Essays about: "Price spike prediction"

Found 2 essays containing the words Price spike prediction.

1. 1. A Mixed Time-Series & Machine Learning Approach for Price Forecasting in the Swedish Ancillary Market

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Daniel Arredondo; [2023]
   Keywords : Hybrid model; Volatility model; Machine learning model; Price spike prediction; Energy trading; Time series forecasting; Ancillary service market; Business and Economics;

   Abstract : This study aims to forecast the Swedish FCR-D Down A2 market prices through a hybrid model combining a volatility model and a machine learning approach, and compares its performance with a standalone machine learning model. We further examine the impact of different lag orders (1-Hr vs. 24-Hr) on volatility estimates and forecast performance. READ MORE

3. 2. Modeling Electricity Prices in the German Energy market - with Applications to Renewables

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kaisen Jin; Chibuzo Azuka; [2022]
   Keywords : Hourly Price Forward Curves; Power Market; Renewables; Electricity spot prices; Day-ahead market; Business and Economics;

   Abstract : Recent focus on the negative effects of climate change has amplified the importance of renewable sources of energy for electricity generation. The contribution of renewables to the energy mix is growing steadily with profound effects on the price of electricity and implications for market participants. READ MORE