Forecasting and Risk Management Techniques for Electricity Markets

Forecasting and Risk Management Techniques for Electricity Markets

This book focuses on the recent development of forecasting and risk management techniques for electricity markets. In addition, we discuss research on new trading platforms and environments using blockchain-based peer-to-peer (P2P) markets and computer agents. The book consists of two parts. The fir...

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Sonstige:
Yamada, Yuji
Year of Publication:2022
Language:English
Physical Description:1 electronic resource (212 p.)
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(oapen)https://directory.doabooks.org/handle/20.500.12854/93235
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spelling Yamada, Yuji edt
Forecasting and Risk Management Techniques for Electricity Markets
MDPI - Multidisciplinary Digital Publishing Institute 2022
1 electronic resource (212 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
This book focuses on the recent development of forecasting and risk management techniques for electricity markets. In addition, we discuss research on new trading platforms and environments using blockchain-based peer-to-peer (P2P) markets and computer agents. The book consists of two parts. The first part is entitled “Forecasting and Risk Management Techniques” and contains five chapters related to weather and electricity derivatives, and load and price forecasting for supporting electricity trading. The second part is entitled “Peer-to-Peer (P2P) Electricity Trading System and Strategy” and contains the following five chapters related to the feasibility and enhancement of P2P energy trading from various aspects.
English
Technology: general issues bicssc
History of engineering & technology bicssc
electricity markets
non-parametric regression
minimum variance hedge
spline basis functions
cyclic cubic spline
weather derivatives
distributed energy resources (DER)
P2P energy trading
cooperative mechanism
renewable energy
multi agent system
blockchain
cashflow management of electricity businesses
electricity derivatives and forwards
retailers and power producers
solar power and thermal energy
optimal hedging using nonparametric techniques
empirical simulations
peer-to-peer energy trading
distributed energy resources
microgrid
digital grid
bidding strategy
electricity price
electricity load
electricity price forecasting
wind energy
day-ahead market
intra-day market
balancing power market
peer to peer energy market
hardware control
demonstration experiment
home energy management systems
electric vehicles
bidding agent
electric vehicle
functional autoregressive model
functional principle component analysis
vector autoregressive model
functional final prediction error (FFPE)
naive method
P2P electricity market
market maker
liquidity
price fluctuation
artificial market simulation
3-0365-5183-2
Yamada, Yuji oth
language English
format eBook
author2 Yamada, Yuji
author_facet Yamada, Yuji
author2_variant y y yy
author2_role Sonstige
title Forecasting and Risk Management Techniques for Electricity Markets
spellingShingle Forecasting and Risk Management Techniques for Electricity Markets
title_full Forecasting and Risk Management Techniques for Electricity Markets
title_fullStr Forecasting and Risk Management Techniques for Electricity Markets
title_full_unstemmed Forecasting and Risk Management Techniques for Electricity Markets
title_auth Forecasting and Risk Management Techniques for Electricity Markets
title_new Forecasting and Risk Management Techniques for Electricity Markets
title_sort forecasting and risk management techniques for electricity markets
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2022
physical 1 electronic resource (212 p.)
isbn 3-0365-5184-0
3-0365-5183-2
illustrated Not Illustrated
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carrierType_str_mv cr
is_hierarchy_title Forecasting and Risk Management Techniques for Electricity Markets
author2_original_writing_str_mv noLinkedField
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