Characterization of Iran electricity market indices with pay-as-bid payment mechanism
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2009.01.003
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Josep Perello & Miquel Montero & Luigi Palatella & Ingve Simonsen & Jaume Masoliver, 2006. "Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion," Papers physics/0609066, arXiv.org.
- Tung, Wen-wen & Qi, Yan & Gao, J.B. & Cao, Yinhe & Billings, Lora, 2005. "Direct characterization of chaotic and stochastic dynamics in a population model with strong periodicity," Chaos, Solitons & Fractals, Elsevier, vol. 24(2), pages 645-652.
- Castellini, H. & Romanelli, L., 2004. "Applications of recurrence quantified analysis to study the dynamics of chaotic chemical reaction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 301-307.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hajar Nasrazadani & Maria Pilar Mu oz Gracia, 2017. "Comparing Iranian and Spanish Electricity Markets with Nonlinear Time Series," International Journal of Energy Economics and Policy, Econjournals, vol. 7(2), pages 262-286.
- Asgari, Mohammad Hossein & Monsef, Hassan, 2010. "Market power analysis for the Iranian electricity market," Energy Policy, Elsevier, vol. 38(10), pages 5582-5599, October.
- Tokár, T. & Horváth, D., 2012. "Market inefficiency identified by both single and multiple currency trends," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5620-5627.
- He, Kaijian & Xu, Yang & Zou, Yingchao & Tang, Ling, 2015. "Electricity price forecasts using a Curvelet denoising based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 425(C), pages 1-9.
- Elena Olmedo, 2014. "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 183-197, February.
- Bigdeli, Nooshin & Afshar, Karim & Gazafroudi, Amin Shokri & Ramandi, Mostafa Yousefi, 2013. "A comparative study of optimal hybrid methods for wind power prediction in wind farm of Alberta, Canada," Renewable and Sustainable Energy Reviews, Elsevier, vol. 27(C), pages 20-29.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bigdeli, N. & Afshar, K., 2009. "Chaotic behavior of price in the power markets with pay-as-bid payment mechanism," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2560-2569.
- Bigdeli, Nooshin & Afshar, Karim & Gazafroudi, Amin Shokri & Ramandi, Mostafa Yousefi, 2013. "A comparative study of optimal hybrid methods for wind power prediction in wind farm of Alberta, Canada," Renewable and Sustainable Energy Reviews, Elsevier, vol. 27(C), pages 20-29.
- Çelik, C. & Merdan, H. & Duman, O. & Akın, Ö., 2008. "Allee effects on population dynamics with delay," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 65-74.
- G. Papaioannou & P. Papaioannou & N. Parliaris, 2014. "Modeling the stylized facts of wholesale system marginal price (SMP) and the impacts of regulatory reforms on the Greek Electricity Market," Papers 1401.5452, arXiv.org.
- Xue Pan & Lei Hou & Mutua Stephen & Huijie Yang & Chenping Zhu, 2014. "Evaluation of Scaling Invariance Embedded in Short Time Series," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-27, December.
- Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
- Yue Yang & Changgui Gu & Qin Xiao & Huijie Yang, 2017. "Evolution of scaling behaviors embedded in sentence series from A Story of the Stone," PLOS ONE, Public Library of Science, vol. 12(2), pages 1-14, February.
- Qiu, Lu & Yang, Huijie, 2020. "Transfer entropy calculation for short time sequences with application to stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Miquel Montero, 2021. "Predator–prey model for stock market fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 29-57, January.
- Bigdeli, Nooshin & Haeri, Mohammad, 2009. "Time-series analysis of TCP/RED computer networks, an empirical study," Chaos, Solitons & Fractals, Elsevier, vol. 39(2), pages 784-800.
- Alvarez-Ramirez, J. & Escarela-Perez, R. & Espinosa-Perez, G. & Urrea, R., 2009. "Dynamics of electricity market correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(11), pages 2173-2188.
- Erzgräber, Hartmut & Strozzi, Fernanda & Zaldívar, José-Manuel & Touchette, Hugo & Gutiérrez, Eugénio & Arrowsmith, David K., 2008. "Time series analysis and long range correlations of Nordic spot electricity market data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6567-6574.
More about this item
Keywords
Chaos; Deregulation; Pay as bid; Electricity market; Price forecasting; Recurrence plots; Recurrence quantification analysis (RQA); Time series analysis;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:388:y:2009:i:8:p:1577-1592. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.