Modelling and Forecasting Electricity Prices: Italian Case

Lieferzeit: Lieferbar innerhalb 14 Tagen

54,90 

ISBN: 3659775983
ISBN 13: 9783659775987
Autor: Karapici, Valbona
Verlag: LAP LAMBERT Academic Publishing
Umfang: 124 S.
Erscheinungsdatum: 21.09.2015
Auflage: 1/2015
Format: 0.8 x 22 x 15
Gewicht: 203 g
Produktform: Kartoniert
Einband: Kartoniert
Artikelnummer: 8654701 Kategorie:

Beschreibung

The principal object of this project is the analysis of models most suited to forecast as best as possible the electricity market prices. In this framework the main topics discussed in our work can be summarized as follows: Summary of current situation of the European electricity market in general and of the Italian Electricity Market (IPEX) in particular, Presentation of the main characteristics of electricity prices Exposure of models useful for forecasting; Empirical analysis of a time series of prices for the Italian electricity market, using some of the models mentioned above.

Autorenporträt

Valbona Karapici is a lecturer of Macroeconomics at the Tirana University. She received Master of Science in Financial Mathematics & Master of Sciences in Economy and Market Policy at Bologna University. She is a PhD candidate at Bamberg University. Her fields of interest are Quantitative Analysis and Modeling for Energy Trading & Risk Management.

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