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dc.contributor.authorMuñoz Gracia, María del Pilar
dc.contributor.authorCorchero García, Cristina
dc.contributor.authorHeredia, F.-Javier (Francisco Javier)
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.date.accessioned2009-09-01T11:47:42Z
dc.date.available2009-09-01T11:47:42Z
dc.date.issued2009-07
dc.identifier.urihttp://hdl.handle.net/2117/3047
dc.description.abstractIn liberalized electricity markets, generation Companies must build an hourly bid that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability.
dc.format.extent12
dc.language.isoeng
dc.relation.ispartof57th Session of the International Statistical Institute
dc.relation.ispartofseries2009/6
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica::Sèries temporals
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Programació matemàtica
dc.subject.lcshOperations research
dc.subject.otherElectricity market prices
dc.subject.otherShort term forecasting
dc.subject.otherFactor models
dc.subject.otherPrice scenarios
dc.titleImproving electricity market price scenarios by means of forecasting factor models
dc.typeWorking paper
dc.subject.lemacInvestigació operativa
dc.contributor.groupUniversitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització
dc.subject.amsClassificació AMS::90 Operations research, mathematical programming::90B Operations research and management science
dc.rights.accessOpen Access


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