A Morphing-Based Future Scenario Generation Method for Stochastic Power System Analysis
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
- P. Pinson, 2012. "Very-short-term probabilistic forecasting of wind power with generalized logit–normal distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 61(4), pages 555-576, August.
- Ehsan, Ali & Yang, Qiang, 2018. "Optimal integration and planning of renewable distributed generation in the power distribution networks: A review of analytical techniques," Applied Energy, Elsevier, vol. 210(C), pages 44-59.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018.
"Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis,"
Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
- David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Tinbergen Institute Discussion Papers 13-072/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Rand Kwong Yew Low, 2018. "Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 423-463, November.
- Roger M. Cooke & Harry Joe & Bo Chang, 2020. "Vine copula regression for observational studies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 141-167, June.
- Weifeng Xu & Bing Yu & Qing Song & Liguo Weng & Man Luo & Fan Zhang, 2022. "Economic and Low-Carbon-Oriented Distribution Network Planning Considering the Uncertainties of Photovoltaic Generation and Load Demand to Achieve Their Reliability," Energies, MDPI, vol. 15(24), pages 1-15, December.
- Sleire, Anders D. & Støve, Bård & Otneim, Håkon & Berentsen, Geir Drage & Tjøstheim, Dag & Haugen, Sverre Hauso, 2022.
"Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations,"
Finance Research Letters, Elsevier, vol. 46(PB).
- Anders D. Sleire & B{aa}rd St{o}ve & H{aa}kon Otneim & Geir Drage Berentsen & Dag Tj{o}stheim & Sverre Hauso Haugen, 2021. "Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations," Papers 2106.12425, arXiv.org.
- Li, Feng & Kang, Yanfei, 2018. "Improving forecasting performance using covariate-dependent copula models," International Journal of Forecasting, Elsevier, vol. 34(3), pages 456-476.
- Zhang, Dalu, 2014. "Vine copulas and applications to the European Union sovereign debt analysis," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 46-56.
- Portier, François & Segers, Johan, 2018. "On the weak convergence of the empirical conditional copula under a simplifying assumption," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 160-181.
- Nasreddine Belbachir & Mohamed Zellagui & Samir Settoul & Claude Ziad El-Bayeh & Ragab A. El-Sehiemy, 2023. "Multi Dimension-Based Optimal Allocation of Uncertain Renewable Distributed Generation Outputs with Seasonal Source-Load Power Uncertainties in Electrical Distribution Network Using Marine Predator Al," Energies, MDPI, vol. 16(4), pages 1-24, February.
- Reboredo, Juan C. & Ugolini, Andrea, 2015. "A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 98-123.
- Hu, Jianming & Wang, Jianzhou, 2015. "Short-term wind speed prediction using empirical wavelet transform and Gaussian process regression," Energy, Elsevier, vol. 93(P2), pages 1456-1466.
- Sun, Fuqiang & Fu, Fangyou & Liao, Haitao & Xu, Dan, 2020. "Analysis of multivariate dependent accelerated degradation data using a random-effect general Wiener process and D-vine Copula," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
- Zhichao Zhang & Fan Zhang & Zhuang Zhang, 2013. "Strategic Asset Allocation for China's Foreign Reserves: A Copula Approach," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(6), pages 1-21, November.
- Zhiwei Bai & Hongkui Wei & Yingying Xiao & Shufang Song & Sergei Kucherenko, 2021. "A Vine Copula-Based Global Sensitivity Analysis Method for Structures with Multidimensional Dependent Variables," Mathematics, MDPI, vol. 9(19), pages 1-20, October.
- Zhi, Bangdong & Wang, Xiaojun & Xu, Fangming, 2022. "Managing inventory financing in a volatile market: A novel data-driven copula model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 165(C).
- Ozonder, Gozde & Miller, Eric J., 2021. "Longitudinal investigation of skeletal activity episode timing decisions – A copula approach," Journal of choice modelling, Elsevier, vol. 40(C).
- Mazo, Gildas & Averyanov, Yaroslav, 2019. "Constraining kernel estimators in semiparametric copula mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 170-189.
- Bassetti, Federico & De Giuli, Maria Elena & Nicolino, Enrica & Tarantola, Claudia, 2018. "Multivariate dependence analysis via tree copula models: An application to one-year forward energy contracts," European Journal of Operational Research, Elsevier, vol. 269(3), pages 1107-1121.
- Dominique Guegan & Bertrand K. Hassani, 2011.
"Operational risk: a Basel II++ step before Basel III,"
Documents de travail du Centre d'Economie de la Sorbonne
11053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Dominique Guegan & Bertrand K. Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne 11053r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2012.
- Dominique Guegan & Bertrand K. Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Documents de travail du Centre d'Economie de la Sorbonne 11053rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jul 2012.
- Dominique Guegan & Bertrand Hassani, 2011. "Operational risk: A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639484, HAL.
- Dominique Guegan & Bertrand Hassani, 2012. "Operational risk : A Basel II++ step before Basel III," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722029, HAL.
- Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015.
"Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach,"
Contemporary Economic Policy, Western Economic Association International, vol. 33(3), pages 535-549, July.
- Rubén Albeiro Loaiza Maya & Luis Fernando Melo Velandia, 2012. "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia 9902, Banco de la Republica.
- Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2012. "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia 729, Banco de la Republica de Colombia.
More about this item
Keywords
future scenario; weather morphing; climate change; cluster analysis; uncertainties;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jsusta:v:16:y:2024:i:7:p:2762-:d:1364680. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.