Modeling electricity loads in California: A continuous-time approach

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 344-350

  Weron, R ^a   Kozlowska B ^a   Nowicka Zagrajek, J ^a  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Econophysics; Electricity load; Mean reversion; Ornstein Uhlenbeck process; Seasonality

Indexed keywords

DYNAMIC PROGRAMMING; ELECTRIC INDUSTRY; FORECASTING; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; TIME DOMAIN ANALYSIS;

PRICE DYNAMICS;

ELECTRIC LOADS;

EID: 0035471838     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00315-6     Document Type: Conference Paper

References (17)

1. Competitive electricity markets around the world: Approaches to price risk management
2. The trouble with electricity markets (and some solutions)
3. The challenge of pricing and risk managing electricity derivatives