Research Group in Energy Analytics

Department of Statistics

Selected Publications in Energy Analytics

  • Nogales, F.J., Contreras, J., Conejo, A.J., and Espínola, R. "Forecasting Next-Day Electricity Prices by Time Series Models" IEEE Transactions on Power Systems,Vol. 17, No. 2, pp. 342-348, 2002.

  • Contreras, J., Espínola, R., Nogales, F.J., Conejo, A.J. "ARIMA Models to Predict Next-Day Electricity Prices" (with J. Contreras, R. Espínola and A.J. Conejo). IEEE Transactions on Power Systems, Vol. 18, No. 3, pp. 1014-1020, 2003.

  • Miguel A. Plazas, Antonio J. Conejo and Francisco J. Prieto, "Multimarket Optimal Bidding for a Power Producer." IEEE Transactions on Power Systems, Vol. 20 (4),pp. 2041–2050 (2005).

  • C. Gonzalez, J. Juan, J. Mira, F.J. Prieto and M.J. Sanchez, "Reliability Analysis for Systems with Large Hydro Resources in a Deregulated Electric Power Market." IEEE Transactions on Power Systems, Vol. 20 (1), pp. 90–95 (2005).

  • Nogales, F.J., Conejo, A.J. "Electricity Price Forecasting through Transfer Function Models". Journal of the Operational Research Society, 57, pp. 350-356, 2006.

  • Alonso, A.M., García-Martos, C., Rodríguez, J. and Sánchez, M.J. "Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting", Technometrics, 53 (2), 137–151, 2011.

  • 17. E. Kuznetsova, Y. Li, C. Ruiz, E. Zio. An integrated framework of agent-based modelling and robust optimization for microgrid energy management. Applied Energy, 129:70-88, Sep. 2014.

  • J. Kazempour, C. Ruiz and A. J. Conejo. Strategic Bidding for a Large Consumer. IEEE Transactions on Power Systems. 30(2):848-856, March 2015.

  • C. Ruiz and A. J. Conejo. Robust Transmission Expansion Planning. European Journal of Operational Research, 242(2015): 390-401.

  • A. M. Alonso, G. Bastos and C. García-Martos. Electricity Price Forecasting by Averaging Dynamic Factor Models. Energies, 9(8), 600, 2016. doi:10.3390/en9080600

  • A. Alonso and D. Peña. Clustering time series by linear dependency. Statistics and Computing, 1-22, 2018. doi:10.1007/s11222-018-9830-6

  • C. Ruiz, F.J. Nogales, and FJ Prieto. Retail Equilibrium with Switching Consumers in Electricity Markets. Networks and Spatial Economics, 18(1): 145-180, 2018. doi:10.1007/s11067-018-9384-3

Contact

Department of Statistics
Universidad Carlos III de Madrid
+34 91624 9848/47
francisco.garcia-saavedra@uc3m.es

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