Characterization of Iran electricity market indices with pay-as-bid payment mechanism

Physica A: Statistical Mechanics and its Applications - Tập 388 - Trang 1577-1592 - 2009
N. Bigdeli1, K. Afshar2
1Linear Systems Control Lab., EE Department, Imam Khomeini International University, Qazvin, Iran
2Electrical Machinery Lab., EE Department, Imam Khomeini International University, Qazvin, Iran

Tài liệu tham khảo

Nogales, 2002, Forecasting next-day electricity prices by time series model, IEEE Transactions on Power Systems, 17, 342, 10.1109/TPWRS.2002.1007902 Afshar, 2008, A method for reserve clearing in disaggregated model considering lost opportunity cost, Electric Power Systems Research, 78, 527, 10.1016/j.epsr.2007.04.007 Amjady, 2006, Day-ahead price forecasting of electricity markets by a new fuzzy neural network, IEEE Transactions on Power Systems, 21, 887, 10.1109/TPWRS.2006.873409 Son, 2004, Short-term electricity market auction game analysis: Uniform and pay-as-bid pricing, IEEE Transactions on Power Systems, 19, 1990, 10.1109/TPWRS.2004.836192 Pedregal, 2007, Electricity prices forecasting by automatic dynamic harmonic regression models, Energy Conversion & Management, 48, 1710, 10.1016/j.enconman.2006.11.004 Catalão, 2007, Short-term electricity prices forecasting in a competitive market: A neural network approach, Electric Power Systems Research, 77, 1297, 10.1016/j.epsr.2006.09.022 Shahidehpour, 2002 Bunn, 2000, Forecasting loads and prices in competitive power markets, IEEE Proceedings, 88, 163, 10.1109/5.823996 Rodriguez, 2004, Energy price forecasting in the ontario competitive power system market, IEEE Transactions on Power Systems, 19, 366, 10.1109/TPWRS.2003.821470 Yamin, 2004, Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets, Electrical Power & Energy Systems, 26, 571, 10.1016/j.ijepes.2004.04.005 L. Zhang, L.B. Luh, An integrated neural network method for market clearing price prediction and confidence interval estimation, in: Proc. of the 4th World Congress on Intelligent Control and Automation, Shanghai, PR Chaina, 2002, pp. 2045–2050 Garcia, 2005, A GARCH forecasting model to predict day-ahead electricity prices, IEEE Transactions on Power Systems, 20, 867, 10.1109/TPWRS.2005.846044 Perelló, 2006, Entropy of the nordic electricity market: Anomalous scaling spikes and mean-reversion, Journal of Statistical Mechanics: Theory and Experiment, P11011, 10.1088/1742-5468/2006/11/P11011 Conejo, 2005, Day-ahead electricity price forecasting using the wavelet transform and ARIMA models, IEEE Transactions on Power Systems, 20, 1035, 10.1109/TPWRS.2005.846054 Contreras, 2003, ARIMA models to predict next-day electricity prices, IEEE Transactions on Power Systems, 18, 1014, 10.1109/TPWRS.2002.804943 Strozzi, 2008, Measuring volatility in the nordic spot electricity market using recurrence quantification analysis, European Physical Journal Special Topics, 164, 105, 10.1140/epjst/e2008-00837-1 Amjady, 2006, Energy price forecasting: Problems and proposals for such predictions, IEEE Power & Energy Magazine, 20, 10.1109/MPAE.2006.1597990 Ghaziadeh, 2007, Electricity restructuring: Compromise between competition and stability, IEEE Power & Energy Magazine, 16 Web page of Iran Grid Management Company. Available at http://www.igmc.ir/pmt/ Ng, 2007, Chaos based analytical techniques for daily eextreme hydrological observations, Journal of Hydrology, 342, 17, 10.1016/j.jhydrol.2007.04.023 Bigdeli, 2007, Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods, Physica D: Nonlinear Phenomena, 233, 138, 10.1016/j.physd.2007.06.017 N. Bigdeli, M. Haeri, Time-series analysis of TCP/RED computer networks, an empirical study, Chaos, Solitons & Fractals (in press). Corrected Proof, Available online 1 May 2007 Timmer, 2000, Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators, Chaos, 10, 278, 10.1063/1.166494 Grassberger, 1983, Measuring the strangeness of strange attractors, Physica D: Nonlinear Phenomena, 9, 189, 10.1016/0167-2789(83)90298-1 Hegger, 1999, Practical implementation of nonlinear time series methods: The TISEAN package, Chaos, 9, 413, 10.1063/1.166424 The MathWorks, MATLAB [Online]. Available: http://www.mathworks.com CRP toolbox for Matlab provided by TOCSY: http://tocsy.agnld.uni-potsdam.de Casrellini, 2004, Application of recurrence quantified analysis to study the dynamics of chaotic chemical reactions, Physica A, 342, 301, 10.1016/j.physa.2004.06.028 Thiel, 2004, How much information is contained in a recurrence plot?, Physical Letters A, 330, 343, 10.1016/j.physleta.2004.07.050 Hegger, 1999, Practical implementation of nonlinear time series methods: The TISEAN package, Chaos, 9, 413, 10.1063/1.166424 Takens, 1981, Detecting strange attractors in turbulence, Lecture Notes in Mathematics, 898, 366, 10.1007/BFb0091924 Fraser, 1986, Independent coordinates for strange attractors from mutual information, Physical Review A, 33, 1134, 10.1103/PhysRevA.33.1134 Theiler, 1992, Testing for nonlinearity in time series: The method of surrogate data, Physica D: Nonlinear Phenomena, 58, 77, 10.1016/0167-2789(92)90102-S Engbert, 2002, Testing for nonlinearity: The role of surrogate data, Chaos, Solitons & Fractals, 13, 79, 10.1016/S0960-0779(00)00236-8 Marwan, 2007, Recurrence plots for the analysis of complex systems, Physics Reports, 438, 237, 10.1016/j.physrep.2006.11.001 Trulla, 1996, Recurrence quantification analysis of the logistic equation with transients, Physics Letters A, 223, 255, 10.1016/S0375-9601(96)00741-4 Romano, 2004, Multivariate recurrence plots, Physics Letters A, 330, 214, 10.1016/j.physleta.2004.07.066 Tung, 2005, Direct characterization of chaotic and stochastic dynamics in a population model with strong periodicity, Chaos, Solitons & Fractals, 24, 645, 10.1016/j.chaos.2004.09.076 Eckmann, 1986, Liapunov exponents from time series, Physical Review A, 34, 4971, 10.1103/PhysRevA.34.4971 Marwan, 2002, Nonlinear analysis of bivariate data with cross recurrence plots, Physics Letters A, 302, 299, 10.1016/S0375-9601(02)01170-2 Zbilut, 1992, Embeddings and delays as derived from quantification of recurrence plots, Physics Letters A, 171, 199, 10.1016/0375-9601(92)90426-M