ՓՆՏՐԵԼ
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Գլխավոր էջ Արխիվ Մեր մասին Բաժանորդագրություն Գովազդ Կոնտակտներ
     
#1-2 (209-210) / -Հունվար 2018
 
Tigran PILIPOSYAN
REAL-TIME AND DAY-AHEAD ENERGY MARKETS

Pennsylvania-New Jersey-Maryland Interconnection LLC (PJM) and Southwest Power Pool (SPP) are regional transmission organizations (RTO) in the United States.
Virtual transactions in PJM and SPP are bids and offers submitted to take financial positions in the Day-Ahead Market without the intent of delivering or consuming physical power in the Real-Time Market.
All participants of the market have Day-Ahead (DA) and Real-Time (RT) hourly prices. In this paper, we take a big series of DA and RT hourly prices and try to see what distribution function do the returns of RT prices have. Then we do the regression between DA and RT prices to see how they are connected.
Then we take a part of series of RT prices, and using our regression coefficients, we predict the other part of RT prices and compare with given series of RT prices, to see if we can take part in the auction and bid a right price to win the auction, having DA prices.

REAL-TIME AND DAY-AHEAD ENERGY MARKETS  Վճարել 369 ՀՀ դրամ եւ ներբեռնել հոդվածը “PDF” ֆորմատով
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