KTH Matematik  


Matematisk Statistik

Tid: 11 december 2008 kl 14.15-15.00 OBS! Tid och dag!

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Jérémie Finas

Titel: Forecasting power prices on the French electricity market - An overview. (Examensarbete - Master thesis)

Sammanfattning: Electricity or power is a special energy commodity due to its non-storability. Thus, contrary to other commodities, the spot price of power is mainly driven by fundamentals, i.e. the state of the supply and the demand. That's why, even if it can be challenging, it is worth trying to develop models to estimate the spot price in a given market at a given time. The aim of this thesis is to create and implement two families of models that simulate the future spot prices for power on a given market.

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Sidansvarig: Filip Lindskog
Uppdaterad: 28/02-2008