Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Panagiotis G. Papaioannou"'
Autor:
George P. Papaioannou, Christos Dikaiakos, George Evangelidis, Panagiotis G. Papaioannou, Dionysios S. Georgiadis
Publikováno v:
Energies, Vol 8, Iss 10, Pp 11770-11799 (2015)
We study the co-evolution of the dynamics or co-movement of two electricity markets, the Italian and Greek, by studying the dynamics of their wholesale day-ahead prices, simultaneously in the time-frequency domain. Co-movement is alternatively referr
Externí odkaz:
https://doaj.org/article/1ea3c4f414d94ba8ba56d41096450892
Publikováno v:
Energies, Vol 9, Iss 8, p 635 (2016)
In this work we propose a new hybrid model, a combination of the manifold learning Principal Components (PC) technique and the traditional multiple regression (PC-regression), for short and medium-term forecasting of daily, aggregated, day-ahead, ele
Externí odkaz:
https://doaj.org/article/7c0bc8987e5a4031a4a3023cac438207
Publikováno v:
Chaos (Woodbury, N.Y.). 32(8)
We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At th
Autor:
Anargyros Dramountanis, Athanasios Dagoumas, Panagiotis G. Papaioannou, Christos Dikaiakos, George P. Papaioannou
Publikováno v:
Energy. 142:1083-1103
This work aims to detect the impact of fundamentals and regulatory reforms on the Greek Wholesale Electricity Market, applying SARMAX/GARCH models. The System Marginal Price (SMP) is considered a stochastic, nonlinear process, reflecting not only the
Autor:
Panagiotis G. Papaioannou, George P. Papaioannou, Kostas Sietos, Akylas Stratigakos, Christos Dikaiakos
Publikováno v:
Journal of Mathematical Finance. :990-1033
Liberalization of electricity markets has increasingly created the need for understanding the volatility and correlation structure between electricity, financial and energy commodity markets. This work reveals the existence of structural changes in c
Autor:
Constantinos I. Siettos, Thomas Dionysopoulos, Lucia Russo, Dietmar Janetzko, Panagiotis G. Papaioannou, Francesco Giannino
Publikováno v:
EUSPN/ICTH
By monitoring the time evolution of the most liquid Futures contracts traded globally as acquired using the Bloomberg API from 03 January 2000 until 15 December 2014 we were able to forecast the S&P 500 index beating the “Buy and Hold” trading st
Publikováno v:
Energies; Volume 9; Issue 8; Pages: 635
Energies, Vol 9, Iss 8, p 635 (2016)
Energies, Vol 9, Iss 8, p 635 (2016)
In this work we propose a new hybrid model, a combination of the manifold learning Principal Components (PC) technique and the traditional multiple regression (PC-regression), for short and medium-term forecasting of daily, aggregated, day-ahead, ele
Autor:
Panagiotis G. Papaioannou, George P. Papaioannou, Dionysios Georgiadis, Christos Dikaiakos, George Evangelidis
Publikováno v:
Energies
Volume 8
Issue 10
Pages 11770-11799
Energies, 8 (10)
Energies, Vol 8, Iss 10, Pp 11770-11799 (2015)
Volume 8
Issue 10
Pages 11770-11799
Energies, 8 (10)
Energies, Vol 8, Iss 10, Pp 11770-11799 (2015)
We study the co-evolution of the dynamics or co-movement of two electricity markets, the Italian and Greek, by studying the dynamics of their wholesale day-ahead prices, simultaneously in the time-frequency domain. Co-movement is alternatively referr