Randomly Modulated Periodic Signals in Alberta's Electricity Market

DOI10.2202/1558-3708.1340zbMATH Open1260.91175OpenAlexW2037465833MaRDI QIDQ5452746FDOQ5452746

Authors: Melvin J. Hinich, Apostolos Serletis 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1340

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Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Other game-theoretic models (91A40)

Cited In (2)

• Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
• Mean reversion in the US stock market

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