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http://hdl.handle.net/10071/16312
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Teodoro, M. F. | - |
dc.contributor.author | Andrade, M. | - |
dc.contributor.author | Silva, E. C. | - |
dc.contributor.author | Borges, A. | - |
dc.contributor.author | Covas, R. | - |
dc.date.accessioned | 2018-07-11T13:47:00Z | - |
dc.date.available | 2018-07-11T13:47:00Z | - |
dc.date.issued | 2018 | - |
dc.identifier.isbn | 978-3-319-76605-8 | - |
dc.identifier.issn | 1431-1968 | - |
dc.identifier.uri | https://ciencia.iscte-iul.pt/id/ci-pub-43822 | - |
dc.identifier.uri | http://hdl.handle.net/10071/16312 | - |
dc.description.abstract | The work described in this article results from a problem proposed by the company EDP - Energy Solutions Operator, in the framework of ESGI 119th, European Study Group with Industry, during July 2016. Markets for electricity have two characteristics: the energy is mainly no-storable and volatile prices at exchanges are issues to take into consideration. These two features, between others, contribute significantly to the risk of a planning process. The aim of the problem is the short term forecast of hourly energy prices. In present work, GLM is considered a useful technique to obtain a predictive model where its predictive power is discussed. The results show that in the GLM framework the season of the year, month or winter/ summer period revealed significant explanatory variables in the different estimated models. The in-sample forecast is promising, conducting to adequate measures of performance. | por |
dc.language.iso | eng | por |
dc.publisher | Springer | por |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147442/PT | por |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147271/PT | - |
dc.rights | openAccess | - |
dc.title | Energy prices forecasting using GLM | por |
dc.type | bookPart | por |
dc.peerreviewed | yes | por |
dc.journal | Recent studies in risk analysis and statistical modeling | en_US |
degois.publication.title | Recent studies in risk analysis and statistical modeling | por |
dc.date.updated | 2018-07-11T13:46:18Z | - |
dc.description.version | info:eu-repo/semantics/acceptedVersion | - |
dc.date.embargo | 2020-01-11 | |
Aparece nas coleções: | BRU-CLI - Capítulos de livros internacionais |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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Paper_FilomenaTeodoro_Marina_Andrade.pdf | Pós-print | 919,44 kB | Adobe PDF | Ver/Abrir |
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