電力市場価格のカオス性に関する基礎的検討

  • 竹内 裕也
    熊本大学 大学院自然科学研究科 情報電気電子工学専攻
  • 宮内 肇
    熊本大学 大学院自然科学研究科 情報電気電子工学専攻
  • 喜多 敏博
    熊本大学 eラーニング推進機構

書誌事項

タイトル別名
  • Basic Studies on Chaotic Characteristics of Electric Power Market Price
  • デンリョク シジョウ カカク ノ カオスセイ ニ カンスル キソテキ ケントウ

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抄録

Recently, deregulation and reform of electric power utilities have been progressing in many parts of the world. In Japan, partial deregulation has been started from generation sector since 1995 and partial deregulation of retail sector is executed through twice law revisions. Through the deregulation, because electric power is traded in the market and its price is always fluctuated, it is important for the electric power business to analyze and predict the price. Although the price data of the electric power market is time series data, it is not always proper to analyze by the linear model such as ARMA because the price sometimes changes suddenly. Therefore, in this paper, we apply the methods of chaotic time series analysis, one of non-linear analysis methods, and investigate the chaotic characteristics of the system price of JEPX.

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