Modeling and Forecasting Electricity Loads and Prices: a Statistical Approach: 396 (The Wiley Finance Series) 
https://images.autods.com/autodsV2Images/62859-4748bf1c-cd2f-4adc-bef9-25d9ab27f5d7-62bdfb1c159976e481833ee4.png 

 
 
 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—electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed distributions, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk. 
Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data.
The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
 
 
 
 
 



        

            
            

                
Publisher
                
Wiley; 1st edition (27 Oct. 2006)
            
            
            

                
Dimensions
                
17.75 x 2.02 x 25.4 cm
            
            
            

                
Language
                
English
            
            
            

                
Hardcover
                
192 pages
            
            
            

                
Book Type
                
Hardcover
            
            
            

                
ISBN-10
                
047005753X
            
            
            

                
ISBN-13
                
978-0470057537
            
            
        
         




Shipping




Fast shipping is very important for us.
 
Our standard shipping service is FREE.
 
Your order will be shipped within 2-3 business days upon full payment received.
 
Your order will be delivered within 3-5 business days after the handling time.

 

Contact ASAP if your item doesn't arrive on the estimated date. After five days of estimated delivery, we assume there was no issue with the delivery service. 
 
Customer service is our priority, so if you have any questions, please drop us a message via the contact form. 
 
We hope that you will come again to our store due to a pleasant experience with your purchase with us. 


 


Returns and payment



 

We offer a 30 days return policy from checkout winning date.
We allow PayPal as payment method.





FeedBack



 

Your feedback very important to us, after you get your package and you are satisfied with our service please leave us positive feedback
If you have any problem with your order / any questions please before leave any type of feedback


 


 



For any questions, Contact us using eBay contact system 
Please visit our eBay store to check out other items for sale!