Modeling and forecasting electricity demand [electronic resource] : a risk management perspective / Kevin Berk.
2015
HD9685.A2 B47 2015eb
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Details
Title
Modeling and forecasting electricity demand [electronic resource] : a risk management perspective / Kevin Berk.
Author
ISBN
9783658086695 electronic book
3658086696 electronic book
9783658086688
3658086696 electronic book
9783658086688
Published
Wiesbaden : Springer Spektrum, 2015.
Language
English
Description
1 online resource (xvi, 115 pages) : illustrations.
Item Number
10.1007/978-3-658-08669-5 doi
Call Number
HD9685.A2 B47 2015eb
Dewey Decimal Classification
333.79015118
Summary
The 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.
Bibliography, etc. Note
Includes bibliographical references.
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Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed February 4, 2015).
Series
BestMasters.
Available in Other Form
Print version: 9783658086688
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Table of Contents
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.
Energy Economy in Enterprises
Time Series Analysis
A one Factor Model for medium-term Load Forecasting
Retail Contract Evaluation and Pricing
MATLAB Implementation.