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Multidimensional scaling analysis of electricity market prices

dc.contributor.authorAzevedo, Filipe
dc.contributor.authorMachado, J. A. Tenreiro
dc.date.accessioned2014-03-11T16:00:12Z
dc.date.available2014-03-11T16:00:12Z
dc.date.issued2013
dc.description.abstractThis paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results.por
dc.identifier.doi10.1007/978-94-007-4722-7_32pt_PT
dc.identifier.isbn978-94-007-4721-0
dc.identifier.isbn978-94-007-4722-7
dc.identifier.issn2213-8986
dc.identifier.urihttp://hdl.handle.net/10400.22/4157
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherSpringerpor
dc.relation.ispartofseriesIntelligent Systems, Control and Automation: Science and Engineering; Vol. 61
dc.relation.publisherversionhttp://link.springer.com/chapter/10.1007%2F978-94-007-4722-7_32por
dc.titleMultidimensional scaling analysis of electricity market pricespor
dc.typebook part
dspace.entity.typePublication
oaire.citation.endPage354por
oaire.citation.startPage345por
oaire.citation.titleComputational Intelligence and Decision Making: Trends and Applicationspor
oaire.citation.volumeVol. 61por
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.rightsopenAccesspor
rcaap.typebookPartpor
relation.isAuthorOfPublication82cd5c17-07b6-492b-b3e3-ecebdad1254f
relation.isAuthorOfPublication.latestForDiscovery82cd5c17-07b6-492b-b3e3-ecebdad1254f

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