About: Modelling of the day-ahead electricity prices in the european and U.S. markets     Goto   Sponge   Distinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • This paper is focused on the possibilities of electricity modelling at deregulated European and U.S. electricity market. First, characteristics of electricity price behaviour are described. Next, models frequently used for financial variables modelling are described. In the practical part, electricity day-ahead models are proposed and statistically verified (prices and residuals). Results are compared and general conclusions are made.
  • This paper is focused on the possibilities of electricity modelling at deregulated European and U.S. electricity market. First, characteristics of electricity price behaviour are described. Next, models frequently used for financial variables modelling are described. In the practical part, electricity day-ahead models are proposed and statistically verified (prices and residuals). Results are compared and general conclusions are made. (en)
Title
  • Modelling of the day-ahead electricity prices in the european and U.S. markets
  • Modelling of the day-ahead electricity prices in the european and U.S. markets (en)
skos:prefLabel
  • Modelling of the day-ahead electricity prices in the european and U.S. markets
  • Modelling of the day-ahead electricity prices in the european and U.S. markets (en)
skos:notation
  • RIV/61989100:27510/07:00020673!RIV10-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GP402/07/P121)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 434433
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/07:00020673
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Autocorrelation; autoregression; Breusch-Godfrey test; Durbin-Watson statistic; electricity; electricity price; geometric Brownian model; homoscedasticity; heteroscedasticity; mean-reversion process; jump process; Lagrange Multiplier; spot price; seasonality; Wiener process. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [EBC3E3133E53]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Mathematical Methods in Economics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Valecký, Jiří
  • Čulík, Miroslav
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000262102500006
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • VŠB - TU Ostrava, Ekonomická fakulta
https://schema.org/isbn
  • 978-80-248-1457-5
http://localhost/t...ganizacniJednotka
  • 27510
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 77 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software