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Manuel Zamudio López, Hamidreza Zareipour and Mike Quashie
This research proposes an investigative experiment employing binary classification for short-term electricity price spike forecasting. Numerical definitions for price spikes are derived from economic and statistical thresholds. The predictive task employ...
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Daniel Manfre Jaimes, Manuel Zamudio López, Hamidreza Zareipour and Mike Quashie
This paper proposes a new hybrid model to forecast electricity market prices up to four days ahead. The components of the proposed model are combined in two dimensions. First, on the ?vertical? dimension, long short-term memory (LSTM) neural networks and...
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Mst. Shapna Akter, Hossain Shahriar, Reaz Chowdhury and M. R. C. Mahdy
Forecasting the risk factor of the financial frontier markets has always been a very challenging task. Unlike an emerging market, a frontier market has a missing parameter named ?volatility?, which indicates the market?s risk and as a result of the absen...
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Efthymios Stathakis, Theophilos Papadimitriou, Periklis Gogas
Pág. 65 - 87
Electricity markets are considered to be the most volatile amongst commodity markets. The non-storability of electricity and the need for instantaneous balancing of demand and supply can often cause extreme short-lived fluctuations in electricity prices....
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Stephen Haben, Julien Caudron and Jake Verma
The energy sector is moving towards a low-carbon, decentralised, and smarter network. The increased uptake of distributed renewable energy and cheaper storage devices provide opportunities for new local energy markets. These local energy markets will req...
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Patrick Hénaff, Ismail Laachir and Francesco Russo
This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The contributions of this paper are two-fold. Firstly, we prop...
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Sergey Voronin and Jarmo Partanen
A forecasting methodology for prediction of both normal prices and price spikes in the day-ahead energy market is proposed. The method is based on an iterative strategy implemented as a combination of two modules separately applied for normal price and p...
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Dana Cordell and Stuart White
This paper reviews the latest information and perspectives on global phosphorus scarcity. Phosphorus is essential for food production and modern agriculture currently sources phosphorus fertilizers from finite phosphate rock. The 2008 food and phosphate ...
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James M. O'Donnell
This paper combines personal, practical, and schoiarly perspectives on the Internet frenzy of the late 1990?s, along with lessons that might be gleaned from two of its bubble forebears: Holland?s Tulip Craze of the early 18th Century and England?s South ...
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