Andere Kunden interessierten sich auch für
![Pricing and Forecasting Carbon Markets]( "Pricing and Forecasting Carbon Markets")
Pricing and Forecasting Carbon Markets66,99 €![Stochastic Non-Excitable Systems with Time Delay]( "Stochastic Non-Excitable Systems with Time Delay")
Stochastic Non-Excitable Systems with Time Delay37,99 €![Risk Estimation on High Frequency Financial Data]( "Risk Estimation on High Frequency Financial Data")
Risk Estimation on High Frequency Financial Data37,99 €![Tackling the Inverse Problem for Non-Autonomous Systems]( "Tackling the Inverse Problem for Non-Autonomous Systems")
Tackling the Inverse Problem for Non-Autonomous Systems74,99 €![Statistical Analysis and Forecasting of Economic Structural Change]( "Statistical Analysis and Forecasting of Economic Structural Change")
Statistical Analysis and Forecasting of Economic Structural Change37,99 €![Introduction to Time Series and Forecasting]( "Introduction to Time Series and Forecasting")
Introduction to Time Series and Forecasting67,99 €![Anomaly Detection in Random Heterogeneous Media]( "Anomaly Detection in Random Heterogeneous Media")
Anomaly Detection in Random Heterogeneous Media37,99 €
The master thesis of Kevin Berk develops a stochastic model for the electricity demand of small and medium-sized companies that is flexible enough so that it can be used for various business sectors. The model incorporates the grid load as an exogenous factor and seasonalities on a daily, weekly and yearly basis. It is demonstrated how the model can be used e.g. for estimating the risk of retail contracts. The uncertainty of electricity demand is an important risk factor for customers as well as for utilities and retailers. As a consequence, forecasting electricity load and its risk is now an integral component of the risk management for all market participants.