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Wind speed modeled as an indexed semi‐Markov process

Author

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  • Guglielmo D'Amico
  • Filippo Petroni
  • Flavio Prattico

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Suggested Citation

  • Guglielmo D'Amico & Filippo Petroni & Flavio Prattico, 2013. "Wind speed modeled as an indexed semi‐Markov process," Environmetrics, John Wiley & Sons, Ltd., vol. 24(6), pages 367-376, September.
    • Handle: RePEc:wly:envmet:v:24:y:2013:i:6:p:367-376
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    File URL: http://hdl.handle.net/10.1002/env.2215
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    Cited by:

    1. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2015. "Economic performance indicators of wind energy based on wind speed stochastic modeling," Applied Energy, Elsevier, vol. 154(C), pages 290-297.
    2. Brecht Verbeken & Marie-Anne Guerry, 2021. "Discrete Time Hybrid Semi-Markov Models in Manpower Planning," Mathematics, MDPI, vol. 9(14), pages 1-13, July.
    3. Tang, Jie & Brouste, Alexandre & Tsui, Kwok Leung, 2015. "Some improvements of wind speed Markov chain modeling," Renewable Energy, Elsevier, vol. 81(C), pages 52-56.
    4. G. D'Amico & F. Petroni & F. Prattico, 2013. "Semi-Markov Models in High Frequency Finance: A Review," Papers 1312.3894, arXiv.org.
    5. Ambach, Daniel & Schmid, Wolfgang, 2015. "Periodic and long range dependent models for high frequency wind speed data," Energy, Elsevier, vol. 82(C), pages 277-293.
    6. Mohamed Chaouch, 2023. "Probabilistic Wind Speed Forecasting for Wind Turbine Allocation in the Power Grid," Energies, MDPI, vol. 16(22), pages 1-15, November.
    7. Guglielmo D’Amico & Fulvio Gismondi & Filippo Petroni, 2020. "Insurance Contracts for Hedging Wind Power Uncertainty," Mathematics, MDPI, vol. 8(8), pages 1-16, August.
    8. Guglielmo D’Amico & Giovanni Masala & Filippo Petroni & Robert Adam Sobolewski, 2020. "Managing Wind Power Generation via Indexed Semi-Markov Model and Copula," Energies, MDPI, vol. 13(16), pages 1-21, August.
    9. Guglielmo D'Amico & Filippo Petroni, 2013. "Multivariate high-frequency financial data via semi-Markov processes," Papers 1305.0436, arXiv.org.
    10. D׳Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2015. "Reliability measures for indexed semi-Markov chains applied to wind energy production," Reliability Engineering and System Safety, Elsevier, vol. 144(C), pages 170-177.
    11. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2017. "Insuring wind energy production," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 542-553.
    12. D’Amico, Guglielmo & Petroni, Filippo & Prattico, Flavio, 2014. "Wind speed and energy forecasting at different time scales: A nonparametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 59-66.

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