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Randomly Modulated Periodic Signals in Australias National Electricity Market
Foster, John; Wild, Phillip; Hinich, Melvin - Energy Economics and Management Group, School of Economics - 2008
In this article, we use half hourly spot electricity prices and load data for the National Electricity Market (NEM) of Australia for the period from December 1998 to August 2007 to test for randomly modulated periodicity. In doing so, we apply signal coherence spectral analysis to the time...
Persistent link: https://www.econbiz.de/10010827842
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Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Journal of Macroeconomics 28 (2006) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10005208075
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Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
Wild, Phillip; Hinich, Melvin J.; Foster, John - In: Energy economics 32 (2010) 5, pp. 1082-1092
Persistent link: https://www.econbiz.de/10008639999
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IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-111
Persistent link: https://www.econbiz.de/10008417353
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Randomly Modulated Periodic Signals in Australia's National Electricity Market
Foster, John; Hinich, Melvin J.; Wild, Phillip - In: The energy journal 29 (2008) 3, pp. 105-130
Persistent link: https://www.econbiz.de/10008077034
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DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10008310568
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Randomly Modulated Periodic Signals in Australias National Electricity Market
Foster, John; Hinich, Melvin J.; Wild, Phillip - In: The Energy Journal Volume 29 (2008) Number 3
Persistent link: https://www.econbiz.de/10004986790
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Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Journal of macroeconomics 28 (2006) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10007635243
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DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic Dynamics 13 (2009) 04, pp. 523-534
Persistent link: https://www.econbiz.de/10005041976
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Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
Wild, Phillip; Hinich, Melvin J.; Foster, John - In: Energy Economics 32 (2010) 5, pp. 1082-1091
In this article, we use half hourly spot electricity prices and load data for the National Electricity Market (NEM) of Australia for the period from December 1998 to June 2009 to test for episodic nonlinearity in the dynamics governing daily and weekly cycles in load and spot price time series...
Persistent link: https://www.econbiz.de/10008863796