Jump to ContentJump to Main Navigation
Show Summary Details
More options …

Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

5 Issues per year

IMPACT FACTOR 2017: 0.855

CiteScore 2017: 0.76

SCImago Journal Rank (SJR) 2017: 0.668
Source Normalized Impact per Paper (SNIP) 2017: 0.894

Mathematical Citation Quotient (MCQ) 2017: 0.02

See all formats and pricing
More options …
Volume 10, Issue 3


Randomly Modulated Periodic Signals in Alberta's Electricity Market

Melvin J. Hinich / Apostolos Serletis
Published Online: 2006-09-22 | DOI: https://doi.org/10.2202/1558-3708.1340

This paper uses hourly electricity prices and MW hour demand for Alberta, Canada over the deregulated period after 1996 to test for randomly modulated periodicity. In doing so, we apply the signal coherence spectral analysis to the time series of hourly spot prices and megawatt-hours (MWh) demand from 1/1/1996 to 12/7/2003 using the FORTRAN 95 program developed by Hinich (2000). We detect relatively steady weekly and daily cycles in demand but very unstable cycles in prices.

This article offers supplementary material which is provided at the end of the article.

About the article

Published Online: 2006-09-22

Citation Information: Studies in Nonlinear Dynamics & Econometrics, Volume 10, Issue 3, ISSN (Online) 1558-3708, DOI: https://doi.org/10.2202/1558-3708.1340.

Export Citation

©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston.Get Permission

Supplementary Article Materials

Comments (0)

Please log in or register to comment.
Log in