書誌事項
- タイトル別名
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- 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.
収録刊行物
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- 電気学会論文誌B(電力・エネルギー部門誌)
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電気学会論文誌B(電力・エネルギー部門誌) 129 (7), 897-904, 2009
一般社団法人 電気学会
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詳細情報 詳細情報について
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- CRID
- 1390001204601765632
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- NII論文ID
- 10025100407
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- NII書誌ID
- AN10136334
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- ISSN
- 13488147
- 03854213
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- NDL書誌ID
- 10357603
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可