Modeling and Forecasting Electricity Loads and Prices

This is an accessible introduction to load and price modeling in deregulated power markets. The book takes you from traditional load forecasting techniques developed for regulated markets to some cutting edge modeling techniques involving wavelet transforms or neural networks. Citations of the literature tell you where to look for mathematical details. I highly recommend the book for its "pipes and wires" perspective, which many financially oriented books lack. There is plenty of practical market knowledge here ...

For similar books, see sections:

Markets - Energy & Power

Markets - Emissions Trading

Financial Engineering - Energy & Weather

Math - Time Series Analysis

Math - Extreme Value Theory

Finance - Financial Econometrics

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