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November 2009
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Events matching "Alberta Power Prices"

Alberta Power Prices
15:10 Fri 9 Mar 07 | G08, Mathematics Building, University of Adelaide | Prof. Robert Elliott

Abstract...
The pricing of electricity involves several interesting features. Apart from daily, weekly and seasonal fluctuations, power prices often exhibit large spikes. To some extent this is because electricity cannot be stored. We propose a model for power prices in the Alberta market. This involves a diffusion process modified by a factor related to a Markov chain which describes the number of large generators on line. The model is calibrated and future contracts priced.

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Publications matching "Alberta Power Prices"

Publications
On the predictive power of shortest-path weight inference
Coyle, Andrew; Kraetzl, Miro; Maennel, Olaf; Roughan, Matthew, Internet Measurement Conference 08, Greece 20/10/08
Computer algebra models the inertial dynamics of a thin film flow of power law fluids and other non-Newtonian fluids (Unpublished)
Roberts, Anthony John,
Asymptotic matching constraints for a boundary-layer flow of a power-law fluid
Denier, James; Hewitt, R, Journal of Fluid Mechanics 518 (261–279) 2004
On the boundary-layer equations for power-law fluids
Denier, James; Dabrowski, Paul, Proceedings of the Royal Society of London Series A-Mathematical Physical and Engineering Sciences 460 (3143–3158) 2004
Critical care trials: Sample size, power and interpretation
Moran, John; Solomon, Patricia, Critical care and Resuscitation 6 (239–247) 2004

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