CEU Electronic Theses and Dissertations, 2021
| Author | Khan Baloch, Muhammad Mazahir |
|---|---|
| Title | Simulation Model for Electricity Market Price |
| Summary | The report describes the simulation model of electricity market price to improve the Energy Risk management process. The report includes the critical analysis of a simulation model build by client which requires an extensive understanding of current independent variables and their correlation with each other. This also requires an understanding of their significance with time frame and pattern in the data which is identified not only by using time series analysis method but also by applying various logics and arguments, in order to create simulation model. Further, the report also explains a new price simulation model using seasonal decomposition method and the reinforcement learning techniques. |
| Supervisor | Szilagyi, Peter |
| Department | Economics MSc |
| Full text | https://www.etd.ceu.edu/2021/baloch_mazahir.pdf |
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