9780470057537 - modeling and forecasting electricity loads and prices: a statistical approach (the wiley finance series) von weron, rafal (20 Ergebnisse)
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Zustand: As New. Modeling and Forecasting Electricity Loads and Prices is the only book to provide original statistical tools that will enable readers to model electricity loads and prices. This book presents a common framework for modeling and forecasting two crucial processes for energy companies: electricity loads and prices.… Series: Wiley Finance Series. Num Pages: 192 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 252 x 173 x 16. Weight in Grams: 480. . 2006. hardcover. . . . . Books ship from the US and Ireland.
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Zustand: As New. Modeling and Forecasting Electricity Loads and Prices is the only book to provide original statistical tools that will enable readers to model electricity loads and prices. This book presents a common framework for modeling and forecasting two crucial processes for energy companies: electricity loads and prices.… Series: Wiley Finance Series. Num Pages: 192 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 252 x 173 x 16. Weight in Grams: 480. . 2006. hardcover. . . . .
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Zustand: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
- Hardcover
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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
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- Hardcover
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Hardback. Zustand: New. This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes-electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed distributions…, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk. Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
- Hardcover
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Zustand: New. pp. xi + 178 Illus.
- Hardcover
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Zustand: New. pp. xi + 178.
- Hardcover
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- Hardcover
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Gebunden. Zustand: New. RAFAL WERON received his M.Sc. (1995) and Ph.D. (1999) degrees in applied mathematics from the Wroclaw University of Technology (WUT), Poland. He currently holds a position of Assistant Professor at WUT. His research focuses on risk management and forecasti.
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Hardcover. Zustand: New. In shrink wrap. Looks like an interesting title.
- Hardcover
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Hardback. Zustand: New. This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes-electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed distributions…, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk. Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting.
- Hardcover
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Hardcover. Zustand: Brand New. 1st edition. 192 pages. 10.00x6.75x0.75 inches. In Stock.
- Hardcover
- Erstausgabe
- Print-on-Demand
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Hardcover. Zustand: new. Hardcover. This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processeselectricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed di…stributions, exponential smoothing, spike preprocessing, autoregressive time series including models with exogenous variables and heteroskedastic (GARCH) components, regime-switching models, interval forecasts, jump-diffusion models, derivatives pricing and the market price of risk. Modeling and Forecasting Electricity Loads and Prices is packaged with a CD containing both the data and detailed examples of implementation of different techniques in Matlab, with additional examples in SAS. A reader can retrace all the intermediate steps of a practical implementation of a model and test his understanding of the method and correctness of the computer code using the same input data. The book will be of particular interest to the quants employed by the utilities, independent power generators and marketers, energy trading desks of the hedge funds and financial institutions, and the executives attending courses designed to help them to brush up on their technical skills. The text will be also of use to graduate students in electrical engineering, econometrics and finance wanting to get a grip on advanced statistical tools applied in this hot area. In fact, there are sixteen Case Studies in the book making it a self-contained tutorial to electricity load and price modeling and forecasting. Modeling and Forecasting Electricity Loads and Prices is the only book to provide original statistical tools that will enable readers to model electricity loads and prices. This book presents a common framework for modeling and forecasting two crucial processes for energy companies: electricity loads and prices. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Hardcover
- Print-on-Demand
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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Hardcover. Zustand: Brand New. 1st edition. 192 pages. 10.00x6.75x0.75 inches. In Stock. This item is printed on demand.
