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Author (up) Ciarreta, A.; Martinez, B.; Nasirov, S. doi  openurl
  Title Forecasting electricity prices using bid data Type
  Year 2023 Publication International Journal of Forecasting Abbreviated Journal Int. J. Forecast.  
  Volume 39 Issue 3 Pages 1253-1271  
  Keywords  
  Abstract Market liberalization and the expansion of variable renewable energy sources in power systems have made the dynamics of electricity prices more uncertain, leading them to show high volatility with sudden, unexpected price spikes. Thus, developing more accurate price modeling and forecasting techniques is a challenge for all market par-ticipants and regulatory authorities. This paper proposes a forecasting approach based on using auction data to fit supply and demand electricity curves. More specifically, we fit linear (LinX-Model) and logistic (LogX-Model) curves to historical sale and purchase bidding data from the Iberian electricity market to estimate structural parameters from 2015 to 2019. Then we use time series models on structural parameters to predict day-ahead prices. Our results provide a solid framework for forecasting electricity prices by capturing the structural characteristics of markets.& COPY; 2022 The Author(s). Published by Elsevier B.V. on behalf of International Institute of Forecasters. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).  
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  Series Volume Series Issue Edition  
  ISSN 0169-2070 ISBN Medium  
  Area Expedition Conference  
  Notes WOS:001035472900001 Approved  
  Call Number UAI @ alexi.delcanto @ Serial 1850  
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Author (up) Villegas-Martinez, B.M.; Soto-Eguibar, F.; Moya-Cessa, H.M.; Hojman, S.A.; Asenjo, F.A. doi  openurl
  Title Non-Hermitian dynamics from Hermitian systems: Do-it-yourself Type
  Year 2024 Publication Modern Physics Letters B Abbreviated Journal Mod. Phys. Lett. B  
  Volume Early Access Issue Pages  
  Keywords PT symmetric Hamiltonians; non-unitary transformations; Wick rotation  
  Abstract We show that several Hamiltonians that are PT symmetric may be taken to Hermitian Hamiltonians via a non-unitary transformation and vice versa. Therefore, a recipe to produce tractable non-Hermitian Hamiltonians is given (a set of instructions to do it yourself). We also show that for some specific Hamiltonians such non-unitary transformations may be associated, via a fractional-Wick rotation, to complex time.  
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  Series Volume Series Issue Edition  
  ISSN 0217-9849 ISBN Medium  
  Area Expedition Conference  
  Notes WOS:001146681800004 Approved  
  Call Number UAI @ alexi.delcanto @ Serial 1942  
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