Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.22/8834
Título: Analysis of Electricity Markets Using Multidimensional Scaling
Autor: Azevedo, Filipe
Machado, J. A. Tenreiro
Palavras-chave: Econometric models
Electricity markets
Electricity price volability
Energy markets
Hedging
Multidimensional scaling
Data: Mai-2012
Relatório da Série N.º: EEM;2012
Resumo: This paper studies the impact of the energy upon electricity markets using Multidimensional Scalling (MDS). MDS is a computational and statistical technique that produces a spatial representation of similarity between objects through factors of relatedness. MDS represents in a low dimensional map data points whose similarities are defined in a higher dimensional space. Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, the results help electricity markets agents hedging against Market Clearing Price (MCP) volatility.
URI: http://hdl.handle.net/10400.22/8834
Aparece nas colecções:ISEP – DEE – Comunicações em eventos científicos

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