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http://hdl.handle.net/10071/16312
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Title: Energy prices forecasting using GLM
Authors: Teodoro, M. F.
Andrade, M.
Silva, E. C.
Borges, A.
Covas, R.
Issue Date: 2018
Publisher: Springer
Abstract: The work described in this article results from a problem proposed by the company EDP - Energy Solutions Operator, in the framework of ESGI 119th, European Study Group with Industry, during July 2016. Markets for electricity have two characteristics: the energy is mainly no-storable and volatile prices at exchanges are issues to take into consideration. These two features, between others, contribute significantly to the risk of a planning process. The aim of the problem is the short term forecast of hourly energy prices. In present work, GLM is considered a useful technique to obtain a predictive model where its predictive power is discussed. The results show that in the GLM framework the season of the year, month or winter/ summer period revealed significant explanatory variables in the different estimated models. The in-sample forecast is promising, conducting to adequate measures of performance.
Peer reviewed: yes
URI: https://ciencia.iscte-iul.pt/id/ci-pub-43822
http://hdl.handle.net/10071/16312
ISBN: 978-3-319-76605-8
ISSN: 1431-1968
Appears in Collections:BRU-CLI - Autoria de capítulos de livros internacionais

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