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A Risk Management Perspective

Study in the field of natural sciences.

Modeling and Forecasting Electricity Demand: A Risk Management Perspective

Softcover kaufen. Alles zeigen. Energy economy in enterprises Seiten Berk, Kevin. Time series analysis Seiten Berk, Kevin. A one factor model for medium-term load forecasting Seiten Berk, Kevin. Modeling and forecasting electricity spot prices: A functional data perspective. Abstract Article info and citation First page References Supplemental materials Abstract Classical time series models have serious difficulties in modeling and forecasting the enormous fluctuations of electricity spot prices.

Article information Source Ann. Export citation. Export Cancel. References Antoch, J. Electricity consumption prediction with functional linear regression using spline estimators. Supplemental materials Supplementary material: R-codes and data set. In this supplement we provide a zip file containing the R-Codes and the data set used to model and forecast electricity spot prices by the functional factor model as described in this paper. Layout options: Carousel Grid List Card.

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