About: Modelling of the day-ahead electricity prices in the European and U.S. markets

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

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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) Příspěvek je zaměřen na možnosti modelování cen elektřiny v Evropě a USA. Článek je strukturován do následujících kapitol: nejprve jsou popsány základní charakteristiky chování cen elektřiny. Následně jsou popsány nejčastěji používané modely pro modelování náhodného vývoje finančních veličin. Praktická část článku je zaměřena na odvození modelů denních cen elektřiny a jejich statistickou verifikaci Výsledky jsou pak porovnány a učiněny všeobecné závěry. (cs)
Title	Modelling of the day-ahead electricity prices in the European and U.S. markets Modelování denních cen elektřiny na evropském a americkém trhu (cs) 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 Modelování denních cen elektřiny na evropském a americkém trhu (cs) Modelling of the day-ahead electricity prices in the European and U.S. markets (en)
skos:notation	RIV/61989100:27510/07:00014901!RIV08-MSM-27510___
http://linked.open.../vavai/riv/strany	296-312
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GP402/07/P121), Z(MSM6198910007)
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Valecký, Jiří Čulík, Miroslav
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	434434
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/07:00014901
http://linked.open...riv/jazykVysledku	eng - angličtina
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	spot price Autocorrelation autoregression seasonality mean-reversion process heteroscedasticity electricity price electricity Breusch-Godfrey test Durbin-Watson statistic Lagrange Multiplier Wiener process. geometric Brownian model homoscedasticity jump process
http://linked.open...ontrolniKodProRIV	[8320A7120774]
http://linked.open...i/riv/mistoVydani	Ostrava
http://linked.open...i/riv/nazevZdroje	Increasing competitiveness or Regional, national and Internationa Markets Development -New Challengs
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Real options and conditions and possibilities of their application in the energy sector
http://linked.open...UplatneniVysledku	2007
http://linked.open...iv/tvurceVysledku	Valecký, Jiří Čulík, Miroslav
http://linked.open...n/vavai/riv/zamer	Research of the reliability of power systems in connection with non-traditional ecological sources of energy and valuation of unsupplied energy
number of pages	16 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn	978-80-248-1458-2
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	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 Modelling of the day-ahead electricity prices in the European and U.S. markets

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