메뉴 건너뛰기




Volumn 79, Issue 6, 2009, Pages 888-898

Market data analysis and short-term price forecasting in the Iran electricity market with pay-as-bid payment mechanism

Author keywords

Deregulation; Electricity market; Electricity price forecasting; Neural networks; Pay as bid

Indexed keywords

COSTS; DEREGULATION; ELECTRICITY; MARKETING; NEURAL NETWORKS; TIME SERIES;

EID: 62749107903     PISSN: 03787796     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.epsr.2008.12.001     Document Type: Article
Times cited : (22)

References (36)
  • 2
    • 39149113484 scopus 로고    scopus 로고
    • A method for reserve clearing in disaggregated model considering lost opportunity cost
    • Afshar K., Ehsan M., Fotuhi-Firuzabad M., and Amjady N. A method for reserve clearing in disaggregated model considering lost opportunity cost. Electric Power Systems Research 78 4 (2008) 527-538
    • (2008) Electric Power Systems Research , vol.78 , Issue.4 , pp. 527-538
    • Afshar, K.1    Ehsan, M.2    Fotuhi-Firuzabad, M.3    Amjady, N.4
  • 3
    • 33646342226 scopus 로고    scopus 로고
    • Day-ahead price forecasting of electricity markets by a new fuzzy neural network
    • Amjady N. Day-ahead price forecasting of electricity markets by a new fuzzy neural network. IEEE Transactions on Power Systems 21 2 (2006) 887-894
    • (2006) IEEE Transactions on Power Systems , vol.21 , Issue.2 , pp. 887-894
    • Amjady, N.1
  • 4
    • 9244254260 scopus 로고    scopus 로고
    • Short-term electricity market auction game analysis: uniform and pay-as-bid pricing
    • Son Y.S., Baldick R., Lee K., and Siddiqi S. Short-term electricity market auction game analysis: uniform and pay-as-bid pricing. IEEE Transactions on Power Systems 19 4 (2004) 1990-1998
    • (2004) IEEE Transactions on Power Systems , vol.19 , Issue.4 , pp. 1990-1998
    • Son, Y.S.1    Baldick, R.2    Lee, K.3    Siddiqi, S.4
  • 5
    • 33947240745 scopus 로고    scopus 로고
    • Electricity prices forecasting by automatic dynamic harmonic regression models
    • Pedregal D.J., and Trapero J.R. Electricity prices forecasting by automatic dynamic harmonic regression models. Energy Conversion and Management 48 (2007) 1710-1719
    • (2007) Energy Conversion and Management , vol.48 , pp. 1710-1719
    • Pedregal, D.J.1    Trapero, J.R.2
  • 8
    • 0033874583 scopus 로고    scopus 로고
    • Forecasting Loads and Prices in Competitive Power Markets
    • Bunn D.W. Forecasting Loads and Prices in Competitive Power Markets. IEEE Proceedings 88 (2000) 163-169
    • (2000) IEEE Proceedings , vol.88 , pp. 163-169
    • Bunn, D.W.1
  • 9
    • 1442289939 scopus 로고    scopus 로고
    • Energy price forecasting in the Ontario competitive power system market
    • Rodriguez C.P., and Anders G.J. Energy price forecasting in the Ontario competitive power system market. IEEE Transactions on Power Systems 19 3 (2004) 366-374
    • (2004) IEEE Transactions on Power Systems , vol.19 , Issue.3 , pp. 366-374
    • Rodriguez, C.P.1    Anders, G.J.2
  • 10
    • 0032593007 scopus 로고    scopus 로고
    • Electricity price short-term forecasting using artificial neural networks
    • Szkuta B.R., Sanabria L.A., and Dillon T.S. Electricity price short-term forecasting using artificial neural networks. IEEE Transactions on Power Systems 14 3 (1999) 851-857
    • (1999) IEEE Transactions on Power Systems , vol.14 , Issue.3 , pp. 851-857
    • Szkuta, B.R.1    Sanabria, L.A.2    Dillon, T.S.3
  • 11
    • 2942701936 scopus 로고    scopus 로고
    • Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets
    • Yamin H.Y., Shahidehpour M., and Li Z. Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets. Electrical Power and Energy Systems 26 (2004) 571-581
    • (2004) Electrical Power and Energy Systems , vol.26 , pp. 571-581
    • Yamin, H.Y.1    Shahidehpour, M.2    Li, Z.3
  • 13
    • 0036951785 scopus 로고    scopus 로고
    • Integrated neural network method for market clearing price prediction and confidence interval estimation
    • Shanghai, PR China
    • Zhang L.L., and Luh B.A. Integrated neural network method for market clearing price prediction and confidence interval estimation. Proceedings of the 4th World Congress on Intelligent Control and Automation. Shanghai, PR China (2002) 2045-2050
    • (2002) Proceedings of the 4th World Congress on Intelligent Control and Automation , pp. 2045-2050
    • Zhang, L.L.1    Luh, B.A.2
  • 15
    • 18944389569 scopus 로고    scopus 로고
    • Day-ahead electricity price forecasting using the wavelet transform and ARIMA models
    • Conejo A.J., Plazas M.A., Espinola R., and Molina A.B. Day-ahead electricity price forecasting using the wavelet transform and ARIMA models. IEEE Transactions on Power Systems 20 2 (2005) 1035-1042
    • (2005) IEEE Transactions on Power Systems , vol.20 , Issue.2 , pp. 1035-1042
    • Conejo, A.J.1    Plazas, M.A.2    Espinola, R.3    Molina, A.B.4
  • 17
    • 33644662742 scopus 로고    scopus 로고
    • Energy price forecasting: problems and proposals for such predictions
    • Amjady N., and Hemmati M. Energy price forecasting: problems and proposals for such predictions. IEEE Power and Energy Magazine March-April (2006) 20-29
    • (2006) IEEE Power and Energy Magazine , Issue.March-April , pp. 20-29
    • Amjady, N.1    Hemmati, M.2
  • 18
    • 62749207248 scopus 로고    scopus 로고
    • http://www.igmc.ir/pmt/.
  • 20
    • 34548042319 scopus 로고    scopus 로고
    • Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods
    • Bigdeli N., Haeri M., Choobkar S., and Jannesari F. Characterization of complex behaviors of TCP/RED computer networks based on nonlinear time series analysis methods. Physica D: Nonlinear Phenomena 233 2 (2007) 138-150
    • (2007) Physica D: Nonlinear Phenomena , vol.233 , Issue.2 , pp. 138-150
    • Bigdeli, N.1    Haeri, M.2    Choobkar, S.3    Jannesari, F.4
  • 22
    • 0034148021 scopus 로고    scopus 로고
    • Pathological tremors: deterministic chaos or nonlinear stochastic oscillators?
    • Timmer J., Hässier S., Lauk M., and Lücking C.-H. Pathological tremors: deterministic chaos or nonlinear stochastic oscillators?. Chaos 10 1 (2000) 278-288
    • (2000) Chaos , vol.10 , Issue.1 , pp. 278-288
    • Timmer, J.1    Hässier, S.2    Lauk, M.3    Lücking, C.-H.4
  • 24
    • 62749178710 scopus 로고    scopus 로고
    • The MathWorks, MATLAB [Online]. Available: http://www.mathworks.com.
    • The MathWorks, MATLAB [Online]. Available: http://www.mathworks.com.
  • 25
    • 42749087480 scopus 로고    scopus 로고
    • Day-ahead price forecasting in restructured power systems using artificial neural networks
    • Vahidinasab V., Jadid S., and Kazemi A. Day-ahead price forecasting in restructured power systems using artificial neural networks. Electric Power Systems Research 78 8 (2008) 1332-1342
    • (2008) Electric Power Systems Research , vol.78 , Issue.8 , pp. 1332-1342
    • Vahidinasab, V.1    Jadid, S.2    Kazemi, A.3
  • 28
    • 0036756215 scopus 로고    scopus 로고
    • Artificial neural network-based peak load forecasting using Levenberg-Marquardt and quasi-Newton methods
    • Saini L.M., and Soni M.K. Artificial neural network-based peak load forecasting using Levenberg-Marquardt and quasi-Newton methods. IEE Proceedings of Generation and Transmission Disturbance 149 5 (2002) 578-584
    • (2002) IEE Proceedings of Generation and Transmission Disturbance , vol.149 , Issue.5 , pp. 578-584
    • Saini, L.M.1    Soni, M.K.2
  • 29
    • 33846266227 scopus 로고    scopus 로고
    • Forecasting electricity market pricing using artificial neural networks
    • Pao H.T. Forecasting electricity market pricing using artificial neural networks. Energy Conversion and Management 48 (2007) 907-912
    • (2007) Energy Conversion and Management , vol.48 , pp. 907-912
    • Pao, H.T.1
  • 31
    • 0000810560 scopus 로고    scopus 로고
    • Practical implementation of nonlinear time series methods: the TISEAN package
    • Hegger R., Kantz H., and Schreiber T. Practical implementation of nonlinear time series methods: the TISEAN package. Chaos 9 (1999) 413-438
    • (1999) Chaos , vol.9 , pp. 413-438
    • Hegger, R.1    Kantz, H.2    Schreiber, T.3
  • 32
    • 0000779360 scopus 로고
    • Detecting strange attractors in turbulence
    • Takens F. Detecting strange attractors in turbulence. Lecture Notes in Mathematics 898 (1981) 366-381
    • (1981) Lecture Notes in Mathematics , vol.898 , pp. 366-381
    • Takens, F.1
  • 33
    • 34548696055 scopus 로고
    • Independent coordinates for strange attractors from mutual information
    • Fraser A.M., and Swinney H.L. Independent coordinates for strange attractors from mutual information. Physical Review A 33 (1986) 1134-1140
    • (1986) Physical Review A , vol.33 , pp. 1134-1140
    • Fraser, A.M.1    Swinney, H.L.2
  • 34
    • 33846338227 scopus 로고    scopus 로고
    • Kurths recurrence plots for the analysis of complex systems
    • Marwan M.C., Romano M., and Thiel J. Kurths recurrence plots for the analysis of complex systems. Physical Reports 438 (2007) 237-329
    • (2007) Physical Reports , vol.438 , pp. 237-329
    • Marwan, M.C.1    Romano, M.2    Thiel, J.3
  • 35
    • 4444355971 scopus 로고    scopus 로고
    • How much information is contained in a recurrence plot?
    • Thiel M., Romano M.C., and Kurths J. How much information is contained in a recurrence plot?. Physical Letters A 330 (2004) 343-349
    • (2004) Physical Letters A , vol.330 , pp. 343-349
    • Thiel, M.1    Romano, M.C.2    Kurths, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.