2 documents found, page 1 of 1
Energy prices forecasting using GLM
Teodoro, M. F.; Andrade, M.; Silva, E. C.; Borges, A.; Covas, R.The work described in this article results from a problem proposed by the company EDP - Energy Solutions Operator, in the framework of ESGI 119th, European Study Group with Industry, during July 2016. Markets for electricity have two characteristics: the energy is mainly no-storable and volatile prices at exchanges are issues to take into consideration. These two features, between others, contribute significant...
Time series data mining for energy prices forecasting: an application to real data
Silva, E. C. e.; Borges, A.; Teodoro, M. F.; Andrade, M. A. P.; Covas, R.Recently, at the 119th European Study Group with Industry, the Energy Solutions Operator EDP proposed a challenge concerning electricity prices simulation, not only for risk measures purposes but also for scenario analysis in terms of pricing and strategy. The main purpose was short-term Electricity Price Forecasting (EPF). This analysis is contextualized in the study of time series behavior, in particular mult...