A Hawkes model approach to modeling price spikes in the Japanese electricity market

B Adline, K Ikeda - Energies, 2023 - mdpi.com
The Japan Electric Power Exchange (JEPX) provides a platform for the trading of electric
energy in a manner similar to more traditional financial markets. As the number of market …

Electricity Price Forecasting Benchmark of ENTCN on Nordic Bidding Areas

ES Bugge, TR Wang - 2022 - ntnuopen.ntnu.no
Selv om prognoser for strømpriser har sett et mylder av foreslåtte modeller de siste tiårene,
har feltet fortsatt et begrenset antall systematiske benchmarkinger. I denne oppgaven utfører …

[PDF][PDF] A Hawkes Model Approach to Modeling Price Spikes in the Japanese Electricity Market

AK Bikeri - 2023 - naist.repo.nii.ac.jp
Abstract The Japanese Electric Power eXchange (JEPX) provides a platform for trading of
electric energy in a manner similar to more traditional financial markets. As the number of …

[PDF][PDF] Evaluating approaches for estimating the Day-Ahead price and Water Value in hydro-dominated electricity market

T SIMON - imperial.ac.uk
Electricity pricing in a liberalised market is essentially based on matching supply and
demand in a market clearing process. The supply curve, based on an increasing …

[PDF][PDF] Empirical comparison of load forecasting methods for Skagerak energilab: a perspective of the operational and economic efficiency gain as a result of increased …

EK Skarholt, A Vornicov - 2020 - openaccess.nhh.no
This master thesis is analyzing short-term load forecasting. Power consumption in kW will be
forecasted 24 hours ahead, for each day of a week and finally averaged to derive mean …