Modeling and Forecasting Wholesale Electricity Prices under Consideration of Wind and Solar Power
eBook - PDF

Modeling and Forecasting Wholesale Electricity Prices under Consideration of Wind and Solar Power

,
  1. 210 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Modeling and Forecasting Wholesale Electricity Prices under Consideration of Wind and Solar Power

,

About this book

Der deutsche Strommarkt unterliegt durch den zunehmenden Anteil der Stromerzeugung aus Erneuerbaren Energien einem fundamentalen Wandel. Von zentraler Bedeutung ist der Merit-Order-Effekt, der die Verdrängung konventioneller Stromerzeugung und damit einhergehende Preisminderungseffekte beschreibt. In der vorliegenden Arbeit werden in diesem Zusammenhang grundlegende Preiszusammenhänge des Großhandelsmarktes unter Berücksichtigung der Stromerzeugung aus Wind und Photovoltaik analysiert. Dies erfolgt zum einen über Paneldaten-Modelle, zum anderen werden über Zeitreihenmodelle Kurzfristprognosen erstellt. Dabei werden die folgenden Kernfragen der Arbeit thematisiert: Was ist der aktuelle Stand der wissenschaftlichen Forschung im Bereich Zeitreihenanalyse auf Großhandelsmärkten für Strom? Welche Zeitreihenmodelle weisen die beste Prognosequalität auf? Und: Welche Preiseffekte hat die Stromerzeugung aus Erneuerbaren Energien? Die Beantwortung erfolgt über umfangreiche Literaturanalysen und empirische Studien.

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Information

Publisher
Cuvillier Verlag
Year
2018
Print ISBN
9783736999381
eBook ISBN
9783736989382
Edition
1

Table of contents

  1. 1. Introduction
  2. 2. The German Electricity Market
  3. 3. Forecasting Performance of
  4. 4. Forecasting Performance of Time Series Models: Empirical Study
  5. 5. The Effect of Wind and Solar Power on Electricity Prices
  6. 6. Conclusion