A Novel Semiparametric Structural Model for Electricity Forward Curves

Author:

Dietze Marina1,Chavarry Iago1,Freire Ana Carolina2,Valladao Davi3,Street Alexandre1ORCID,Fleten Stein-Erik3ORCID

Affiliation:

1. Department of Electrical Engineering of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio), Rio de Janeiro, Brazil

2. LAMPS Company, Brazil

3. Department of Industrial Engineering, Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio), Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Rio de Janeiro, Brazil

Funder

ENEVALAMPS PUC-Rio R&D

NTRANS research centre

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Electrical and Electronic Engineering,Energy Engineering and Power Technology

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