Publication
Long-term price range forecast applied to risk management using regression models
| dc.contributor.author | Azevedo, Filipe | |
| dc.contributor.author | Vale, Zita | |
| dc.contributor.author | Oliveira, P. B. Moura | |
| dc.date.accessioned | 2013-05-03T11:39:29Z | |
| dc.date.available | 2013-05-03T11:39:29Z | |
| dc.date.issued | 2007 | |
| dc.date.updated | 2013-04-11T13:57:36Z | |
| dc.description.abstract | 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. | por |
| dc.identifier | DOI 10.1109/ISAP.2007.4441656 | |
| dc.identifier.doi | 10.1109/ISAP.2007.4441656 | |
| dc.identifier.isbn | 978-986-01-2607-5 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/1508 | |
| dc.language.iso | eng | por |
| dc.publisher | IEEE | por |
| dc.relation.publisherversion | http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=4441656&tag=1 | por |
| dc.subject | Liberalized electricity markets | por |
| dc.subject | Particle swarm optimization | por |
| dc.subject | Price forecast | por |
| dc.subject | Risk management | por |
| dc.title | Long-term price range forecast applied to risk management using regression models | por |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Toki Messe, Niigata | por |
| oaire.citation.title | International Conference on Intelligent Systems Applications to Power Systems | por |
| person.familyName | Vale | |
| person.givenName | Zita | |
| person.identifier | 632184 | |
| person.identifier.ciencia-id | 721B-B0EB-7141 | |
| person.identifier.orcid | 0000-0002-4560-9544 | |
| person.identifier.rid | A-5824-2012 | |
| person.identifier.scopus-author-id | 7004115775 | |
| rcaap.rights | closedAccess | por |
| rcaap.type | conferenceObject | por |
| relation.isAuthorOfPublication | ff1df02d-0c0f-4db1-bf7d-78863a99420b | |
| relation.isAuthorOfPublication.latestForDiscovery | ff1df02d-0c0f-4db1-bf7d-78863a99420b |