電力市場価格のカオス性に関する基礎的検討  [in Japanese] Basic Studies on Chaotic Characteristics of Electric Power Market Price  [in Japanese]

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Author(s)

    • 竹内 裕也 TAKEUCHI Yuya
    • 熊本大学 大学院自然科学研究科 情報電気電子工学専攻 Dept. of Computer Science and Electrical Engineering, Graduate School of Science and Technology, Kumamoto University
    • 宮内 肇 MIYAUCHI Hajime
    • 熊本大学 大学院自然科学研究科 情報電気電子工学専攻 Dept. of Computer Science and Electrical Engineering, Graduate School of Science and Technology, Kumamoto University

Abstract

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.

Journal

  • IEEJ Transactions on Power and Energy

    IEEJ Transactions on Power and Energy 129(7), 897-904, 2009-07-01

    The Institute of Electrical Engineers of Japan

References:  13

Cited by:  3

Codes

  • NII Article ID (NAID)
    10025100407
  • NII NACSIS-CAT ID (NCID)
    AN10136334
  • Text Lang
    JPN
  • Article Type
    Journal Article
  • ISSN
    03854213
  • NDL Article ID
    10357603
  • NDL Source Classification
    ZN31(科学技術--電気工学・電気機械工業)
  • NDL Call No.
    Z16-794
  • Data Source
    CJP  CJPref  NDL  J-STAGE 
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