Hinich, Melvin; Serletis, Apostolos - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 3, pp. 1340-1340
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)...