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Der schweizerische Aussenhandel mit elektrischer Energie

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Abstract

Die zeitliche Verfügbarkeit von Daten für den grenzüberschreitenden Handel mit elektrischer Energie steht im Widerspruch zum Wunsch, die Warenhandelsstatistik möglichst früh zu publizieren. Seit einigen Jahren erstellt die KOF monatlich eine Kurzfristprognose für den grenzüberschreitenden Stromhandel der Schweiz für die eidgenössische Zollverwaltung, die in die aktuellsten offiziellen Handelsstatistiken Eingang findet. Die hier vorgestellte Analyse beurteilt ex post die Qualität der erstellten Prognosen und stellt auch die zurzeit verwendeten Modelle dar. Die Auswertung zeigt, dass die verwendete univariate ARIMA-Modellierung im Allgemeinen besser abschneidet als die alternative naive Prognose in Form des Vorjahreswerts. In den Daten sind jedoch Struktur verschiebungen enthalten, die mit einer univariaten Modellierung schwer bzw. nur mit Verzögerung zu erkennen sind.

Suggested Citation

  • Erdal Atukeren & Yngve Abrahamsen, 2012. "Der schweizerische Aussenhandel mit elektrischer Energie," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 6(4), pages 57-70, December.
    • Handle: RePEc:kof:anskof:v:6:y:2012:i:4:p:57-70
    DOI: 10.3929/ethz-a-005427569
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    References listed on IDEAS

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    1. Soares, Lacir Jorge & Souza, Leonardo Rocha, 2006. "Forecasting electricity demand using generalized long memory," International Journal of Forecasting, Elsevier, vol. 22(1), pages 17-28.
    2. Conejo, Antonio J. & Contreras, Javier & Espinola, Rosa & Plazas, Miguel A., 2005. "Forecasting electricity prices for a day-ahead pool-based electric energy market," International Journal of Forecasting, Elsevier, vol. 21(3), pages 435-462.
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