Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.22/1508
Título: Long-term price range forecast applied to risk management using regression models
Autor: Azevedo, Filipe
Vale, Zita
Oliveira, P. B. Moura
Palavras-chave: Liberalized electricity markets
Particle swarm optimization
Price forecast
Risk management
Data: 2007
Editora: IEEE
Resumo: Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.
URI: http://hdl.handle.net/10400.22/1508
ISBN: 978-986-01-2607-5
Versão do Editor: http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=4441656&tag=1
Aparece nas colecções:ISEP – GECAD – Comunicações em eventos científicos

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