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Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series) - Weron, Rafal
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Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series) - First edition

2006, ISBN: 9780470057537

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Weron, Rafal:

Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach - hardcover

2007, ISBN: 9780470057537

Hard cover, 100% Money Back Guarantee. Brand New, Perfect Condition. We offer expedited shipping to all US locations. Over 3, 000, 000 happy customers., New., Sewn binding. Cloth over boa… More...

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Weron, Rafal:
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach - hardcover

2006

ISBN: 9780470057537

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Weron, Rafal:
Modeling and Forecasting Electricity Loads and Prices: a Statistical Approach - hardcover

2006, ISBN: 9780470057537

hardcover, Access codes and supplements are not guaranteed with used items. May be an ex-library book., D'occasion, bon état, [PU: Wiley]

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Weron, Rafal:
Modeling and Forecasting Electricity Loads and Prices A Statistical Approach - new book

ISBN: 9780470057537

Modeling and Forecasting Electricity Loads and Prices A Statistical Approach Hardcover New Books, WILEY

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Details of the book
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series)

This book provides original statistical tools that enable readers to model electricity loads and prices. It presents a common framework for modeling and forecasting energy price and load. This statistical approach allows for direct input of relevant statistical properties into the models and allows engineers and system operators to better understand power market behavior.

Details of the book - Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (Wiley Finance Series)


EAN (ISBN-13): 9780470057537
ISBN (ISBN-10): 047005753X
Hardcover
Publishing year: 2007
Publisher: Wiley
192 Pages
Weight: 0,513 kg
Language: eng/Englisch

Book in our database since 2007-06-04T15:22:12-04:00 (New York)
Detail page last modified on 2023-07-27T07:59:54-04:00 (New York)
ISBN/EAN: 047005753X

ISBN - alternate spelling:
0-470-05753-X, 978-0-470-05753-7
Alternate spelling and related search-keywords:
Book author: weron, kaminski
Book title: loa, modeling forecasting electricity loads prices statistical approach, load, price


Information from Publisher

Author: Rafal Weron
Title: Wiley Finance Series; Modeling and Forecasting Electricity Loads and Prices - A Statistical Approach
Publisher: John Wiley & Sons
192 Pages
Publishing year: 2006-10-27
Weight: 0,518 kg
Language: English
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.

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