UID:
almafu_9959328323302883
Format:
1 online resource (xi, 178 pages) :
,
illustrations
ISBN:
9781118673362
,
1118673360
,
9780470059999
,
0470059990
Series Statement:
Wiley finance series
Content:
This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes & mdash;electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed distributions, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk.
Note:
Modeling and Forecasting Electricity Loads and Prices Contents Preface Acknowledgments 1 Complex Electricity Markets 2 Stylized Facts of Electricity Loads and Prices.
Additional Edition:
Print version: Weron, Rafał. Modeling and forecasting electricity loads and prices. Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006
Language:
English
Keywords:
Electronic books.
;
Case studies.
;
Electronic books.
;
Case studies.
;
Electronic books.
;
Case studies.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673362
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673362
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673362
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