61 search results - page 1 / 13 » An Inverse-Quantile Function Approach for Modeling Electrici... |
HICSS
2002
IEEE
13 years 9 months ago
2002
IEEE
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
HICSS
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
CDC
2010
IEEE
12 years 8 months ago
2010
IEEE
— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...
INFOCOM
2010
IEEE
13 years 3 months ago
2010
IEEE
—The study of Cyber-Physical System (CPS) has been an active area of research. Internet Data Center (IDC) is an important emerging Cyber-Physical System. As the demand on Interne...
EOR
2008
13 years 4 months ago
2008
This paper presents a method for assessing small hydropower projects that are subject to uncertain electricity prices. We present a real options-based method with continuous scali...