Publication
Structural analysis, modeling and forecasting o electricity prices of the iberian electricity market
| dc.contributor.author | Ramos, Jenice | |
| dc.contributor.author | Ferreira, Ângela P. | |
| dc.contributor.author | Fernandes, Paula Odete | |
| dc.date.accessioned | 2020-04-08T08:42:38Z | |
| dc.date.available | 2020-04-08T08:42:38Z | |
| dc.date.issued | 2018 | |
| dc.description.abstract | The Iberian Electricity Market (MIBEL) resulted from a cooperation process developed by the Portuguese and Spanish administrations aiming to promote the integration of the electrical systems of both countries. With the liberalization of the electricity markets, price forecasting has become fundamental to the process of decision-making and strategy development by market participants. The unique characteristics of electricity prices such as non-stationarity, non-linearity and high volatility make this task very difficult. For this reason, instead of a simple timely forecast, market participants are more interested in a causal forecast that is essential to estimate the uncertainty involved in the price. This work analyses the impact of external variables on energy prices such as Per Capita Consumption, Heating Degrees-day, Cooling Degrees-day, Hydroelectric Productivity Index and Industrial Productivity Index, using a Multiple Linear Regression Model. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Ramos, Jenice; Ferreira, Ângela P.; Fernandes, Paula O. (2018). Structural analysis, modeling and forecasting o electricity prices of the iberian electricity market. In I Ibero-American Congress of Smart Cities (ICSC-CITIES 2018). Soria, Spain. p. 452-464 | pt_PT |
| dc.identifier.isbn | 978-958-5522-51-0 | |
| dc.identifier.uri | http://hdl.handle.net/10198/21593 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | Universidad Santiago de Cali Publicaciones | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt_PT |
| dc.subject | Energy pricing forecast | pt_PT |
| dc.subject | MIBEL | pt_PT |
| dc.subject | Multiple linear regression model | pt_PT |
| dc.title | Structural analysis, modeling and forecasting o electricity prices of the iberian electricity market | pt_PT |
| dc.type | conference paper | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Soria, Spain | pt_PT |
| oaire.citation.endPage | 464 | pt_PT |
| oaire.citation.startPage | 452 | pt_PT |
| oaire.citation.title | I Ibero-American Congress of Smart Cities (ICSC-CITIES 2018) | pt_PT |
| person.familyName | Ferreira | |
| person.familyName | Fernandes | |
| person.givenName | Ângela P. | |
| person.givenName | Paula Odete | |
| person.identifier | N-3804-2013 | |
| person.identifier.ciencia-id | 2211-6787-D936 | |
| person.identifier.ciencia-id | 991D-9D1E-D67D | |
| person.identifier.orcid | 0000-0002-1912-2556 | |
| person.identifier.orcid | 0000-0001-8714-4901 | |
| person.identifier.rid | M-8188-2013 | |
| person.identifier.scopus-author-id | 55516840300 | |
| person.identifier.scopus-author-id | 35200741800 | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
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