Title :
A resonating model for the power market and its calibration
Author :
Lucheroni, Carlo
Author_Institution :
Dept. of Math. & Inf., Univ. of Camerino, Camerino, Italy
Abstract :
This paper describes a simple way to estimate a recently introduced nonlinear stochastic power market model based on the stochastically resonating spiking mechanism.
Keywords :
calibration; power markets; power system economics; stochastic processes; calibration; nonlinear stochastic power market model; power market; power system economics; stochastic resonating spiking mechanism; Calibration; Equations; Informatics; Mathematical model; Mathematics; Nonlinear dynamical systems; Power markets; Power system modeling; Solid modeling; Stock markets; Stochastic processes; power system economics; time series analysis;
Conference_Titel :
Energy Market, 2009. EEM 2009. 6th International Conference on the European
Conference_Location :
Leuven
Print_ISBN :
978-1-4244-4455-7
DOI :
10.1109/EEM.2009.5207157
