Test of asymmetry effect of demand on spot price using MCMC methods

2006 International Conference on Power System Technology, POWERCON2006

Volumn , Issue , 2006, Pages

  Lu, Xuebing ^b   Sugianto, Ly Fie ^a,b   Lee, Vincent ^a,b  

^a IEEE

^b MONASH UNIVERSITY   (Australia)

Author keywords

Asymmetry effect; Bayesian inference; MCMC methods; Price demand relationship; Stochastic processes; Trading strategy

Indexed keywords

ELECTRIC POWER DISTRIBUTION; ELECTRIC POWER TRANSMISSION; ELECTRIC UTILITIES; MATHEMATICAL MODELS; MONTE CARLO METHODS; POISSON DISTRIBUTION; RANDOM PROCESSES;

ASYMMETRY EFFECTS; BAYESIAN INFERENCE; PRICE-DEMAND RELATIONSHIP; TRADING STRATEGIES;

COSTS;

EID: 43549092083     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICPST.2006.321839     Document Type: Conference Paper

References (13)