rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Modeling and forecasting electricity loads and prices
    sub title: a statistical approach
  name:
    name part: Weron, Rafał.
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: enk
    place:
      place term: Chichester, England
    place:
      place term: Hoboken, NJ
    publisher: John Wiley & Sons
    date issued: ©2006
    date issued: 2006
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xi, 178 pages) : illustrations
  abstract: 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.
  table of contents: Modeling and Forecasting Electricity Loads and Prices Contents Preface Acknowledgments 1 Complex Electricity Markets 2 Stylized Facts of Electricity Loads and Prices.
  note: Rafał Weron.
  note: Includes bibliographical references (pages 157-170) and index.
  subject:
    topic: Electric power consumption
    topic: Forecasting
    topic: Statistical methods
  subject:
    topic: Electric utilities
    topic: Rates
    topic: Forecasting
    topic: Statistical methods
  subject:
    topic: Electric power consumption
    topic: Forecasting
    topic: Statistical methods
    genre: Case studies
  subject:
    topic: Electric utilities
    topic: Rates
    topic: Forecasting
    topic: Statistical methods
    genre: Case studies
  classification: HD9685.A2 W47 2006eb
  classification: 333.793/213015195
  related item:
    title info:
      title: Wiley finance series
  related item:
    title info:
      title: Modeling and forecasting electricity loads and prices
    name:
      name part: Weron, Rafał.
    origin info:
      publisher: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006
    identifier: (DLC) 2006028050
  identifier: 9781118673362
  identifier: 1118673360
  identifier: 9780470059999
  identifier: 0470059990
  identifier: 047005753X
  identifier: 9780470057537
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 060823
    record change date: 20260214203352.7
    record identifier: in00004681706
    language of cataloging:
      language term: eng