Prediction of French day-ahead electricity prices: Comparison between a deterministic and a stochastic approach

This thesis deals with the new flow-based computation method used in the Central Western Europe Area. This is done on the financial side. The main aim is to produce some robust methods for predicting. Two approaches are used: the first one is based on a deterministic and algorithmic method involving...

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Bibliographic Details
Main Author: André, Léo
Format: Others
Language:English
Published: KTH, Matematisk statistik 2015
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-163721