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Electricity price forecasting using a hybrid time series model.
Date
2017-09-20
Author
Taş, Büşra
Yozgatlıgil, Ceylan
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https://hdl.handle.net/11511/74254
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Electricity price forecasting using hybrid time series models
Taş, Büşra; Yozgatlıgil, Ceylan; Department of Statistics (2018)
Accurate forecasting of hourly electricity price is very important in a competitive market. Decision makers highly benefit from accurate forecasting. Because electricity cannot be stored, shocks to demand or supply affect the electricity prices. As a result, electricity prices show high volatility. Additionally, it may have multiple levels of seasonality. Therefore, forecasting with conventional methods is very difficult. In this study, hybrid models are constructed with Seasonal Autoregressive Integrated M...
Electricity market modeling using stochastic and robust optimization
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Sustainable development relying on sustainable and renewable energy systems is becoming one of the major policies of many countries. This forces the policy makers to establish many reforms and revolutions, which evolve electricity markets into a more competitive form. The competitive environment results in surging electricity demand and supply that brings in a critical challenge: uncertainty. In this thesis, the uncertainties with respect to prices and demand in the market are explored by using stochastic p...
Electricity load and price forecasting of Turkish electricity markets
Kalay, Oğuz; Karasözen, Bülent; Department of Financial Mathematics (2018)
Progress on the forecasting techniques of market clearing price (MCP) and system marginal price (SMP) conveys millions of dollars profit to the electricity generator corporations. Therefore, more accurate forecasting system on total electricity load (TEL) and market prices enhances profits of the market participants. System of the Turkish Electricity Market has three interdependent platforms; Day Ahead Market (DAM), Intra-Day Market (IDM) and Balancing Power Market (BPM). MCP and SMP are the most important ...
Electricity market liberalization in the EU-15 member states, new entrants and candidate countries : measuring the progress between 1999 and 2001
Erişken, Cevat; Ege, Aylin; Department of European Studies (2004)
Measuring the progress of the Member States of the European Union in liberalising their electricity markets has received considerable importance since the Electricity Directive 96/92/EC is introduced. In this thesis, first, a model based on the indicators-approach proposed by OXERA is developed to measure the degree of liberalisation in electricity markets. Then, the degree of electricity market liberalisation in the European Union-15, the New Entrants and Candidate Countries is measured in the years 1999, ...
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B. Taş and C. Yozgatlıgil, “Electricity price forecasting using a hybrid time series model.,” 2017, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/74254.