Energy price forecasting: Problems and proposals for such predictions

被引：102

作者：

Electrical Engineering Department, Semnan University, Semnan, Iran ^{[1
]}

不详 ^{[2
]}

机构：

[1] Electrical Engineering Department, Semnan University, Semnan

来源：

IEEE Power Energ. Mag. | 2006年 / 2卷 / 20-29期

关键词：

(Edited Abstract);

D O I：

10.1109/MPAE.2006.1597990

中图分类号：

学科分类号：

摘要：

The power industry is moving toward a competitive framework, and market environment is replacing the traditional centralized operation approach known as restructuring. The price forecasting has become a very valuable tool due to the upheaval of deregulation in electricity markets. The companies that trade in electricity markets make extensive use of price prediction techniques either to bid or to hedge against volatility. In most competitive electricity markets, the hourly price series presents the characteristics such as high frequency, multiple seasonality, calendar effect, and high volatility. High-quality market clearing price (MCP) prediction and its confidence interval estimation would help utilities submit effective bids with low risks.

引用

页码：20 / 29

页数：9