國立虎尾科技大學 |

Modeling and forecasting electricity demand = a risk management perspective /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Modeling and forecasting electricity demand/ by Kevin Berk.
Reminder of title:	a risk management perspective /
Author:	Berk, Kevin.
Published:	Wiesbaden :Springer Fachmedien Wiesbaden : : 2015.,
Description:	xvi, 115 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Electric power consumption - Mathematical models. -
Online resource:	http://dx.doi.org/10.1007/978-3-658-08669-5
ISBN:	9783658086695 (electronic bk.)

Modeling and forecasting electricity demand = a risk management perspective /
Berk, Kevin.

Modeling and forecasting electricity demanda risk management perspective /[electronic resource] :by Kevin Berk. - Wiesbaden :Springer Fachmedien Wiesbaden :2015. - xvi, 115 p. :ill., digital ;24 cm. - BestMasters. - BestMasters..

Electricity Market -- Energy Economy in Enterprises -- Time Series Analysis -- A one Factor Model for medium-term Load Forecasting -- Retail Contract Evaluation and Pricing -- MATLAB Implementation.

The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. The model incorporates the grid load as an exogenous factor and seasonalities on a daily, weekly and yearly basis. It is demonstrated how the model can be used e.g. for estimating the risk of retail contracts. The uncertainty of electricity demand is an important risk factor for customers as well as for utilities and retailers. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants. Contents Electricity Market Energy Economy in Enterprises Time Series Analysis A one Factor Model for medium-term Load Forecasting Retail Contract Evaluation and Pricing MATLAB Implementation Target Groups Researchers and students in energy economics or mathematics and statistics with a focus on applications in energy markets Professionals in electricity utilities, energy vendors, risk management The Author Kevin Berk is a Ph.D. student at the Mathematics Department of the University Siegen, Germany. His major research focus is risk management and time series models with applications in energy markets.

ISBN: 9783658086695 (electronic bk.)

Standard No.: 10.1007/978-3-658-08669-5doiSubjects--Topical Terms:

1065464
Electric power consumption
--Mathematical models.

LC Class. No.: HD9685.A2

Dewey Class. No.: 333.79015118

Modeling and forecasting electricity demand = a risk management perspective /
LDR:02490nam a2200337 a 4500 001 835852
003 DE-He213
005 20150818113611.0
006 m d
007 cr nn 008maaau
008 160421s2015 gw s 0 eng d
020 $a 9783658086695 (electronic bk.)
020 $a 9783658086688 (paper)
024 7 $a 10.1007/978-3-658-08669-5 $2 doi
035 $a 978-3-658-08669-5
040 $a GP $c GP
041 0 $a eng
050 4 $a HD9685.A2
072 7 $a TH $2 bicssc
072 7 $a KNB $2 bicssc
072 7 $a BUS070040 $2 bisacsh
082 0 4 $a 333.79015118 $2 23
090 $a HD9685.A2 $b B512 2015
100 1 $a Berk, Kevin. $3 1065463
245 1 0 $a Modeling and forecasting electricity demand $h [electronic resource] : $b a risk management perspective / $c by Kevin Berk.
260 $a Wiesbaden : $b Springer Fachmedien Wiesbaden : $b Imprint: Springer Spektrum, $c 2015.
300 $a xvi, 115 p. : $b ill., digital ; $c 24 cm.
490 1 $a BestMasters
505 0 $a Electricity Market -- Energy Economy in Enterprises -- Time Series Analysis -- A one Factor Model for medium-term Load Forecasting -- Retail Contract Evaluation and Pricing -- MATLAB Implementation.
520 $a The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. The model incorporates the grid load as an exogenous factor and seasonalities on a daily, weekly and yearly basis. It is demonstrated how the model can be used e.g. for estimating the risk of retail contracts. The uncertainty of electricity demand is an important risk factor for customers as well as for utilities and retailers. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants. Contents Electricity Market Energy Economy in Enterprises Time Series Analysis A one Factor Model for medium-term Load Forecasting Retail Contract Evaluation and Pricing MATLAB Implementation Target Groups Researchers and students in energy economics or mathematics and statistics with a focus on applications in energy markets Professionals in electricity utilities, energy vendors, risk management The Author Kevin Berk is a Ph.D. student at the Mathematics Department of the University Siegen, Germany. His major research focus is risk management and time series models with applications in energy markets.
650 0 $a Electric power consumption $x Mathematical models. $3 1065464
650 0 $a Electric power consumption $x Forecasting. $3 1065465
650 0 $a Risk management. $3 559158
650 1 4 $a Energy. $3 784773
650 2 4 $a Energy Policy, Economics and Management. $3 784769
650 2 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Energy Efficiency (incl. Buildings). $3 1024212
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
830 0 $a BestMasters. $3 1021672
856 4 0 $u http://dx.doi.org/10.1007/978-3-658-08669-5
950 $a Behavioral Science (Springer-11640)