Modeling and forecasting electricity loads and prices: a statistical approach
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Bibliographische Detailangaben
1. Verfasser: Weron, Rafał (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Chichester, England John Wiley & Sons © 2006
Schriftenreihe:Wiley finance series
Schlagworte:
Online-Zugang:DE-861
DE-473
DE-355
DE-29
Volltext
Buchcover
Beschreibung:Includes bibliographical references (pages 157-170) and index
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
Beschreibung:1 Online-Ressource (xi, 178 Seiten) Illustrationen
ISBN:9781118673362
1118673360
9780470059999
0470059990

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