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...

type="main" xml:id="rssa12037-abs-0001" <title type="main">Summary</title> <p>We present three non-parametric trispectrum tests that can establish whether the spectral decomposition of kurtosis of high frequency financial asset price time series is consistent with the assumptions of Gaussianity, linearity and time...</p>

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...

The province of Alberta faces the challenge of balancing its commitment to reduce CO2 emissions and the growth of its energy-intensive oil sands industry. Currently, these operations rely on the Alberta electricity system and on-site generation to satisfy their steam and electricity...