Modelling and forecasting wind speed intensity for weather risk management

Computational Statistics and Data Analysis

Volumn 56, Issue 11, 2012, Pages 3459-3476

  Caporin, Massimiliano ^a   Preś, Juliusz ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b WEST POMERANIAN UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

ARFIMA FIGARCH; Auto Regressive Gamma; Gamma Auto Regressive; Weather risk management; Wind speed modelling; Wind speed simulation

Indexed keywords

ARFIMA-FIGARCH; AUTO REGRESSIVE PROCESS; AUTO-REGRESSIVE; ELECTRICITY PRODUCERS; ELECTRICITY PRODUCTION; GAMMA PROCESS; LONG-RANGE FORECASTS; MONTE CARLO SIMULATION; SHORT-TERM FORECASTS; WIND DIRECTIONS; WIND FARM; WIND SPEED;

ELECTRIC UTILITIES; FORECASTING; MONTE CARLO METHODS; PROFITABILITY; RISK MANAGEMENT; WIND POWER;

WIND EFFECTS;

EID: 84862012169     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.06.019     Document Type: Article

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