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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>
Persistent link: https://www.econbiz.de/10011037842
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 February 2008 to test for episodic nonlinearity in the dynamics governing daily and weekly cycles in load and spot price time...
Persistent link: https://www.econbiz.de/10005687770
In this article, we build on the results reported in Wild, Hinich and Foster (2008) for the National Electricity Market (NEM) of Australia by testing for episodic nonlinearity in the dynamics governing weekly cycles in spot price time series data. We apply the portmanteau correlation,...
Persistent link: https://www.econbiz.de/10005730993
In this paper, we present three nonparametric 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 reversiblility. The detection of nonlinear...
Persistent link: https://www.econbiz.de/10010553114
This report primarily aims to provide both dispatch and wholesale spot price forecasts for the proposed hybrid gas-solar thermal plant at Collinsville, Queensland, Australia for its lifetime 2017-47. These forecasts are to facilitate Power Purchase Agreement (PPA) negotiations and to evaluate...
Persistent link: https://www.econbiz.de/10011108733
The primary aim of this report is to produce hourly yield projections of electricity power for the proposed LFR plant at Collinsville, Queensland, Australia based on the environmental condition between 2007 and 2013. However, the techniques and methods used to overcome the inadequacies of the...
Persistent link: https://www.econbiz.de/10011109867
This study investigates the transformative effect of unscheduled solar PV and wind generation on electricity demand. The motivations for the study are twofold, the poor medium term predictions of electricity demand in the Australian National Electricity Market and the continued rise in peak...
Persistent link: https://www.econbiz.de/10011257708
This non-technical summary presents the findings and recommendations from the project called ‘Analysis of institutional adaptability to redress electricity infrastructure vulnerability due to climate change’. The objectives of the project are to examine the adaptive capacity of existing...
Persistent link: https://www.econbiz.de/10011258290
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...
Persistent link: https://www.econbiz.de/10010827842
This paper investigates the effect of wind generation in the states comprising the Australian National Electricity Market (NEM). The methodology utilize an agent based model, which contains many features salient to the NEM including intra-state and inter-state transmission branches, regional...
Persistent link: https://www.econbiz.de/10010827844