVIOR; TIME-DEPENDENT CORRELATION; TIME-SCALES; WINTER MONTHS;

COMMERCE; COSTS; DEREGULATION; ECONOMICS; ELECTRICITY; INVESTMENTS; NONLINEAR FEEDBACK;

ELECTRIC LOAD FORECASTING;

COMMODITY PRICE; CONSUMPTION BEHAVIOR; CORRELATION; DEMAND ANALYSIS; DEREGULATION; ELECTRICITY SUPPLY; ENERGY MARKET; ENERGY PLANNING; FORECASTING METHOD; INVESTMENT;

ALBERTA; CANADA; ONTARIO [CANADA];

EID: 74149093361     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.05.008     Document Type: Article

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