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  • 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)
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  • 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
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  • 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
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
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  • 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
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  • VŠB - TU Ostrava, Ekonomická fakulta
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  • 978-80-248-1457-5
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  • 27510
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