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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

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

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

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 - School of Economics, University of Queensland - 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 February 2008 to test for episodic nonlinearity in the dynamics governing daily and weekly cycles in load and spot price time...

Persistent link: https://www.econbiz.de/10005687770

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

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) S1, pp. 88-110

Persistent link: https://www.econbiz.de/10008458632

The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market

Wild, Phillip; Hinich, Melvin J.; Foster, John - School of Economics, University of Queensland - 2008

In this article, we build on the results reported in Wild, Hinich and Foster (2008) for the National Electricity Market (NEM) of Australia by testing for episodic nonlinearity in the dynamics governing weekly cycles in spot price time series data. We apply the portmanteau correlation,...

Persistent link: https://www.econbiz.de/10005730993

Size and power properties of the AH test of evolutionary change

Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 5, pp. 748-763

Persistent link: https://www.econbiz.de/10001639590

A spectral-based cusum test of evolutionary change

Wild, Phillip - In: Macroeconomic dynamics 6 (2002) 3, pp. 385-407

Persistent link: https://www.econbiz.de/10001683612

The Western Australian power dilemma

Simshauser, Paul; Wild, Phillip - In: Australian economic papers 48 (2009) 4, pp. 342-369

Persistent link: https://www.econbiz.de/10003932588