"Modelling of the day-ahead electricity prices in the european and U.S. markets" . . "2"^^ . "978-80-248-1457-5" . "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 . . . . "2"^^ . . "434433" . . . "2007-09-04+02:00"^^ . . . "RIV/61989100:27510/07:00020673!RIV10-GA0-27510___" . "Modelling of the day-ahead electricity prices in the european and U.S. markets"@en . "V\u0160B - TU Ostrava, Ekonomick\u00E1 fakulta" . "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." . "RIV/61989100:27510/07:00020673" . "10"^^ . "Modelling of the day-ahead electricity prices in the european and U.S. markets" . . "27510" . . "Valeck\u00FD, Ji\u0159\u00ED" . . . "Mathematical Methods in Economics" . . "\u010Cul\u00EDk, Miroslav" . . . "P(GP402/07/P121)" . . "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 . . . . . "Modelling of the day-ahead electricity prices in the european and U.S. markets"@en . . . . . "[EBC3E3133E53]" . . "Ostrava" . "Ostrava" . . . . "000262102500006" .