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Competitive Electricity Price Characteristic Analysis Based On Multifractal Detrended Moving Average Analysis

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成果类型:
会议论文
作者:
Gao, Rong;Wang, Fang*;Liu, Wen-ni
通讯作者:
Wang, Fang
作者机构:
[Gao, Rong; Liu, Wen-ni; Wang, Fang] Hunan Agr Univ, Coll Sci, Changsha 410128, Hunan, Peoples R China.
通讯机构:
[Wang, Fang] H
Hunan Agr Univ, Coll Sci, Changsha 410128, Hunan, Peoples R China.
语种:
英文
关键词:
ME-DMA;Peak Price;Multifractal spectrum
期刊:
ELECTRICAL AND CONTROL ENGINEERING & MATERIALS SCIENCE AND MANUFACTURING
年:
2016
页码:
129-134
会议名称:
Joint Conference of 6th International Congress on Electrical and Engineering (ICECE) / 4th International Conference on Material Science and Manufacturing (ICMSM)
会议时间:
AUG 14-15, 2015
会议地点:
Shanghai, PEOPLES R CHINA
会议主办单位:
[Gao, Rong;Wang, Fang;Liu, Wen-ni] Hunan Agr Univ, Coll Sci, Changsha 410128, Hunan, Peoples R China.
主编:
Qin, S Li, X
出版地:
PO BOX 128 FARRER RD, SINGAPORE 9128, SINGAPORE
出版者:
WORLD SCIENTIFIC PUBL CO PTE LTD
ISBN:
978-981-310-031-2; 978-981-310-030-5
基金类别:
Undergraduate's Inquiry Learning and Innovative Experiment Project Funds [G(S)CX1408]
机构署名:
本校为第一且通讯机构
院系归属:
理学院
摘要:
To investigate difference of price's dynamic characteristics between different periods in different competitive electricity market, we applied multi fractal detrended moving average analysis (ME-DMA) to analyze multifractal natures of prices on-peak and off-peak of three typical localized electricity markets, namely, Canadian Alberta, Ontario and middle Columbia markets. The results demonstrate that there are huge differences multifractal natures of the prices between different periods in different markets. It provides a new view for...

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