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Analysis of Electricity Market Prices Using Multidimensional Scaling

dc.contributor.authorAzevedo, Filipe
dc.contributor.authorMachado, J. A. Tenreiro
dc.date.accessioned2015-11-25T12:30:10Z
dc.date.available2015-11-25T12:30:10Z
dc.date.issued2014
dc.description.abstractThis 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.doi10.1007/978-94-007-7183-3_28pt_PT
dc.identifier.isbn978-94-007-7183-3
dc.identifier.urihttp://hdl.handle.net/10400.22/7004
dc.language.isoengpt_PT
dc.publisherSpringerpt_PT
dc.relation.publisherversionhttp://link.springer.com/chapter/10.1007/978-94-007-7183-3_28pt_PT
dc.subjectMultidimensional Scalingpt_PT
dc.subjectElectricity Marketspt_PT
dc.subjectEnergy Marketspt_PT
dc.subjectHedgingpt_PT
dc.subjectEconometric Modelspt_PT
dc.subjectElectricity Price Volatilitypt_PT
dc.titleAnalysis of Electricity Market Prices Using Multidimensional Scalingpt_PT
dc.typebook part
dspace.entity.typePublication
oaire.citation.endPage17pt_PT
oaire.citation.startPage1pt_PT
oaire.citation.titleMathematical Methods in Engineeringpt_PT
person.familyNameTenreiro Machado
person.givenNameJ. A.
person.identifier.ciencia-id7A18-4935-5B29
person.identifier.orcid0000-0003-4274-4879
person.identifier.ridM-2173-2013
person.identifier.scopus-author-id55989030100
rcaap.rightsclosedAccesspt_PT
rcaap.typebookPartpt_PT
relation.isAuthorOfPublication82cd5c17-07b6-492b-b3e3-ecebdad1254f
relation.isAuthorOfPublication.latestForDiscovery82cd5c17-07b6-492b-b3e3-ecebdad1254f

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