Modeling and forecasting electricity loads and prices : a statistical approach / Rafał Weron.

This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes & mdash;electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-ta...

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Bibliographic Details
Online Access: Full Text (via Wiley)
Main Author: Weron, Rafał
Format: eBook
Language:English
Published: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006.
Series:Wiley finance series.
Subjects:
Table of Contents:
  • Modeling and Forecasting Electricity Loads and Prices Contents Preface Acknowledgments 1 Complex Electricity Markets 2 Stylized Facts of Electricity Loads and Prices.