000725306 000__ 03319cam\a2200481Ii\4500 000725306 001__ 725306 000725306 005__ 20230306140523.0 000725306 006__ m\\\\\o\\d\\\\\\\\ 000725306 007__ cr\cn\nnnunnun 000725306 008__ 150122s2015\\\\gw\a\\\\ob\\\\000\0\eng\d 000725306 019__ $$a908042183$$a908087158 000725306 020__ $$a9783658086695$$qelectronic book 000725306 020__ $$a3658086696$$qelectronic book 000725306 020__ $$z9783658086688 000725306 0247_ $$a10.1007/978-3-658-08669-5$$2doi 000725306 035__ $$aSP(OCoLC)ocn900606171 000725306 035__ $$aSP(OCoLC)900606171$$z(OCoLC)908042183$$z(OCoLC)908087158 000725306 040__ $$aN$T$$beng$$erda$$epn$$cN$T$$dGW5XE$$dYDXCP$$dUPM$$dVLB$$dOCLCF$$dDKU$$dN$T$$dIDEBK$$dCOO$$dCDX$$dE7B$$dEBLCP 000725306 049__ $$aISEA 000725306 050_4 $$aHD9685.A2$$bB47 2015eb 000725306 08204 $$a333.79015118$$223 000725306 1001_ $$aBerk, Kevin,$$eauthor. 000725306 24510 $$aModeling and forecasting electricity demand$$h[electronic resource] :$$ba risk management perspective /$$cKevin Berk. 000725306 264_1 $$aWiesbaden :$$bSpringer Spektrum,$$c2015. 000725306 300__ $$a1 online resource (xvi, 115 pages) :$$billustrations. 000725306 336__ $$atext$$btxt$$2rdacontent 000725306 337__ $$acomputer$$bc$$2rdamedia 000725306 338__ $$aonline resource$$bcr$$2rdacarrier 000725306 4901_ $$aBestMasters 000725306 504__ $$aIncludes bibliographical references. 000725306 5050_ $$aElectricity Market -- Energy Economy in Enterprises -- Time Series Analysis -- A one Factor Model for medium-term Load Forecasting -- Retail Contract Evaluation and Pricing -- MATLAB Implementation. 000725306 506__ $$aAccess limited to authorized users. 000725306 520__ $$aThe master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. The model incorporates the grid load as an exogenous factor and seasonalities on a daily, weekly and yearly basis. It is demonstrated how the model can be used e.g. for estimating the risk of retail contracts. The uncertainty of electricity demand is an important risk factor for customers as well as for utilities and retailers. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants. ℗ℓContents Electricity Market Energy Economy in Enterprises Time Series Analysis A one Factor Model for medium-term Load Forecasting Retail Contract Evaluation and Pricing MATLAB Implementation ℗ℓTarget℗ℓ Groups Researchers and students in energy economics or mathematics and statistics with a focus on applications in energy markets Professionals in electricity utilities, energy vendors, risk management ℗ℓThe Author Kevin Berk is a Ph.D. student at the Mathematics Department of the University Siegen, Germany. His major research focus is risk management and time series models with applications in energy markets. 000725306 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed February 4, 2015). 000725306 650_0 $$aElectric power consumption$$xMathematical models. 000725306 650_0 $$aElectric power consumption$$xForecasting. 000725306 650_0 $$aRisk management. 000725306 77608 $$iPrint version:$$z9783658086688 000725306 830_0 $$aBestMasters. 000725306 852__ $$bebk 000725306 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-658-08669-5$$zOnline Access$$91397441.1 000725306 909CO $$ooai:library.usi.edu:725306$$pGLOBAL_SET 000725306 980__ $$aEBOOK 000725306 980__ $$aBIB 000725306 982__ $$aEbook 000725306 983__ $$aOnline 000725306 994__ $$a92$$bISE