Electricity market analytics for risk management purpose

• Main Author: Yang, Suxuan
• Other Authors: Dong Zhao Yang
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2023
• Subjects: Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/168020
• Institution: Nanyang Technological University

The pricing of electricity is central to the market, and forecasting future electricity prices is a matter that market participants cannot avoid dealing with. Due to the special characteristics of electricity, electricity prices are influenced by many factors and show high volatility and uncertainty...