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--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, ...
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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--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 is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
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Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $111.83, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2007 by Wiley.
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New. Sewn binding. Cloth over boards. 192 p. Wiley Finance, 396. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Modeling and Forecasting Electricity Loads and Prices to cart. $118.82, new condition, Sold by Paperbackshop International rated 2.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2006 by Wiley.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $132.75, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2007 by Wiley.
Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $149.74, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2007 by Wiley.
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New. Sewn binding. Cloth over boards. 192 p. Wiley Finance, 396. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $155.86, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2007 by Wiley.
Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $156.04, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2007 by Wiley.
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New. Modeling and Forecasting Electricity Loads and Prices is the only book to provide original statistical tools that will enable readers to model electricity loads and prices. This book presents a common framework for modeling and forecasting two crucial processes for energy companies: electricity loads and prices. Series: Wiley Finance Series. Num Pages: 192 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 252 x 173 x 16. Weight in Grams: 480. 2006. 1st Edition. Hardcover.....We ship daily from our Bookshop.
Add this copy of Modeling and Forecasting Electricity Loads and Prices: to cart. $175.05, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2006 by Wiley.
