Claudio Ruibal - Ruibal, C: Electricity Prices in Deregulated Markets

Claudio Ruibal - Ruibal, C: Electricity Prices in Deregulated Markets

73,99 €

The author outlines a procedure for forecasting the mean and the variance of the average price of electricity over a specified time interval in a deregulated market. Such information would be found useful in financial forecasts, risk management, derivative pricing, investment and operational decisions. It is based on a system...

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Produktbeschreibung

The author outlines a procedure for forecasting the mean and the variance of the average price of electricity over a specified time interval in a deregulated market. Such information would be found useful in financial forecasts, risk management, derivative pricing, investment and operational decisions. It is based on a system model in which the physical and engineering processes and the bidding strategies are simultaneously considered. A potential advantage of this approach is that it can consider changes in system''s structure over time (e.g., entry of additional generators or a change in load.) The emphasis in the current work is on the use of analytical methods to forecast the statistical distributions of prices. The estimates of variances in addition to those of the expected values would allow computation of prediction intervals for the price as well as individual firm''s profits, and will be useful for the purposes of risk management, for example, in the computation of the Value-at-Risk (VaR). The system based approach in this work is an important first step in the construction of a comprehensive model, which may help to design and manage electricity deregulated markets.
Marke VDM
EAN 9783639115192
ISBN 978-3-639-11519-2
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