Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
Rafał Weron, Wrocław University of Technology
John Wiley & Sons, Inc., 2006
ISBN: 978-0-470-05753-7;
Language: English
Written for graduate-level students in electrical engineering, econometrics, and finance, this book provides comprehensive coverage of different statistical tools that can be used to analyze and forecast electricity prices and loads. The book features 16 case studies and provides a self-contained tutorial on electricity load and price modeling and forecasting. Topics covered include complex electricity markets, modeling and forecasting electricity loads and prices, and an overview of modeling approaches.
A supplemental set of MATLAB code files is available on a CD bound in the book and available for download.
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