Publication
Analysis of Electricity Markets Using Multidimensional Scaling
| dc.contributor.author | Azevedo, Filipe | |
| dc.contributor.author | Machado, J. A. Tenreiro | |
| dc.date.accessioned | 2016-12-16T10:57:01Z | |
| dc.date.available | 2016-12-16T10:57:01Z | |
| dc.date.issued | 2012-05 | |
| dc.description.abstract | This paper studies the impact of the energy upon electricity markets using Multidimensional Scalling (MDS). MDS is a computational and statistical technique that produces a spatial representation of similarity between objects through factors of relatedness. MDS represents in a low dimensional map data points whose similarities are defined in a higher dimensional space. 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.description.version | N/A | pt_PT |
| dc.identifier.doi | 10.1109/EEM.2012.6254792 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.22/8834 | |
| dc.language.iso | eng | pt_PT |
| dc.relation.ispartofseries | EEM;2012 | |
| dc.subject | Econometric models | pt_PT |
| dc.subject | Electricity markets | pt_PT |
| dc.subject | Electricity price volability | pt_PT |
| dc.subject | Energy markets | pt_PT |
| dc.subject | Hedging | pt_PT |
| dc.subject | Multidimensional scaling | pt_PT |
| dc.title | Analysis of Electricity Markets Using Multidimensional Scaling | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Florence, Italy, 10-12 May 2012 | pt_PT |
| oaire.citation.endPage | 4 | pt_PT |
| oaire.citation.startPage | 1 | pt_PT |
| oaire.citation.title | 9th International Conference on The European Energy Market | 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 | openAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |