Analysis of Electricity Market Prices Using Multidimensional Scaling
| Data(s) |
25/11/2015
25/11/2015
2014
|
|---|---|
| Resumo |
This paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, the results help electricity markets agents hedging against Market Clearing Price (MCP) volatility. |
| Identificador |
978-94-007-7183-3 http://hdl.handle.net/10400.22/7004 10.1007/978-94-007-7183-3_28 |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
http://link.springer.com/chapter/10.1007/978-94-007-7183-3_28 |
| Direitos |
closedAccess |
| Palavras-Chave | #Multidimensional Scaling #Electricity Markets #Energy Markets #Hedging #Econometric Models #Electricity Price Volatility |
| Tipo |
bookPart |
