Multidimensional scaling analysis of electricity market prices
| Data(s) |
11/03/2014
11/03/2014
2013
|
|---|---|
| Resumo |
This paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results. |
| Identificador |
DOI 10.1007/978-94-007-4722-7_32 978-94-007-4721-0 978-94-007-4722-7 2213-8986 |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
Intelligent Systems, Control and Automation: Science and Engineering; Vol. 61 http://link.springer.com/chapter/10.1007%2F978-94-007-4722-7_32 |
| Direitos |
openAccess |
| Tipo |
bookPart |
