Eylem Seç
Calibration of a Stochastic Price Model for American Electricity Markets
Başlık:
Calibration of a Stochastic Price Model for American Electricity Markets
Yazar:
Meister, Oliver G., author. (orcid)0000-0002-7481-1960
ISBN:
9780438030282
Yazar Ek Girişi:
Fiziksel Tanımlama:
1 electronic resource (77 pages)
Genel Not:
Source: Masters Abstracts International, Volume: 57-06M(E).
Advisors: Richard H. Stockbridge Committee members: Gabriella Pinter; Chao Zhu.
Özet:
This thesis discusses models for electricity spot prices from the Midwestern American and Manitoba market. The models are based on experiences in European markets and rely on a superposition model with several jump components. The methodology of Bayesian Inference solved with a Markov chain Monte Carlo algorithm has been applied to find estimators for the processes of the model. The specific Markov chain Monte Carlo algorithm applied a Random Walk Metropolis combined with a Gibbs sampler. The different estimators of the models are evaluated with the posterior predictive value and simulations of the electricity spot prices. We have modified this methodology to apply to the US market.
Notlar:
School code: 0263
Tüzel Kişi Ek Girişi:
Mevcut:*
Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
XX(692848.1) | 692848-1001 | Proquest E-Tez Koleksiyonu | Arıyor... |
On Order
Liste seç
Bunu varsayılan liste yap.
Öğeler başarıyla eklendi
Öğeler eklenirken hata oldu. Lütfen tekrar deneyiniz.
:
Select An Item
Data usage warning: You will receive one text message for each title you selected.
Standard text messaging rates apply.