Analysis of Electricity Market Prices Using Multidimensional Scaling

Azevedo, Filipe; Machado, J. A. Tenreiro

http://hdl.handle.net/10400.22/7004

Utilize este identificador para referenciar este registo.

Nome:	Descrição:	Tamanho:	Formato:
liv_MachadoTenreiro78_2014.pdf		190.35 KB	Adobe PDF	Ver/Abrir

Contacte-nos

Autores

Azevedo, Filipe

Machado, J. A. Tenreiro

Resumo(s)

This 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.

Palavras-chave

Multidimensional Scaling Electricity Markets Energy Markets Hedging Econometric Models Electricity Price Volatility

URI

http://hdl.handle.net/10400.22/7004

Editora

Springer

DOI

10.1007/978-94-007-7183-3_28

Coleções

ISEP – DEE – Livro, parte de livro, ou capítulo de livro

Métricas Alternativas

Ver registo completo