This HTML5 document contains 43 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n20http://localhost/temp/predkladatel/
n8http://purl.org/net/nknouf/ns/bibtex#
n11http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F61989100%3A27510%2F08%3A00018583%21RIV09-GA0-27510___/
n15http://linked.opendata.cz/resource/domain/vavai/projekt/
n6http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n13http://linked.opendata.cz/ontology/domain/vavai/
n12https://schema.org/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n4http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n5http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n17http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n14http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n18http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n9http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n16http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F08%3A00018583%21RIV09-GA0-27510___
rdf:type
skos:Concept n13:Vysledek
dcterms:description
The business structure of the electricity generating sector is relatively easy to predict, if the environment is regulated. After the successful deregulation of some sectors, there has been movement toward deregulation and liberalization in many European countries. This process has important impact on the most market participants, from the electricity generators, distributing utilities to the final consumers. As a consequence of power sector liberalization, price modeling and forecasting has emerged as an important input to a wide range of decision problems in the electricity sector. Electricity prices have become extremely volatile compared to prices in other commodity markets and choices of appropriate model for modeling and forecasting have a large effect on the solution to many decision problems. To find the most suitable model including deriving its parameters, the choice of appropriate set of input data that includes relevant information about behavior of electricity prices is important, as wel The business structure of the electricity generating sector is relatively easy to predict, if the environment is regulated. After the successful deregulation of some sectors, there has been movement toward deregulation and liberalization in many European countries. This process has important impact on the most market participants, from the electricity generators, distributing utilities to the final consumers. As a consequence of power sector liberalization, price modeling and forecasting has emerged as an important input to a wide range of decision problems in the electricity sector. Electricity prices have become extremely volatile compared to prices in other commodity markets and choices of appropriate model for modeling and forecasting have a large effect on the solution to many decision problems. To find the most suitable model including deriving its parameters, the choice of appropriate set of input data that includes relevant information about behavior of electricity prices is important, as wel Cílem příspěvku je je analýza a možnosti aplikace vybraných modelů pro predikci denních cen elektřiny na evropském trhu. Pro predikci denních cen jsou aplikovány difuzní a ekonometrické modely. Studie vychází z denních průměrných cen elektřiny v letech 2006-2007, predikce je provedena pro leden roku 2008. Výsledky predikce použitých modelů jsou porovnány a diskutovány.
dcterms:title
Predikce a simulace cen elektřiny ELECTRICITY PRICE FORECASTING AND SIMULATION ELECTRICITY PRICE FORECASTING AND SIMULATION
skos:prefLabel
ELECTRICITY PRICE FORECASTING AND SIMULATION Predikce a simulace cen elektřiny ELECTRICITY PRICE FORECASTING AND SIMULATION
skos:notation
RIV/61989100:27510/08:00018583!RIV09-GA0-27510___
n4:aktivita
n14:P
n4:aktivity
P(GP402/07/P121)
n4:dodaniDat
n16:2009
n4:domaciTvurceVysledku
n6:4690907 n6:9300295
n4:druhVysledku
n18:D
n4:duvernostUdaju
n10:S
n4:entitaPredkladatele
n11:predkladatel
n4:idSjednocenehoVysledku
365756
n4:idVysledku
RIV/61989100:27510/08:00018583
n4:jazykVysledku
n17:eng
n4:klicovaSlova
Electricity price; forecasting; confidence interval; Geometric Brownian Motion; mean-reversion process.
n4:klicoveSlovo
n5:forecasting n5:Geometric%20Brownian%20Motion n5:confidence%20interval n5:Electricity%20price n5:mean-reversion%20process.
n4:kontrolniKodProRIV
[CC0255F1BDE5]
n4:mistoVydani
Liberec
n4:nazevZdroje
Mathematical Methods in Economics
n4:obor
n9:AH
n4:pocetDomacichTvurcuVysledku
2
n4:pocetTvurcuVysledku
2
n4:projekt
n15:GP402%2F07%2FP121
n4:rokUplatneniVysledku
n16:2008
n4:tvurceVysledku
Valecký, Jiří Čulík, Miroslav
s:numberOfPages
1
n8:hasPublisher
Technická univerzita v Liberci
n12:isbn
978-80-7372-387-3
n20:organizacniJednotka
27510