Stan Hurn, Annastiina Silvennoinen, and Timo Terasvirta, "A Smooth
Transition Logit Model of the Effects of Deregulation in the
Electricity Market", Journal of Applied Econometrics, Vol. 31, No. 4,
2016, pp. 707-733.

Data description
----------------

All data are in the file hst-data.txt, which is an ASCII file in DOS
format. It is zipped in the file hst-data.zip. Unix/Linux users should
use "unzip -a".

There are 2283 observations on the following variables (variables
named as in the paper):

datetime	date and time stamp of the start of the price event
y		0/1 variable -- 0: short price event, 1: price event lasting
                  longer than one half-hour period
c		constant (vector of ones)	
UL		unexpected load
TR		daily temperature range
CH3		cumulative heating degree days (over past three days)
CC3		cumulative cooling degree days (over past three days)
QNI		interconnector flow (from New South Wales to Queensland)
D07		dummy variable -- 0: before 2007, 1: first of January 2007
                  and after
D08		dummy variable -- 0: before 2008, 1: first of January 2008
                  and after
D09		dummy variable -- 0: before 2009, 1: first of January 2009
                  and after
st		time stamp of the price event as a fraction of the sample

The data are organised in columns, separated by tabs. The first row
holds the variable names.

Source
------

The load and price data are publicly available at
http://www.aemo.com.au/Electricity/Data/Price-and-Demand/Aggregated-Price-and-Demand-Data-Files.

The interconnector flow were obtained from Origin Energy.

The temperature data were purchased from the Australian Bureau of
Meteorology.


Annastiina Silvennoinen
silvennoinen [AT] qut.edu.au