http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Modeling and forecasting electricity loads and prices
1 online resource (xi, 178 pages) : illustrations
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 & mdash;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 Contents Preface Acknowledgments 1 Complex Electricity Markets 2 Stylized Facts of Electricity Loads and Prices.
Includes bibliographical references (pages 157-170) and index.
Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006