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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

5 Issues per year


IMPACT FACTOR 2016: 0.649

CiteScore 2016: 0.63

SCImago Journal Rank (SJR) 2016: 0.546
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1558-3708
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Volume 10, Issue 3

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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.

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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.

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