Load profiles analysis for electricity market
In the wake of electric power system transition towards smart grids, and the adoption of the electric market schemes, electric utilities are facing the need of a better load profiles understanding for their customers. In this work, some key objectives were addresses, such as definition of the mathematical model for calculating the hourly energy specific, identification of the three target groups for users who have developed consumer profiles, definition of the two types of significant load and assessment of the impact of using consumer profiles on users.
Volume (Year): 1 (2013)
Issue (Month): 2 (December)
|Contact details of provider:|| Phone: +040.21.330.90.32|
Web page: http://www.univnt.ro/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Adam Misiorek & Rafal Weron, 2006. "Interval forecasting of spot electricity prices," HSC Research Reports HSC/06/05, Hugo Steinhaus Center, Wroclaw University of Technology.
- Huisman, R. & Huurman, C. & Mahieu, R.J., 2007.
"Hourly Electricity Prices in Day-Ahead Markets,"
ERIM Report Series Research in Management
ERS-2007-002-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Schlueter, Stephan, 2010. "A long-term/short-term model for daily electricity prices with dynamic volatility," Energy Economics, Elsevier, vol. 32(5), pages 1074-1081, September.
- Terry Robinson, 2000. "Electricity pool prices: a case study in nonlinear time-series modelling," Applied Economics, Taylor & Francis Journals, vol. 32(5), pages 527-532.
- Alvaro Cartea & Marcelo Gustavo Figueroa, 2005.
"Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality,"
Birkbeck Working Papers in Economics and Finance
0507, Birkbeck, Department of Economics, Mathematics & Statistics.
- Alvaro Cartea & Marcelo Figueroa, 2005. "Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality," Applied Mathematical Finance, Taylor & Francis Journals, vol. 12(4), pages 313-335.
- Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Finance 0501011, EconWPA, revised 10 Sep 2005.
- repec:dau:papers:123456789/1433 is not listed on IDEAS
- Helyette Geman & A. Roncoroni, 2006. "Understanding the Fine Structure of Electricity Prices," Post-Print halshs-00144198, HAL.
- Weron, Rafal, 2008.
"Heavy-tails and regime-switching in electricity prices,"
10424, University Library of Munich, Germany.
- Rafał Weron, 2009. "Heavy-tails and regime-switching in electricity prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 457-473, July.
- Huisman, Ronald & Mahieu, Ronald, 2003.
"Regime jumps in electricity prices,"
Elsevier, vol. 25(5), pages 425-434, September.
- Huisman, R. & Mahieu, R.J., 2001. "Regime Jumps in Electricity Prices," ERIM Report Series Research in Management ERS-2001-48-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005.
"Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices,"
Tinbergen Institute Discussion Papers
05-091/4, Tinbergen Institute.
- Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles, 2007. "Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 16-27, March.
- Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
- Hélyette Geman & Andrea Roncoroni, 2006. "Understanding the Fine Structure of Electricity Prices," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1225-1262, May.
- Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007. "Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices," MPRA Paper 4711, University Library of Munich, Germany.
When requesting a correction, please mention this item's handle: RePEc:ntu:ntcmss:vol1-iss2-13-30. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stefan Ciucu)
If references are entirely missing, you can add them using this form.