Publicação
Analysis of Electricity Market Prices Using Multidimensional Scaling
| dc.contributor.author | Azevedo, Filipe | |
| dc.contributor.author | Machado, J. A. Tenreiro | |
| dc.date.accessioned | 2015-11-25T12:30:10Z | |
| dc.date.available | 2015-11-25T12:30:10Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | 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. | pt_PT |
| dc.identifier.doi | 10.1007/978-94-007-7183-3_28 | pt_PT |
| dc.identifier.isbn | 978-94-007-7183-3 | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/7004 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Springer | pt_PT |
| dc.relation.publisherversion | http://link.springer.com/chapter/10.1007/978-94-007-7183-3_28 | pt_PT |
| dc.subject | Multidimensional Scaling | pt_PT |
| dc.subject | Electricity Markets | pt_PT |
| dc.subject | Energy Markets | pt_PT |
| dc.subject | Hedging | pt_PT |
| dc.subject | Econometric Models | pt_PT |
| dc.subject | Electricity Price Volatility | pt_PT |
| dc.title | Analysis of Electricity Market Prices Using Multidimensional Scaling | pt_PT |
| dc.type | book part | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 17 | pt_PT |
| oaire.citation.startPage | 1 | pt_PT |
| oaire.citation.title | Mathematical Methods in Engineering | pt_PT |
| person.familyName | Tenreiro Machado | |
| person.givenName | J. A. | |
| person.identifier.ciencia-id | 7A18-4935-5B29 | |
| person.identifier.orcid | 0000-0003-4274-4879 | |
| person.identifier.rid | M-2173-2013 | |
| person.identifier.scopus-author-id | 55989030100 | |
| rcaap.rights | closedAccess | pt_PT |
| rcaap.type | bookPart | pt_PT |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |