https://yuxiading.github.io/tags/renewable-energy/Renewable EnergyHugo Blox Builder (https://hugoblox.com)en-usMon, 01 Jun 2026 00:00:00 +0000https://yuxiading.github.io/media/icon_hu_982c5d63a71b2961.pnghttps://yuxiading.github.io/tags/renewable-energy/https://yuxiading.github.io/projects/electricity-market-dynamics/Mon, 01 Jun 2026 00:00:00 +0000https://yuxiading.github.io/projects/electricity-market-dynamics/<p>This project conducts an integrated time-series analysis of the DE-AT-LU day-ahead electricity market using 32,849 hourly observations from 2015 to 2018. It examines electricity-load forecasting, renewable-energy integration, price dynamics, and market volatility.</p> <p>An enhanced SARIMAX model incorporates renewable generation, calendar effects, and Fourier harmonics, reducing the out-of-sample MAPE from 18.73% to 11.45%. VAR models, Granger-causality tests, impulse-response functions, and forecast-error variance decomposition are used to study dynamic interactions among wind generation, solar generation, electricity load, and day-ahead prices.</p> <p>The project also develops an ARX(7)-GARCH(1,1)-skew-t model to capture persistent volatility, heavy tails, and asymmetric downside risk. The analysis indicates that supply-demand fundamentals explain 28.8% of 20-day price uncertainty.</p>