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A villamos energia áralakulásának egy új modellje
[A new model for price movement in electric power]

Author

Listed:
  • Marossy, Zita

Abstract

A tanulmány az aukciós villamosenergia-tőzsdéken kialakuló óránkénti árak statisztikai jellemzőivel foglalkozik. Célja, hogy egyes legújabb kutatási eredmények alapján új megvilágításban mutassa be a villamos energia óránkénti árára jellemző főbb megállapításokat, amelyek a későbbiekben az ár modellezésének alapjául szolgálhatnak. A jelenségeket az EEX és Nord Pool áramtőzsdén kereskedett termékek árainak adatain szemlélteti. Látni fogjuk, hogy át kell értékelnünk több, a villamosenergia-árak statisztikai viselkedéséről alkotott meggondolást. Journal of Economic Literature (JEL) kód: C22, C16, C51, Q49.

Suggested Citation

  • Marossy, Zita, 2011. "A villamos energia áralakulásának egy új modellje [A new model for price movement in electric power]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 253-274.
    • Handle: RePEc:ksa:szemle:1228
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    References listed on IDEAS

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    Cited by:

    1. Nagy, Tamás, 2013. "A villamos erőművek szén-dioxid-kibocsátásának modellezése reálopciók segítségével [Modelling of the carbon dioxide emissions of a power plant, using real options]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 318-341.

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    More about this item

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other

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