Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (The Wiley Finance Series)
Language: English
Published by Wiley, 2006
- Hardcover
- New
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
AbeBooks seller since March 25, 2015
Condition: New
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In English.
Seller Inventory # ria9780470057537_new
- Title
- Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (The Wiley Finance Series)
- Author
- Weron, Rafal
- Publisher
- Wiley
- Publication year
- 2006
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 047005753X
- ISBN 13
- 9780470057537
Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data.
The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
"Synopsis" may belong to another edition of this title.
About the Author
Rafal Weron is the co-author of three books and over 70 research articles, book chapters, and conference papers. His professional experience includes design of the risk management system for BOT Holding (BOT Górnictwo i Energetyka S.A.), development of insurance strategies for Polish Power Grid Co. (PSE S.A.) and Hydro-storage Power Plants Co. (ESP S.A.), as well as implementation of yield curve calibration and option pricing software for LUKAS Bank S.A. (Crédit Agricole Group). He has also been a consultant or executive teacher to a large number of banks and corporations.
"About the title" may belong to another edition of this title.
Ria Christie Collections
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