Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming

Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming

Deregulated electricity markets encourage firms to compete, making the development of renewable energy easier. An ordinary parameter of electricity markets is the electricity market price, mainly the day-ahead electricity market price. This paper describes a new approach to forecast day-ahead electr...

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Bibliographic Details
Main Authors: Agustín A. Sánchez de la Nieta, Virginia González, Javier Contreras
Format: Article
Language:English
Published: MDPI AG 2016-12-01
Series:Energies
Subjects:
ARIMA models
day-ahead electricity market price
forecasting portfolio
stochastic programming
Online Access:http://www.mdpi.com/1996-1073/9/12/1069

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http://www.mdpi.com/1996-1073/9/12/1069

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