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TU Berlin

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Research

In recent years our group developed a database on energy markets that is updated daily. It includes, among others, time series of all available information on energy bid and ask curves at international Energy Exchanges (e.g. EEX, Nordpool, OMEL, PJM) hourly and daily market clearing spot and future prices of electricity, gas, coal, oil, oil products and EUA at these and other energy exchanges, market results of control energy auctions in the four German power control zones, hydro storage capacity in Scandinavia and the alpine region and their filling levels, capacities and filling levels of natural gas storages, temperature forecasts and realized temperatures, wind power forecasts and wind power supply.

In cooperation with the industry we have also large data set of ¼ h and minute-by-minute load profiles of individual customers (households, industrial customers) which had been used for developing statistical distribution functions of individual power demand.

In addition to that, our competences include:

  • Advanced econometric models such as Garch-MODELS, VAR-Models, Pooled Time Series
  • Forecasting and scenario development
  • Energy optimization problems
  • Monte-Carlo-Simulation of models with stochastic variables

Some of our areas of interest are depicted below. Please feel free to browse our site for more information.

Lupe

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