"RIV/61989100:27510/07:00014901!RIV08-MSM-27510___" . . . "RIV/61989100:27510/07:00014901" . "978-80-248-1458-2" . "P(GP402/07/P121), Z(MSM6198910007)" . "Modelov\u00E1n\u00ED denn\u00EDch cen elekt\u0159iny na evropsk\u00E9m a americk\u00E9m trhu"@cs . . . . "434434" . "16"^^ . "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 . "Modelling of the day-ahead electricity prices in the European and U.S. markets" . . "Increasing competitiveness or Regional, national and Internationa Markets Development -New Challengs" . . . "[8320A7120774]" . "Modelling of the day-ahead electricity prices in the European and U.S. markets" . "27510" . . . . . "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." . "Modelov\u00E1n\u00ED denn\u00EDch cen elekt\u0159iny na evropsk\u00E9m a americk\u00E9m trhu"@cs . . . "P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159en na mo\u017Enosti modelov\u00E1n\u00ED cen elekt\u0159iny v Evrop\u011B a USA. \u010Cl\u00E1nek je strukturov\u00E1n do n\u00E1sleduj\u00EDc\u00EDch kapitol: nejprve jsou pops\u00E1ny z\u00E1kladn\u00ED charakteristiky chov\u00E1n\u00ED cen elekt\u0159iny. N\u00E1sledn\u011B jsou pops\u00E1ny nej\u010Dast\u011Bji pou\u017E\u00EDvan\u00E9 modely pro modelov\u00E1n\u00ED n\u00E1hodn\u00E9ho v\u00FDvoje finan\u010Dn\u00EDch veli\u010Din. Praktick\u00E1 \u010D\u00E1st \u010Dl\u00E1nku je zam\u011B\u0159ena na odvozen\u00ED model\u016F denn\u00EDch cen elekt\u0159iny a jejich statistickou verifikaci V\u00FDsledky jsou pak porovn\u00E1ny a u\u010Din\u011Bny v\u0161eobecn\u00E9 z\u00E1v\u011Bry."@cs . . . . "Vysok\u00E1 \u0161kola b\u00E1\u0148sk\u00E1 - Technick\u00E1 univerzita Ostrava" . . . . . . "Modelling of the day-ahead electricity prices in the European and U.S. markets"@en . "Valeck\u00FD, Ji\u0159\u00ED" . "Ostrava" . "2"^^ . . . . "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 . "\u010Cul\u00EDk, Miroslav" . "Modelling of the day-ahead electricity prices in the European and U.S. markets"@en . "296-312" . . "2"^^ . . . . .