Wild, Phillip; Hinich, Melvin J.; Foster, John - In: Energy Economics 32 (2010) 5, pp. 1082-1091
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...
