Randomly modulated periodic signals in Australia's National Electricity Market

Foster, John, Hinich, Melvin J. and Wild, Phillip (2008) Randomly modulated periodic signals in Australia's National Electricity Market. The Energy Journal, 29 3: 105-129.

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Author Foster, John
Hinich, Melvin J.
Wild, Phillip
Title Randomly modulated periodic signals in Australia's National Electricity Market
Journal name The Energy Journal   Check publisher's open access policy
ISSN 0195-6574
Publication date 2008-01-01
Sub-type Article (original research)
Open Access Status File (Publisher version)
Volume 29
Issue 3
Start page 105
End page 129
Total pages 24
Editor A. Yatchew
G. Campbell Watkins
Place of publication Cleveland, OH, United States
Publisher International Association for Energy Economics (IAEE)
Language eng
Abstract 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 series of half hourly spot prices and megawatt-hours (MWh) load demand from 7/12/1998 to 31/08/2007 using the FORTRAN 95 program developed by Hinich (2000). We detect relatively steady weekly and daily cycles in load demand but relatively more unstable cycles in prices.
Keyword Australia
Economics - Australia
Electricity market
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ
Additional Notes Copyright of Energy Journal is the property of International Association for Energy Economics, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
School of Economics Publications
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Citation counts: TR Web of Science Citation Count  Cited 8 times in Thomson Reuters Web of Science Article | Citations
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Created: Fri, 17 Apr 2009, 00:45:40 EST by Kaelene Matts on behalf of School of Economics