Essays about: "Spot price modeling"

Showing result 1 - 5 of 15 essays containing the words Spot price modeling.

1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

3. 2. Model Predictive Control for Ground Source Heat Pumps : Reducing cost while maintaining comfort

   University essay from Linköpings universitet/Reglerteknik

   Author : Isak Bokne; Charlie Elf; [2023]
   Keywords : MPC; Model Predictive Control; heat pump control; electricity spot price; weather prediction; reducing cost;

   Abstract : Today, the control of heat pumps aims to first and foremost maintain a comfortable indoor temperature. This is primarily done by deciding input power based on outside temperature. The cost of electricity, which can be rather volatile, is not taken into account. READ MORE

4. 3. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

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

   Author : Vincent Ball; Thomas Pegoraro; [2023]
   Keywords : Energy Market; Energy Prices; Renewable Energy; Machine Learning; Business and Economics;

   Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

5. 4. Modeling of an energy node

   University essay from Lunds universitet/Industriell elektroteknik och automation

   Author : Peter Andersson; [2023]
   Keywords : Energy node; Energy storage system; Electricity generation; Battery; Hydrogen; Solar power; Wind power; electrical charging; modeling; Electric vehicles; Technology and Engineering;

   Abstract : In Sweden, the demand on the electrical grid is increasing with the shift from fossil fuels to renewable energy sources. It is thereby important to optimize the charging stations for electrical vehicles connected to the grid. READ MORE

6. 5. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Thomas Pegoraro; Vincent Ball; [2022]
   Keywords : Machine Learning; VRE; LCOE; Hourly Profiles; Hourly Price Forward Curves HPFC ; Business and Economics;

   Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE