Improving electricity market price scenarios by means of forecasting factor models
Fri, 05/06/2011 - 15:09 — admin
| Publication Type | Proceedings Article |
| Year of Publication | 2009 |
| Authors | M.Pilar Muñoz; Cristina Corchero; F.-Javier Heredia |
| Conference Name | 57^th Session of the International Statistical Institute |
| Key Words | research; DPI2008-02153; electricity markets; TSFA; spot price scenarios; paper |
| Abstract | In liberalized electricity markets, Generation Companies must build an hourly bid that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability. |
| URL | Click Here |
| DOI | http://hdl.handle.net/2117/3047 |
| Export | Tagged XML BibTex |
New publications
- Speculation – postponement strategies in supply chain network design problems: a modelling framework for new supply chain strategies through stochastic optimization
- Optimal Participation of Energy Communities in Electricity Markets under Uncertainty. A Multi-Stage Stochastic Programming Approach
- Optimal Participation of Energy Communities in Electricity Markets under Uncertainty. A Multi-Stage Stochastic Programming Approach
- Enhancing Shopping Centre Profitability through Optimized Tenant Mix and Synergistic Placement
- A model to optimize the tenant mix in a shopping centre
