英文标题：
《Correlations and Clustering in Wholesale Electricity Markets》
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作者：
Tianyu Cui, Francesco Caravelli, Cozmin Ududec
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最新提交年份：
2017
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英文摘要：
We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and introduce a type of correlation function based on event synchronization for spiky time series, and another based on string correlations of location names provided by the markets. This allows us to reconstruct aspects of the locational structure of the grid.
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中文摘要：
我们研究了日前和实时批发电力市场中的位置边际价格结构。特别是，我们考虑了两个北美市场的情况，并表明价格相关性包含有关电网位置结构的信息。我们研究了各种聚类方法，并介绍了一种基于事件同步的尖峰时间序列相关函数和另一种基于市场提供的位置名称的字符串相关函数。这允许我们重建网格位置结构的各个方面。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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