Andere Kunden interessierten sich auch für
![Modelling Prices in Competitive Electricity Markets]( "Modelling Prices in Competitive Electricity Markets")
Modelling Prices in Competitive Electricity Markets192,99 €![Modeling and Forecasting Electricity Loads and Prices]( "Modeling and Forecasting Electricity Loads and Prices")
Modeling and Forecasting Electricity Loads and Prices172,99 €![Investors' behaviour and Stock Prices Variations]( "Investors' behaviour and Stock Prices Variations")
Investors' behaviour and Stock Prices Variations51,99 €![A Behavioral Finance Perspective on Trade Imbalance and Stock Prices]( "A Behavioral Finance Perspective on Trade Imbalance and Stock Prices")
A Behavioral Finance Perspective on Trade Imbalance and Stock Prices38,99 €![Profitability and Asset Prices in European Stock Markets]( "Profitability and Asset Prices in European Stock Markets")
Profitability and Asset Prices in European Stock Markets18,95 €![The Liquidity Theory of Asset Prices]( "The Liquidity Theory of Asset Prices")
The Liquidity Theory of Asset Prices99,99 €![The Short and Long run Effects of Debt-equity Ratios and Dividend Payout Ratios on Corporation Stock Prices]( "The Short and Long run Effects of Debt-equity Ratios and Dividend Payout Ratios on Corporation Stock Prices")
The Short and Long run Effects of Debt-equity Ratios and Dividend Payout Ratios on Corporation Stock Prices31,99 €
The author outlines a procedure for forecasting the
mean and the variance of the average price of
electricity over a specified time interval in a
deregulated market. Such information would be found
useful in financial forecasts, risk management,
derivative pricing, investment and operational
decisions. It is based on a system model in which the
physical and engineering processes and the bidding
strategies are simultaneously considered. A potential
advantage of this approach is that it can consider
changes in system''s structure over time (e.g., entry
of additional generators or a change in load.) The
emphasis in the current work is on the use of
analytical methods to forecast the statistical
distributions of prices. The estimates of variances
in addition to those of the expected values would
allow computation of prediction intervals for the
price as well as individual firm''s profits, and will
be useful for the purposes of risk management, for
example, in the computation of the Value-at-Risk
(VaR). The system based approach in this work is an
important first step in the construction of a
comprehensive model, which may help to design and
manage electricity deregulated markets.
mean and the variance of the average price of
electricity over a specified time interval in a
deregulated market. Such information would be found
useful in financial forecasts, risk management,
derivative pricing, investment and operational
decisions. It is based on a system model in which the
physical and engineering processes and the bidding
strategies are simultaneously considered. A potential
advantage of this approach is that it can consider
changes in system''s structure over time (e.g., entry
of additional generators or a change in load.) The
emphasis in the current work is on the use of
analytical methods to forecast the statistical
distributions of prices. The estimates of variances
in addition to those of the expected values would
allow computation of prediction intervals for the
price as well as individual firm''s profits, and will
be useful for the purposes of risk management, for
example, in the computation of the Value-at-Risk
(VaR). The system based approach in this work is an
important first step in the construction of a
comprehensive model, which may help to design and
manage electricity deregulated markets.