| Records |
| Author |
Ciarreta, A.; Martinez, B.; Nasirov, S. |
| Title |
Forecasting electricity prices using bid data |
Type |
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| Year |
2023 |
Publication |
International Journal of Forecasting |
Abbreviated Journal |
Int. J. Forecast. |
| Volume |
39 |
Issue |
3 |
Pages |
1253-1271 |
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| 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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| ISSN |
0169-2070 |
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| Notes |
WOS:001035472900001 |
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UAI @ alexi.delcanto @ |
Serial |
1850 |
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| Author |
Asenjo, F.A.; Hojman, S.A.; Villegas-Martinez, B.M.; Moya-Cessa, H.M.; Soto-Eguibar, F. |
| Title |
Supersymmetric behavior of polarized electromagnetic waves in anisotropic media |
Type |
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| Year |
2024 |
Publication |
Modern Physics Letters A |
Abbreviated Journal |
Mod. Phys. Lett. A |
| Volume |
39 |
Issue |
06 |
Pages |
2450013 |
| Keywords |
Electromagnetic waves; supersymmetry; anisotropic media |
| Abstract |
A medium with specific anisotropic refractive indices can induce a supersymmetric behavior in the propagation of polarized electromagnetic waves, in an analog fashion to a quantum mechanical system. The polarizations of the wave are the ones which behave as superpartners from each other. For this to happen, the anisotropy of the medium must be transverse to the direction of propagation of the wave, with different refractive indices along the direction of each polarization, being in this way a biaxial medium. These refractive indices must be complex and follow a very specific relation in order to trigger the supersymetric response of the electromagnetic wave, each of them with spatial dependence on the longitudinal (propagation) direction of the wave. In this form, in these materials, different polarized light can be used to test supersymmetry in an optical fashion. |
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| ISSN |
0217-7323 |
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| Notes |
WOS:001183591300003 |
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UAI @ alexi.delcanto @ |
Serial |
1969 |
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| Author |
Villegas-Martinez, B.M.; Soto-Eguibar, F.; Moya-Cessa, H.M.; Hojman, S.A.; Asenjo, F.A. |
| Title |
Non-Hermitian dynamics from Hermitian systems: Do-it-yourself |
Type |
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| Year |
2024 |
Publication |
Modern Physics Letters B |
Abbreviated Journal |
Mod. Phys. Lett. B |
| Volume |
Early Access |
Issue |
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Pages |
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| 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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0217-9849 |
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| Notes |
WOS:001146681800004 |
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UAI @ alexi.delcanto @ |
Serial |
1942 |
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