Nonlinear time series analysis on the offer behaviors observed in an electricity market

Decision Support Systems

Volumn 49, Issue 2, 2010, Pages 132-137

  Oh, HyungSeon ^a   Thomas, Robert J ^b  

^a NATIONAL RENEWABLE ENERGY LABORATORY   (United States)

^b Cornell University   (United States)

Author keywords

Chaos; Hurst exponent; Locational marginal price (LMP); Nonlinear dynamics; Offer behavior

Indexed keywords

ELECTRICITY MARKET; FRACTAL ANALYSIS; GENERATING FIRMS; HURST EXPONENTS; LOAD LEVELS; LOCATIONAL MARGINAL PRICES; MARGINAL COSTS; MARKET CONDITION; MARKET EFFICIENCY; NON-LINEAR DYNAMICS; NONLINEAR TIME-SERIES ANALYSIS; PRODUCTION PATTERNS; SELF-SIMILAR; SELF-SIMILARITIES; SUPPLY AND DEMAND;

COMPETITION; COSTS; DYNAMICS; ELECTRIC NETWORK ANALYSIS; ELECTRICITY; FRACTAL DIMENSION; NONLINEAR ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

COMMERCE;

EID: 77951126788     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2010.01.008     Document Type: Article

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