Estado da Arte

 

[1] Battle, Carlos., Barquín, J., A strategic production costing model for electricity market price analysis, 2005

[2] D. W. Bunn, Forecasting Loads and Prices in Competitive Power Markets, 2000

[3] Li, G., Liu, C., Lawaree, J., Gallanti, M. and Venturini, A., State-of-the-Art of Electricity Price Forecasting, 2005.

[4] Weron, Rafal, Modeling and forecasting electricity loads and prices: a statistical approach, 2006

[5] S. Deng, Stochastic Models of Energy Commodity Prices and Their Application: Mean-Reversion with Jumps and Spikes, 1998

[6] Blanco, C., Soronow, D., Jump Diffusion Processes – Energy Price Processes Used for Derivatives Pricing & Risk Management, 2004

[7] Meyer-Brandis, T., Tankov, P., Multi-factor jump-diffusion models of electricity prices.

[8] Misiorek, A., Trueck, S., Weron, R., Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models, 2006

[9] Aggarwal, S., Saini, L. and Kumar, A., Electricity price forecasting en deregulated markets: A review and evaluation, 2008

[10] Bajpai, P, Singh SN. Bidding and gaming in electricity market: an overview and key issues, 2004

[11] Hu Z, Yang L, Wang Z, Gan D, Sun W, Wang K. A game theoretic model for electricity markets with tight capacity constraints, 2008

[12] Contreras J, Santos JR. Short-term demand and energy price forecasting, 2006

[13] Contreras J, Espinola R, Nogales FJ, Conejo AJ. ARIMA models to predict nextday electricity prices, 2003

[14] Zhou M, Yan Z, Ni Y, Li G. An ARIMA approach to forecasting electricity price with accuracy improvement by predicted errors, 2004

[15] Zhou M, Yan Z, Ni YX, Li G, Nie Y. Electricity price forecasting with confidence interval estimation through an extended ARIMA approach, 2006

[16] Haldrup, N. and Nielsen, M.Ø. A regime switching long memory model for electricity prices, 2006

[17] Marquez M.,Munoz P., Martı-Recober, and Acosta L., Threshold volatility models: forecasting performance

[18] Garcia RC, Contreras J, Akkeren M, van Garcia JBC. A GARCH forecasting model to predict day-ahead electricity prices, 2005

[19] Niimura T, Ko Hee-Sang, Ozawa K. A day-ahead electricity price prediction based on a fuzzy-neuro autoregressive model in a deregulated electricity market, 2002

[20] Amjady N. Day ahead price forecasting of electricity markets by a new fuzzy neural network, 2006

[21] Hong YY, Lee Chuan-Fang. A neuro-fuzzy price forecasting approach in deregulated electricity markets, 2005

[23] Kyoung-jae Kim, Financial time series forecasting using support vector machines, 2003

[24] Gonzalez AM, San Roque AM, Garcia-Gonzalez J. Modeling and forecasting electricity prices with input/output hidden Markov models, 2005

[25] Georgilakis PS. Market clearing price forecasting in deregulated electricity markets using adaptively trained neural networks, 2006

[26] Mandal P, Senjyu T, Funabashi T. Neural networks approach to forecast several hour ahead electricity prices and loads in deregulated market, 2006

[27] Li C, Wang S. Next-day power market clearing price forecasting using artificial fish-swarm based neural networks, 2006

[28] Gao F, Cao X, Papalexopoulous A. Forecasting power market clearing price and quantity using a neural network method, 2000

[29] Wang A, Ramsay B. A neural network based estimator for electricity spot pricing with particular reference to weekend and public holidays, 1998

[30] Yamin HY, Shahidehpour SM, Li Z. Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets, 2004

[31] Szkuta BR, Sanabria LA, Dillon TS. Electricity price short-term forecasting using artificial neural networks, 1999

[32] Gareta R, Romeo LM, Gil A. Forecasting of electricity prices with neural networks, 2006

[33] Lu X, Dong ZY, Li X. Electricity market price spike forecast with data mining techniques, 2005;

[34] Wu W, Zhou J, Mo L, Zhu C. Forecasting electricity market price spikes based on Bayesian expert with support vector machine, 2006

[35] Li E, Luh PB. Forecasting power market clearing price and its discrete PDF using a Bayesian-based classification method, 2001

[40] J.P.S. Catalão, S.J.P.S. Mariano, V.M.F. Mendes, L.A.F.M. Ferreira,Short-term electricity prices forecasting in a competitive market: A neural network approach, 2007

[41] J.P.S. Catalão, H.M.I. Pousinho, V.M.F. Mendes, Short-term electricity prices forecasting in a competitive market by a hybrid intelligent approach, 2011

[42] J. P. S. Catalão, H. M. I. Pousinho and V. M. F. Mendes, HybridWavelet-PSO-ANFIS Approach for Short-Term Electricity Prices Forecasting, 2011

[43] Javier Contreras, Rosario Espínola, Francisco J. Nogales, and Antonio J. Conejo, ARIMA Models to Predict Next-Day Electricity Prices, 2003

[44] Antonio J. Conejo, Javier Contreras, Rosa Espynola, Miguel A. Plazas, Forecasting electricity prices for a day-ahead pool-based electric energy market, 2005

[45] Antonio J. Conejo, Miguel A. Plazas, Rosa Espínola and Ana B. Molina, Day-Ahead Electricity Price Forecasting Using the Wavelet Transform and ARIMA Models, 2005

[46] Alberto Cruz, Antonio Munoz, Juan Luis Zamora, Rosa Espinola, The effect of wind generation and weekday on Spanish electricity spot price forecasting, 2011

[47] Reinaldo C. Garcia, Javier Contreras, Marco van Akkeren, and João Batista C. Garcia, A GARCH Forecasting Model to Predict Day-Ahead Electricity Prices, 2005

[48] Carolina García-Martos, Julio Rodríguez, María Jesús Sánchez, Forecasting electricity prices and their volatilities using Unobserved Components, 2011

[49] Carolina García-Martos, Julio Rodríguez, María Jesús Sánchez, Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities, 2013

[50] Raquel Gareta, Luis M. Romeo, Antonia Gil, Forecasting of electricity prices with neural networks, 2006

[51] Alicia Mateo González, Antonio Muñoz San Roque, and Javier García-González, Modeling and Forecasting Electricity Prices with Input/Output Hidden Markov Models, 2005

[52] Virginia González, Javier Contreras and Derek W. Bunn, Forecasting Power Prices Using a Hybrid Fundamental-Econometric Model, 2012

[53] João Lagarto, Jorge de Sousa Member, Álvaro Martins and Paulo Ferrão, Price forecasting in the day-ahead Iberian electricity market using a conjectural variations ARIMA model, 2012

[54] Alicia Troncoso Lora, Jesús M. Riquelme Santos, Antonio Gómez Expósito, José Luis Martínez Ramos, and José C. Riquelme Santos, Electricity Market Price Forecasting Based on Weighted Nearest Neighbors Techniques, 2007

[55] M. Pilar Muñoz, Cristina Corchero and F.-Javier Heredia, Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid, 2013

 

Mercado Ibérico de Eletricidade

 

[7] ERSE. "DESCRIÇÃO DO FUNCIONAMENTO DO MIBEL" retirado de:

http://www.cmvm.pt/CMVM/Cooperacao%20Internacional/Conselho%20Reguladores%20Mibel/Documents/Estudo_MIBEL_PT.PDF

[8] Sistema de informação de mercados de energia - Preços do mercado MIBEl retirados de:

http://www.mercado.ren.pt/PT/Electr/InfoMercado/Paginas/default.aspx

[5] "Informação Mensal do MIBEL" retirado de Entidade Reguladora dos Serviços Energéticos.

[6] Ortiz, M., Ukar, O., Barrio, R. and Azevedo, F., Study of Factors Affecting the Long-term SpanishElectricity Price Formation and CorrespondingValidation Using Long-term Forecast Models