Repository logo
 
Publication

Modeling the strategic behavior of the iberian electricity market producers using time series analysis

2013-09-26Conference object Open access
Simple item page
dc.contributor.authorFaria, Ricardo
dc.contributor.authorSousa, Jorge A. M.
dc.contributor.authorMartins, Ana Alexandra
dc.contributor.authorLagarto, João
dc.date.accessioned2020-05-20T14:13:00Z
dc.date.available2020-05-20T14:13:00Z
dc.date.issued2013-09-26
dc.description.abstractThe Iberian Electricity Market (MIBEL) emerges in the context of the integration and cooperation between the Portuguese and Spanish electricity markets, in response to the European Union incentive for regional electricity markets creation. The present study, focus on the modeling and forecasting of the hourly competitive strategies of the electricity producers in the MIBEL. For this analysis, the studied variable was the MIBEL's conjectural variation, which estimates the level of competitiveness of the electricity producers on the day-ahead electricity market. The methodology adopted for forecasting was time series analysis, using ARIMA and exponential smoothing models. The results obtained show that the estimated models that best suit the hourly MIBEL conjectural variation forecast were mainly of the ARIMA seasonal type with daily seasonality, followed by ARIMA non-seasonal type models. It was also observed, that the selected models were mainly estimated with a time series of 5 working days.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationFARIA, Ricardo; [et al] – Modeling the strategic behavior of the iberian electricity market producers using time series analysis. In 2013 10th International Conference on the European Energy Market (EEM). Stockholm, Sweden: IEEE, 2013. ISBN 978-1-4799-2008-2. Pp. 1-5pt_PT
dc.identifier.doi10.1109/EEM.2013.6607310pt_PT
dc.identifier.isbn978-1-4799-2008-2
dc.identifier.issn2165-4093
dc.identifier.issn2165-4077
dc.identifier.urihttp://hdl.handle.net/10400.21/11671
dc.language.isoengpt_PT
dc.publisherInstitute of Electrical and Electronics Engineerspt_PT
dc.relationPEst-OE/EEI/UI4064/2011 - FCTpt_PT
dc.relation.publisherversionhttps://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6607310pt_PT
dc.subjectARIMA modelspt_PT
dc.subjectConjectural variationspt_PT
dc.subjectMIBELpt_PT
dc.subjectStrategic behaviorpt_PT
dc.subjectTime seriespt_PT
dc.titleModeling the strategic behavior of the iberian electricity market producers using time series analysispt_PT
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlace27-31 May 2013 - Stockholm, Swedenpt_PT
oaire.citation.endPage5pt_PT
oaire.citation.startPage1pt_PT
oaire.citation.title2013 10th International Conference on the European Energy Market (EEM)pt_PT
person.familyNameSousa
person.familyNameMartins
person.familyNameLagarto
person.givenNameJorge A. M.
person.givenNameAna Alexandra
person.givenNameJoão
person.identifier2750231
person.identifier.ciencia-idF816-08E3-B045
person.identifier.ciencia-id2016-88BF-5D0B
person.identifier.ciencia-id0512-2920-3C9E
person.identifier.orcid0000-0002-1110-6586
person.identifier.orcid0000-0003-3733-6619
person.identifier.orcid0000-0002-7047-6210
person.identifier.ridM-1020-2015
person.identifier.scopus-author-id55940825700
person.identifier.scopus-author-id34969159800
person.identifier.scopus-author-id24758947600
rcaap.rightsopenAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublication69325e43-1f4e-4c1c-8c69-159ac3f93066
relation.isAuthorOfPublication7174415b-4387-4cc9-97b0-6c2a3e0c88b4
relation.isAuthorOfPublication174bfcee-266b-483c-bc13-f187a886014d
relation.isAuthorOfPublication.latestForDiscovery174bfcee-266b-483c-bc13-f187a886014d

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Modeling_AAMartins.pdf
Size:
483.01 KB
Format:
Adobe Portable Document Format
Download

Collections

ISEL - Matemática - Comunicações