Scenario generation and probabilistic forecasting analysis of spatio-temporal wind speed series with multivariate autoregressive volatility models
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DOI: 10.1016/j.apenergy.2019.02.015
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- Anderson Mitterhofer Iung & Fernando Luiz Cyrino Oliveira & André Luís Marques Marcato, 2023. "A Review on Modeling Variable Renewable Energy: Complementarity and Spatial–Temporal Dependence," Energies, MDPI, vol. 16(3), pages 1-24, January.
- Zhao, Xinyu & Bai, Mingliang & Yang, Xusheng & Liu, Jinfu & Yu, Daren & Chang, Juntao, 2021. "Short-term probabilistic predictions of wind multi-parameter based on one-dimensional convolutional neural network with attention mechanism and multivariate copula distribution estimation," Energy, Elsevier, vol. 234(C).
- Lan, Hai & Zhang, Chi & Hong, Ying-Yi & He, Yin & Wen, Shuli, 2019. "Day-ahead spatiotemporal solar irradiation forecasting using frequency-based hybrid principal component analysis and neural network," Applied Energy, Elsevier, vol. 247(C), pages 389-402.
- Tsai, I-Chun, 2024. "Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source," Energy Policy, Elsevier, vol. 188(C).
- Carlo Lucheroni & Carlo Mari, 2021. "Internal hedging of intermittent renewable power generation and optimal portfolio selection," Annals of Operations Research, Springer, vol. 299(1), pages 873-893, April.
- Li, Jinghua & Zhou, Jiasheng & Chen, Bo, 2020. "Review of wind power scenario generation methods for optimal operation of renewable energy systems," Applied Energy, Elsevier, vol. 280(C).
- Yang, Hongming & Liang, Rui & Yuan, Yuan & Chen, Bowen & Xiang, Sheng & Liu, Junpeng & Zhao, Huan & Ackom, Emmanuel, 2022. "Distributionally robust optimal dispatch in the power system with high penetration of wind power based on net load fluctuation data," Applied Energy, Elsevier, vol. 313(C).
- Kleiman, Rachel M. & Characklis, Gregory W. & Kern, Jordan D. & Gerlach, Robin, 2021. "Characterizing weather-related biophysical and financial risks in algal biofuel production," Applied Energy, Elsevier, vol. 294(C).
- Zhang, Wenyu & Zhang, Lifang & Wang, Jianzhou & Niu, Xinsong, 2020. "Hybrid system based on a multi-objective optimization and kernel approximation for multi-scale wind speed forecasting," Applied Energy, Elsevier, vol. 277(C).
- Belqasem Aljafari & Subramanian Vasantharaj & Vairavasundaram Indragandhi & Rhanganath Vaibhav, 2022. "Optimization of DC, AC, and Hybrid AC/DC Microgrid-Based IoT Systems: A Review," Energies, MDPI, vol. 15(18), pages 1-30, September.
- Zhang, Yi & Cheng, Chuntian & Cao, Rui & Li, Gang & Shen, Jianjian & Wu, Xinyu, 2021. "Multivariate probabilistic forecasting and its performance’s impacts on long-term dispatch of hydro-wind hybrid systems," Applied Energy, Elsevier, vol. 283(C).
- Zhu, Anfeng & Zhao, Qiancheng & Shi, Zhaoyao & Yang, Tianlong & Zhou, Ling & Zeng, Bing, 2024. "A novel combined model based on advanced optimization algorithm, and deep learning model for abnormal wind speed identification and reconstruction," Energy, Elsevier, vol. 312(C).
- Gargallo, Pilar & Lample, Luis & Miguel, Jesús A. & Salvador, Manuel, 2024. "Sequential management of energy and low-carbon portfolios," Research in International Business and Finance, Elsevier, vol. 69(C).
- Jafarzadeh Ghoushchi, Saeid & Manjili, Sobhan & Mardani, Abbas & Saraji, Mahyar Kamali, 2021. "An extended new approach for forecasting short-term wind power using modified fuzzy wavelet neural network: A case study in wind power plant," Energy, Elsevier, vol. 223(C).
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More about this item
Keywords
Wind dynamics; Stochastic dynamical systems; Forecasting models; Renewable energy finance; Risk assessment and management;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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