Enerji ve Çevre Dünyası 97. Sayı (Ekim 2012)

Makale O Elektrik Piyasası ve Özelleştirmeler [4] Conejo, A.J., Plazas, M.A., Espinola, R., Molina, AB. [15] Engle, R.F. •�utoregressive Conditional Heteroscedas- "Day-ahead Electricity Price Forecasting Using the Wavelet Transform and ARIMA Models" IEEE Transactions on Power Systems 20 (2), pp. 1035-1042, 2005 [S] Contreras, J., Espinola, R., Nogales, F.J., Conejo, ticity with Estimates of the Variance of United Kingdom lnflation" Econometrica 50, pp. 987-1007, 1982. [16] Mugele, Ch., Rachev, S.T and Trück, S. "Stable Modeling of Different European Power Markets" lnvestment Management and Financial lnnovations A.C. •�RIMA Models to Predict Next-Day Electri- 2(3), pp. 65-85, 2005. city Prices" IEEE Transactions on Power Systems 18 [17] Swider, D.J. and Weber, C. "Extended ARMA Mo- (3), 2005. dels for Estimating Price Developments on Day- [6] Kim, Chang-il, ln-Keun Yu, Song YH "Prediction of System Marginal Prices of Electricity Using Wavelet Transform Analysis" Energy Convers Manage 2002 (43), 1839-1851. [7] Haiteng, X., Niimura, T "Short-Term Electricity Price Modeling and Forecasting Using Wavelets and Multivariate Time Series" IEEE Power Systems Conference and Exposition PES, no 1, 10-13 October 2004. [8] Zhou M, Yan Z, Ni Y, Li G. •�n ARIMA approach to forecasting electricity price with accuracy improvement by predicted errors" Proceedings of IEEE Power Engineering Society General Meeting, Vol. 1; 6-1 O June 2004. p. 233-8. [9] Zhou M, Yan Z, Ni YX, Li G, Nie Y "Electricity price forecasting with confidence-interval estimation through an extended ARIMA approach". IEE Proc Generation Trans Distribution 2006; 1 53(2): 187-95. [ 1 O] Weron, R., Misiorek, A. "Forecasting Spot Electricity Prices: A Comparison of Parametric and Semiparametric Time Series Models" lnternational Journal of Forecasting 24, 744-763, 2008. [ 11] Nogales, F.J., Contreras, J., Conejo, A.J., Espinola, R. "Forecasting Next-Day Electricity Prices by Time Series Models" IEEE Transactions on Power Systems 17 (2), pp. 342-348, 2008. [ 12] Schmutz, A. and Elkuch, P. "Electricity price forecasting: Application and experience in the European power markets" Proceedings of the 6th IAEE European Conference,Zurich, 2004. [ 13] Torro, H. "Forecasting Weekly Electricity Prices at Nord Pool" Nota di Lavoro 88.2007. [ 14] Guirguis, H.S. and Felder, F.A. "Further advances in forecasting day-ahead electricity prices using time series models" KIEE lnternational Transactions on PE 4-A(3), pp. 159-166, 2004. 58 ENERJi ve ÇEVRE DÜNYASI EKIM2012 Ahead Electricity Market" Electric Power Systems Research 77(5/6), pp. 583-593, 2006. [18] Garcia, R.C., Contreras, J., van Akkeren, M. and Garcia, J.B.C. •� GARCH Forecasting Model to Predict Day-ahead Electricity Prices" IEEE Transactions on Power Systems 20(2), pp. 867-874, 2006. [19] Misiorek, A., Trück, S., Weron, R. "Point and lnterval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models" Stud. Nonlinear Dynamics & Econometrics, 10(3), Art. 2, 2006. [20] Huisman, R., Mahieu, R. "RegimeJumps in Electricity Prices" Energy Economics 25, pp. 425-434, 2003. [21] Huisman, R., de Jong, C. "Option Pricing for Power Prices with Spikes" Energy Power Risk Management 7.1 l,pp. 12-16,2003. [22] Aggarwal, S.K., Saini, L.M., Kumar, A. "Electricity Price Forecasting in Deregulated Markets: A Review and Evaluation" Electrical Power and Energy Systems 31, pp. 13-22, 2009. [23] Amjady N, Hemmati M. "Energy price forecasting - problems and proposals for such predictions" IEEE Power Energy Mag 2006 (March-April), pp. 20-9. [24] Pino, R., Parreno, J., Gomez, A., Priore, P. "Forecasting Next Day Price of Electricity in the Spanish Electricity Market Using Artificial Neural Networks" Engineering Applications of Artificial lntelligence 2 1 , pp. 53-62, 2008. [25] Chogumaira, E. ve Hiyama, T "Estimation of ShortTerm Wholesale Electricity Prices Using A Combination of Artificial Neural Networks and Fuzzy Logic" The lnternational Conference on Electrical Engineering 2008, No. 0-184. [26] Singal, D. and Swarup, K. S. "Electricity Price Forecasting Using Artificial Neural Networks" Electrical Power and Energy Systems 33, pp. 550-555, 20 1 1 Bu makale ICCl20 l 2'de bildiri olarak sunulmuştur.

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