Ikeda, Shin S. - National Graduate Institute for Policy Studies (GRIPS) - 2015
Historical data of system prices and traded quantities of electricity over the 48 half-hour intra-daily intervals in the Japan Electric Power Exchange are analyzed. Viewed as a panel dataset of the 48 dierent commodities in 7 dierent markets (days of a week) or 336 dierent contracts over 288...