Essays about: "intraday electricity market"

Showing result 1 - 5 of 11 essays containing the words intraday electricity market.

  1. 1. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models

    University essay from Göteborgs universitet/Graduate School

    Author : Gustav Veres; Philip Ahlfridh; [2023-06-29]
    Keywords : ;

    Abstract : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. READ MORE

  3. 2. Dynamic modelling of electricity arbitrage for single-family homes : Assessing the cost-effectiveness of implementing Energy Storage and Demand-Side Load Management.

    University essay from Linnéuniversitetet/Institutionen för byggd miljö och energiteknik (BET)

    Author : Ahmed Ali; [2023]
    Keywords : Electricity arbitrage trading; intraday electricity market; energy storage system; demand-side load management; single-family homes; Nord Pool; building performance simulation IDA Indoor Climate and Energy ; financial modelling.;

    Abstract : In the context of electricity, arbitrage trading involves taking advantage of existing price variations within electricity markets. The report conducted financial modelling for energy storage systems and demand-side load management for electricity arbitrage trading in single-family homes. READ MORE

  4. 3. Study on feasibility of small-scale pumped hydro storage- A case study in Sweden

    University essay from Lunds universitet/Institutionen för energivetenskaper

    Author : Prashant Niroula; [2023]
    Keywords : energy storage; pumped hydropower; electricity market; investment; new technologies; feasibility; Technology and Engineering;

    Abstract : The European union has been aggressively pushing forward with policies favoring renewable sources of energy. As a result, the share of intermittent renewables in the European power grid is rising and is expected to grow even more in the coming decade. The Swedish energy agency also forecast huge growth in wind power. READ MORE

  5. 4. Forecasting Electricity Prices for Intraday Markets with Machine Learning : An exploratory comparison of the state of the art

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Panagiotis-Christos Kotsias; [2022]
    Keywords : Electricity Trading; Intraday Market; Price Forecasting; Machine Learning; Elhandel; Intradagsmarknad; Prisprognoser; Maskininlärning;

    Abstract : Electricity needs to be consumed when it is produced, making sure that supply closely meets demand at all times. To account for the rapidly changing operational status and the need for increasing the flexibility of power systems, financial instruments have been put in place creating markets where electricity is traded as a commodity across different time frames; from months or days to minutes before, or even after, planned delivery. READ MORE

  6. 5. An evaluation of Deep Learning for directional electricity price spread forecasting : in the Nord Pool bidding area SE3

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Nils Lindberg Odhner; [2021]
    Keywords : Electricity exchange; Price spread forecasting; Deep Learning; Nord Pool; Day-ahead; Intraday; Elbörsen; Prisskillnads prognoser; Djupinlärning; Nord Pool; Day-ahead; Intraday;

    Abstract : Commonly, the day-ahead and intraday market on the electricity exchange are treated separately in academia. However, a model that forecasts the direction of the price spread between these two markets creates an opportunity for a market participant to leverage the price spread. READ MORE