Browsing ODA Open Digital Archive by Author "Rydin Gorjão, Leonardo"
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Electricity Price Forecasting using Multivariate Price Time Series
Demloj, Walid (Master thesis, 2023)Since the recent rise of European electricity prices, the field of electricity price forecasting (EPF) has gained increased popularity. With the renewable energy transition, the complexity of EPF has become more challenging ... -
Initial analysis of the impact of the Ukrainian power grid synchronization with Continental Europe
Rydin Gorjão, Leonardo (Energy Advances;, Peer reviewed; Journal article, 2022)When Russia invaded Ukraine on the 24th of February 2022, this led to many acts of solidarity with Ukraine, including support for its electricity system. Just 20 days after the invasion started, the Ukrainian and Moldovan ... -
jumpdiff: A Python Library for Statistical Inference of Jump-Diffusion Processes in Observational or Experimental Data Sets
Rydin Gorjão, Leonardo; Witthaut, Dirk; Lind, Pedro (Journal of Statistical Software;, Peer reviewed; Journal article, 2023)We introduce a Python library, called jumpdiff, which includes all necessary functions to assess jump-diffusion processes. This library includes functions which compute a set of non-parametric estimators of all contributions ...