ISEP – DEE – Livro, parte de livro, ou capítulo de livro
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Browsing ISEP – DEE – Livro, parte de livro, ou capítulo de livro by Author "Azevedo, Filipe"
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- Analysis of Electricity Market Prices Using Multidimensional ScalingPublication . Azevedo, Filipe; Machado, J. A. TenreiroThis paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). 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.
- Multidimensional scaling analysis of electricity market pricesPublication . Azevedo, Filipe; Machado, J. A. TenreiroThis paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results.