Modeling and Forecasting Electricity Loads and Prices is popular PDF and ePub book, written by Rafal Weron in 2007-01-30, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Modeling and Forecasting Electricity Loads and Prices can be Read Online from any device for your convenience.
Modeling and Forecasting Electricity Loads and Prices Book PDF Summary
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—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. Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
Detail Book of Modeling and Forecasting Electricity Loads and Prices PDF
- Author : Rafal Weron
- Release : 30 January 2007
- Publisher : John Wiley & Sons
- ISBN : 9780470059999
- Genre : Business & Economics
- Total Page : 192 pages
- Language : English
- PDF File Size : 18,8 Mb
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