An agent-based approach with collaboration among agents: Estimation of wholesale electricity price on PJM and artificial data generated by a mean reverting model

Energy Economics

Volumn 32, Issue 5, 2010, Pages 1025-1033

  Sueyoshi, Toshiyuki ^a,b  

^a NEW MEXICO INSTITUTE OF MINING AND TECHNOLOGY   (United States)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Agent based approach; Mean reverting model; Power trading

Indexed keywords

AGENT-BASED APPROACH; ARTIFICIAL DATA; DATA SETS; DYNAMIC CHANGES; ENERGY ECONOMICS; LEARNING CAPABILITIES; LEARNING PROCESS; MEAN REVERTING MODEL; MULTI-AGENT; NEW JERSEY; PENNSYLVANIA; POWER TRADING; WHOLESALE ELECTRICITY;

ECONOMICS;

ELECTRIC GENERATORS;

COMMODITY PRICE; COMPUTER SIMULATION; DATA SET; ECONOMIC ANALYSIS; ELECTRICITY; ESTIMATION METHOD; NUMERICAL MODEL; PRICE DYNAMICS;

NEW JERSEY; PENNSYLVANIA; UNITED STATES;

EID: 77956740803     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.03.008     Document Type: Article

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