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Electricity market price analysis using time series clustering

2019-09Conference object Restricted access
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dc.contributor.authorMartins, Ana Alexandra
dc.contributor.authorLagarto, João
dc.contributor.authorCardoso, Maria Margarida
dc.date.accessioned2019-10-01T08:26:19Z
dc.date.available2019-10-01T08:26:19Z
dc.date.issued2019-09
dc.description.abstractThe creation of the internal market of electricity has long been a goal of the European Union, for which it has established common rules through the directive 2009/72/EC. In this context, the analysis of electricity markets operation of the different countries that will form the internal market is of the utmost importance. In this work, we use clustering techniques to analyze 26 time series of day-ahead electricity prices from European markets between 2015 and 2018 in order to identify different price patterns. The cluster technique proposed uses a combination of three dissimilarity measures for time series: Euclidean, Pearson correlation based and periodogram based. Results show that there is a clear distinction between Northern markets, especially Nord Pool, and Southern markets, MIBEL and Italy. Moreover, results also show that despite some market prices presenting similar behaviors, a full integrated European electricity market is yet to be accomplished.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationMARTINS, Ana; LAGARTO, João; CARDOSO, Margarida G. M. S. – Electricity market price analysis using time series clustering. In 16th International Conference on European Energy Market – EEM 2019. Liubliana, Eslovénia: IEEE, 2019. ISBN 978-1-7281-1257-2. Pp. 1-6pt_PT
dc.identifier.isbn978-1-7281-1257-2
dc.identifier.urihttp://hdl.handle.net/10400.21/10527
dc.language.isoengpt_PT
dc.publisherInstitute of Electrical and Electronics Engineerspt_PT
dc.relationUID/CEC/50021/2019 - FCTpt_PT
dc.relationUID/GES/00315/2019 - FCTpt_PT
dc.subjectClusteringpt_PT
dc.subjectElectricity marketspt_PT
dc.subjectMarket integrationpt_PT
dc.subjectTime seriespt_PT
dc.titleElectricity market price analysis using time series clusteringpt_PT
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlace18-20 September 2019 – Liubliana, Eslovéniapt_PT
oaire.citation.endPage6pt_PT
oaire.citation.startPage1pt_PT
oaire.citation.title16th International Conference on European Energy Market – EEM 2019pt_PT
person.familyNameMartins
person.familyNameLagarto
person.familyNameCardoso
person.givenNameAna Alexandra
person.givenNameJoão
person.givenNameMaria Margarida
person.identifier.ciencia-id2016-88BF-5D0B
person.identifier.ciencia-id0512-2920-3C9E
person.identifier.ciencia-id3E1B-1DAD-9287
person.identifier.orcid0000-0003-3733-6619
person.identifier.orcid0000-0002-7047-6210
person.identifier.orcid0000-0001-6239-7283
person.identifier.scopus-author-id34969159800
person.identifier.scopus-author-id24758947600
person.identifier.scopus-author-id21233265300
rcaap.rightsclosedAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublication7174415b-4387-4cc9-97b0-6c2a3e0c88b4
relation.isAuthorOfPublication174bfcee-266b-483c-bc13-f187a886014d
relation.isAuthorOfPublication069c85c4-ebe3-4293-b88a-dd066bc288de
relation.isAuthorOfPublication.latestForDiscovery7174415b-4387-4cc9-97b0-6c2a3e0c88b4

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