. . . . "978-972-99397-4-7" . . "This paper is focused on the possibilities of electricity modelling at deregulated European electricity market. First, characteristics of electricity price behaviour are described. Next, models frequently used for financial variables modelling are described. In the practical part, some models are proposed and statistically verified both for the prices and residuals. Results are compared and general conclusions are made."@en . . "\u010Cul\u00EDk, Miroslav" . . . "Aplikace dif\u00FAzn\u00EDch a ekonometrick\u00FDch model\u016F pro modelov\u00E1n\u00ED denn\u00EDch cen elekt\u0159iny na evropsk\u00E9m trhu"@cs . "Faro" . "9"^^ . . "410446" . "Application of diffusion and econometric models for daily electricity price modelling at the European electricity market"@en . . "Application of diffusion and econometric models for daily electricity price modelling at the European electricity market" . . "2"^^ . "Application of diffusion and econometric models for daily electricity price modelling at the European electricity market" . . . "[16B947825A3A]" . . . "This paper is focused on the possibilities of electricity modelling at deregulated European electricity market. First, characteristics of electricity price behaviour are described. Next, models frequently used for financial variables modelling are described. In the practical part, some models are proposed and statistically verified both for the prices and residuals. Results are compared and general conclusions are made." . . . "Valeck\u00FD, Ji\u0159\u00ED" . "2"^^ . . "P(GP402/07/P121), Z(MSM6198910007)" . . . "388-396" . "Aplikace dif\u00FAzn\u00EDch a ekonometrick\u00FDch model\u016F pro modelov\u00E1n\u00ED denn\u00EDch cen elekt\u0159iny na evropsk\u00E9m trhu"@cs . . "RIV/61989100:27510/07:00014902" . . . "Autocorrelation; autoregression; Breusch-Godfrey test; Durbin-Watson statistic; electricity; electricity price; geometric Brownian model; homoscedasticity; mean-reversion; jump process; Lagrange Multiplier; spot price; seasonality; Wiener process."@en . . . . "Proceeding of the IASK International Conference GLOBAL MANAGEMENT 2007" . "International Association for the Scientific Knowledge" . "P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159en na mo\u017Enosti modelov\u00E1n\u00ED cen elekt\u0159iny v Evrop\u011B. \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 . . . "RIV/61989100:27510/07:00014902!RIV08-MSM-27510___" . "Application of diffusion and econometric models for daily electricity price modelling at the European electricity market"@en . . "27510" .