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我院李堃老师论文入选意大利能源经济学会(AIEE)2017年会年度优秀论文
发布时间：2018-04-04
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意大利能源经济学会(Associazione Italiana Economisti dell' Energia，AIEE)是欧洲乃至全球最有影响力的能源经济学术机构之一。该学会主办的能源经济研讨会是能源经济学领域中具有国际影响力的学术会议(CPCI-SSH检索)。我院李堃老师论文“The electricity market price: volatility, pattern and forecast analysis”在2017年11月的AIEE能源经济学年度研讨会上被接收并受邀进行报告。AIEE从2017年会接收的上百篇论文遴选出10篇优秀论文，出版在当年的年刊上，该论文为入选的10篇论文之一。
摘要：
Electricity supply and demand have become an important topic related to economic development and environmental sustainability. The optimal resource allocation in the electricity market is tightly related to the investigation of calendar anomalies. This paper contributes to the discussion of calendar effects and their significance in the electricity market. We derive a powerful test for calendar specific anomalies, and assess the significance of the full universe of possible calendar effects. We implement our test to the PJM electricity market and assess the calendar effects in different time frequencies (Day-of-the-week, Hour-of-the-day, Month-of-theyear, Day-of-the-month and season). Our results show that calendar effects exist in every time frequency, and also specify those calendar effects with statistical significance. The assessment of calendar effects will help improve the market efficiency and environmental sustainability of the electricity market.
Electricity supply and demand have become an important topic related to economic development and environmental sustainability. The optimal resource allocation in the electricity market is tightly related to the investigation of calendar anomalies. This paper contributes to the discussion of calendar effects and their significance in the electricity market. We derive a powerful test for calendar specific anomalies, and assess the significance of the full universe of possible calendar effects. We implement our test to the PJM electricity market and assess the calendar effects in different time frequencies (Day-of-the-week, Hour-of-the-day, Month-of-theyear, Day-of-the-month and season). Our results show that calendar effects exist in every time frequency, and also specify those calendar effects with statistical significance. The assessment of calendar effects will help improve the market efficiency and environmental sustainability of the electricity market.
（供稿：包文）