کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5065979 | 1372336 | 2008 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The influence of temperature on spike probability in day-ahead power prices
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی انرژی
انرژی (عمومی)
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چکیده انگلیسی
It is well known that day-ahead prices in power markets exhibit spikes and time-varying volatility. Spikes and extremely high volatility are the results of (short-term) frictions in demand and/or supply conditions. It is known that information on load or the reserve margin help to forecast spikes. However, these variables are not (timely) available for every market participant and this paper suggests to use temperature as a proxy. Interpreting the results from several switching-regimes models, the paper shows that the probability of spike occurrence increases when temperature deviates substantially from mean temperature levels.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Energy Economics - Volume 30, Issue 5, September 2008, Pages 2697-2704
Journal: Energy Economics - Volume 30, Issue 5, September 2008, Pages 2697-2704
نویسندگان
Ronald Huisman,