Forecasting hourly prices in the portuguese power market with ARIMA models

As power markets became a recent worldwide phenomenon, electricity prices’ forecast is a new subject for investigators. Due to the electricity’s particularities, a power market has some very specific rules that must be understood before one begins its study. This empirical research presents a compar...

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Bibliographic Details
Main Author: Dias, António Vasconcellos (author)
Format: masterThesis
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10071/2040
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/2040