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Teodoro, M. F. & Andrade, M. A. P. (2019). Some Issues About Iberian Energy Prices. Computational Science and Its Applications – ICCSA 2019 – 19th International Conference.
M. F. Teodoro and M. A. Andrade, "Some Issues About Iberian Energy Prices", in Computational Science and Its Applications – ICCSA 2019 – 19th Int. Conf., 2019
@misc{teodoro2019_1764935045661,
author = "Teodoro, M. F. and Andrade, M. A. P.",
title = "Some Issues About Iberian Energy Prices",
year = "2019"
}
TY - CPAPER TI - Some Issues About Iberian Energy Prices T2 - Computational Science and Its Applications – ICCSA 2019 – 19th International Conference AU - Teodoro, M. F. AU - Andrade, M. A. P. PY - 2019 AB - The work described in this here 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 not 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, ARIMA modeling is considered to obtain a predictive model. The results show that in the time series traditional 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. ER -
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