Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series) - Primera edición
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Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series) - Primera edición
2006, ISBN: 9780470057537
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Wiley, Gebundene Ausgabe, Auflage: 1. 192 Seiten, Publiziert: 2006-10-27T00:00:01Z, Produktgruppe: Buch, 0.94 kg, Recht, Kategorien, Bücher, Finanzbuchhaltung, Bilanzierung & Buchhaltung,… Más…
Weron, Rafal:
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach - encuadernado, tapa blanda2007, ISBN: 9780470057537
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Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach - encuadernado, tapa blanda
2006
ISBN: 9780470057537
Wiley, 2006. Hardcover. Acceptable. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed., Wile… Más…
ISBN: 9780470057537
Modeling and Forecasting Electricity Loads and Prices A Statistical Approach Hardcover New Books, WILEY
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Detalles del libro - Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series)
EAN (ISBN-13): 9780470057537
ISBN (ISBN-10): 047005753X
Tapa dura
Año de publicación: 2007
Editorial: Wiley
192 Páginas
Peso: 0,513 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2007-06-04T21:22:12+02:00 (Madrid)
Página de detalles modificada por última vez el 2023-07-27T13:59:54+02:00 (Madrid)
ISBN/EAN: 047005753X
ISBN - escritura alterna:
0-470-05753-X, 978-0-470-05753-7
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Autor del libro: weron, kaminski
Título del libro: loa, modeling forecasting electricity loads prices statistical approach, load, price
Datos del la editorial
Autor: Rafal Weron
Título: Wiley Finance Series; Modeling and Forecasting Electricity Loads and Prices - A Statistical Approach
Editorial: John Wiley & Sons
192 Páginas
Año de publicación: 2006-10-27
Peso: 0,518 kg
Idioma: Inglés
132,00 € (DE)
No longer receiving updates
179mm x 250mm x 20mm
BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Finanzwesen; Finance & Investments; Finanz- u. Anlagewesen; Allg. Finanz- u. Anlagewesen
Preface. Acknowledgments. 1 Complex Electricity Markets. 1.1 Liberalization. 1.2 The Marketplace. 1.2.1 Power Pools and Power Exchanges. 1.2.2 Nodal and Zonal Pricing. 1.2.3 Market Structure. 1.2.4 Traded Products. 1.3 Europe. 1.3.1 The England and Wales Electricity Market. 1.3.2 The Nordic Market. 1.3.3 Price Setting at Nord Pool. 1.3.4 Continental Europe 13. 1.4 North America. 1.4.1 PJM Interconnection. 1.4.2 California and the Electricity Crisis. 1.4.3 Alberta and Ontario. 1.5 Australia and New Zealand. 1.6 Summary. 1.7 Further Reading. 2 Stylized Facts of Electricity Loads and Prices. 2.1 Introduction. 2.2 Price Spikes. 2.2.1 Case Study: The June 1998 Cinergy Price Spike. 2.2.2 When Supply Meets Demand. 2.2.3 What is Causing the Spikes?. 2.2.4 The Definition. 2.3 Seasonality. 2.3.1 Measuring Serial Correlation. 2.3.2 Spectral Analysis and the Periodogram. 2.3.3 Case Study: Seasonal Behavior of Electricity Prices and Loads. 2.4 Seasonal Decomposition. 2.4.1 Differencing. 2.4.2 Mean or Median Week. 2.4.3 Moving Average Technique. 2.4.4 Annual Seasonality and Spectral Decomposition. 2.4.5 Rolling Volatility Technique. 2.4.6 Case Study: Rolling Volatility in Practice. 2.4.7 Wavelet Decomposition. 2.4.8 Case Study: Wavelet Filtering of Nord Pool Hourly System Prices. 2.5 Mean Reversion. 2.5.1 R/S Analysis. 2.5.2 Detrended Fluctuation Analysis. 2.5.3 Periodogram Regression. 2.5.4 Average Wavelet Coefficient. 2.5.5 Case Study: Anti-persistence of Electricity Prices. 2.6 Distributions of Electricity Prices. 2.6.1 Stable Distributions. 2.6.2 Hyperbolic Distributions. 2.6.3 Case Study: Distribution of EEX Spot Prices. 2.6.4 Further Empirical Evidence and Possible Applications. 2.7 Summary. 2.8 Further Reading. 3 Modeling and Forecasting Electricity Loads. 3.1 Introduction. 3.2 Factors Affecting Load Patterns. 3.2.1 Case Study: Dealing with Missing Values and Outliers. 3.2.2 Time Factors. 3.2.3 Weather Conditions. 3.2.4 Case Study: California Weather vs Load. 3.2.5 Other Factors. 3.3 Overview of Artificial Intelligence-Based Methods. 3.4 Statistical Methods. 3.4.1 Similar-Day Method. 3.4.2 Exponential Smoothing. 3.4.3 Regression Methods. 3.4.4 Autoregressive Model. 3.4.5 Autoregressive Moving Average Model. 3.4.6 ARMA Model Identification. 3.4.7 Case Study: Modeling Daily Loads in California. 3.4.8 Autoregressive Integrated Moving Average Model. 3.4.9 Time Series Models with Exogenous Variables. 3.4.10 Case Study: Modeling Daily Loads in California with Exogenous Variables. 3.5 Summary. 3.6 Further Reading. 4 Modeling and Forecasting Electricity Prices. 4.1 Introduction. 4.2 Overview of Modeling Approaches. 4.3 Statistical Methods and Price Forecasting. 4.3.1 Exogenous Factors. 4.3.2 Spike Preprocessing. 4.3.3 How to Assess the Quality of Price Forecasts. 4.3.4 ARMA-type Models. 4.3.5 Time Series Models with Exogenous Variables. 4.3.6 Autoregressive GARCH Models. 4.3.7 Case Study: Forecasting Hourly CalPX Spot Prices with Linear Models. 4.3.8 Case Study: Is Spike Preprocessing Advantageous?. 4.3.9 Regime-Switching Models. 4.3.10 Calibration of Regime-Switching Models. 4.3.11 Case Study: Forecasting Hourly CalPX Spot Prices with Regime-Switching Models. 4.3.12 Interval Forecasts. 4.4 Quantitative Models and Derivatives Valuation. 4.4.1 Jump-Diffusion Models. 4.4.2 Calibration of Jump-Diffusion Models. 4.4.3 Case Study: A Mean-Reverting Jump-Diffusion Model for Nord Pool Spot Prices. 4.4.4 Hybrid Models. 4.4.5 Case Study: Regime-Switching Models for Nord Pool Spot Prices. 4.4.6 Hedging and the Use of Derivatives. 4.4.7 Derivatives Pricing and the Market Price of Risk. 4.4.8 Case Study: Asian-Style Electricity Options. 4.5 Summary. 4.6 Further Reading. Bibliography. Index.Más, otros libros, que pueden ser muy parecidos a este:
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