Modeling Real-Time Balancing Power Market Prices Using Combined SARIMA and Markov Processes

By M. Olsson, Lennart Söder. IEEE Transactions on Power Systems, 2008

138 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Safety, Risk, Reliability and Quality

View Paper: https://www.semanticscholar.org/paper/5cd162e3c3c4c1af306e90a492a10c5ce22638cc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Electrical and Electronic Engineering

1. Antonio J. Conejo
2. Juan M. Morales
3. Rafal Weron
4. Juan Pérez-Ruiz
5. Luis Baringo
6. Florian Ziel
7. Jakub Nowotarski
8. Wei Qiao

In Safety, Risk, Reliability and Quality

1. Juan Pérez-Ruiz
2. Antonio J. Conejo
3. Juan M. Morales
4. Rafal Weron
5. J. Usaola
6. Curran Crawford
7. T. Williams
8. François Bouffard

Citations in the corpus

• Electricity price forecasting: A review of the state-of-the-art with a look into the future (2014, methodology): “and New England markets; Olsson and Soder (2008)”
• Short-Term Trading for a Wind Power Producer (2010, background): “Likewise, a more sophisticated modeling of balancing power market prices is proposed in [26], where seasonal ARIMA and Markov processes are combined to capture the particularities of such prices as, e.”