Research on bidding strategy of thermal power companies in electricity market based on multi-agent deep deterministic policy gradient

D Liu, Y Gao, W Wang, Z Dong - IEEE access, 2021 - ieeexplore.ieee.org
With the continuous improvement of new energy penetration in the power system, the price
of the spot market of power frequently fluctuates greatly, which damages the income of a …

Time series data mining for energy prices forecasting: an application to real data

E Costa e Silva, A Borges, MF Teodoro… - … Systems Design and …, 2017 - Springer
Recently, at the 119th European Study Group with Industry, the Energy Solutions Operator
EDP proposed a challenge concerning electricity prices simulation, not only for risk …

Performance of generated moving average strategies in natural gas futures prices at different time scales

X Liu, H An, L Wang - Journal of Natural Gas Science and Engineering, 2015 - Elsevier
When analyzing investments based on the moving average strategy in natural gas futures
markets, the time scale of the data is a notable factor. Most studies on moving average …

[PDF][PDF] Demand aggregator optimal strategies: from the bidding to the execution

M Barbero, CC García - 2023 - researchgate.net
Europe is at the beginning of an energy revolution. The old energy paradigm where big,
centralized power plants provide energy to passive consumers is ending. Distributed …

Common unobserved determinants of intraday electricity prices

NS Thomaidis, GH Dash, N Kajiji - The Energy Journal, 2019 - journals.sagepub.com
This paper employs multilevel factor modelling techniques to unravel systematic unobserved
determinants of the intraday and interzonal price curve dynamics for the Pennsylvania-New …

[PDF][PDF] A longitudinal model for MIBEL energy prices

A Borges, ECE Silva, R Covas - WSEAS Trans. Syst. Control, 2018 - wseas.com
We propose to contribute to the problematic of Electricity Price Forecasting with a
longitudinal statistical approach. We focus our interest on forecasting intra-day prices using …

An economic analysis of Commercial Aggregator services

C Corchero, L Igualada, IT Moschos… - … Conference on the …, 2016 - ieeexplore.ieee.org
Nowadays, trends point to a more decentralized electricity sector with a higher and more
flexible penetration rate of renewable generation. A key to reach these aims is a service of …

Optimización de estrategias de trading con promedios móviles para futuros de petróleo mediante algoritmos genéticos (Optimization of Trading Strategies with Moving …

A Aragón Bohorquez, C Mejia, CA Zapata Quimbayo - 2018 - papers.ssrn.com
La implementación de estrategias de trading a través de herramientas computacionales e
inteligencia artificial, entre ellas las redes neuronales artificiales (RNA) y los algoritmos …

Стратегия участия в торгах на оптовом рынке электроэнергии энергосбытовой компании, действующей в крупном промышленном энергетическом узле

АИ Юлдашева, АВ Малафеев - … глазами молодежи-2017, 2017 - elibrary.ru
Работа посвящена задаче выбора оптимальной стратегии при торгах на рынке на
сутки вперед для энергосбытовых компаний (ЭСК). При формировании ценовых заявок …