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Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
Hardcover
Series: Wiley Finance, Book 396
Investing & FinanceGeneral Science
ISBN13: 9780470057537
Publisher: Wiley
Published: Jan 1 2007
Pages: 192
Weight: 1.13
Height: 0.78 Width: 6.86 Depth: 9.92
Language: English
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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