Sökning: "Electricity Markets"

Visar resultat 1 - 5 av 80 avhandlingar innehållade orden Electricity Markets.

  1. 1. Algorithms for Electronic Power Markets

    Författare :Per Carlsson; Arne Andersson; Fredrik Ygge; Håkan Jonsson; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; multi-commodity markets; electronic markets; computational markets; equilibrium markets; resource allocation; power markets; computational complexity; Computer science; Datavetenskap;

    Sammanfattning : In this thesis we focus resource allocation problems and electronic markets in particular. The main application area of ours is electricity markets. We present a number of algorithms and include practical experience. LÄS MER

  2. 2. Cooperation in local electricity markets : modelling of technical measures

    Författare :Maria Andersson; Björn Karlsson; Curt Björk; Tomas Larsson; Linköpings universitet; []
    Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Energy system; System cost; Electricity market; Co-operation; Demand-side management; Energy efficiency; Shadow prices;

    Sammanfattning : This thesis presents a system analysis for co-operation in local electricity markets including distributors and customers. The purpose of co-operation is to minimise the system cost of local markets by introducing system measures, such as end-use measures and municipal co-generation plants. LÄS MER

  3. 3. Multivariate Modelling of Energy Markets

    Författare :Veronika Lunina; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; energy markets; volatility spillover; skew-Student asymmetric BEKK; volatility impulse response function; temperature; hydrobalance; electricity;

    Sammanfattning : This thesis contributes to the empirical energy finance literature and consists of three research papers. The common denominator for all papers is the multivariate modelling approach, placing the electricity market at the core and delving into its interdependencies on fundamentally related markets and factors. LÄS MER

  4. 4. Essays on Financial Markets

    Författare :Hans Byström; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

  5. 5. On Monte Carlo simulation and analysis of electricity markets

    Författare :Mikael Amelin; Lennart Söder; Hans Ravy; KTH; []
    Nyckelord :Electrical engineering; electricity markets; power systems; monte carlo simulation; Elektroteknik; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : This dissertation is about how Monte Carlo simulation can be used to analyse electricity markets. There are a wide range of applications for simulation; for example, players in the electricity market can use simulation to decide whether or not an investment can be expected to be profitable, and authorities can by means of simulation find out which consequences a certain market design can be expected to have on electricity prices, environmental impact, etc. LÄS MER