Tid: 30 mars 2015 kl 15.15-16.00.Seminarierummet 3721, Institutionen för matematik, KTH, Lindstedtsvägen 25, plan 7. Karta!
Föredragshållare: Léo André
Titel: Prediction of French day-ahead electricity prices: comparison between a deterministic and a stochastic approach (Master's thesis)
Abstract 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 in- volving the study of the interaction between the fundamentals and the prices. The other one is a more statistical approach based on a time series model- ing of the French flow-based prices. Both approaches have advantages and disadvantages which will be discussed in the following. The work is mainly based on global simulated data provided by CASC in their implementation phase of the flow-base in Western Europe.
|Sidansvarig: Filip Lindskog