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Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
[Estimating demand-price elasticity on the Hungarian electric energy market]

Author

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  • Hortay, Olivér
  • Szőke, Tamás

Abstract

A nettó rendszerterhelést és a tőzsdei árakat vizsgálva, napi frekvenciájú adatokon becsüljük meg a villamosenergia-kereslet árrugalmasságát Magyarországon. A piaci ár és a keresett mennyiség közötti endogén viszony okozta mérési problémák kezelésére az instrumentális változók módszerét alkalmazzuk. Megmutatjuk, hogy a különböző instrumentumokkal becsült modellváltozatok hasonló eredményre vezetnek, ami alátámasztja a becslések robusztusságát. A becslések alapján a fogyasztók összességében meglehetősen érzéketlenek a napi áringadozásokra, az együtthatók -0,029 és -0,055 között alakultak. Ezen túlmenően az egyes modellváltozatokat tesztelve és összehasonlítva nemcsak az árrugalmasságról, hanem a hasonló becslésekhez Magyarországon alkalmazható instrumentumok köréről is képet kapunk. Journal of Economic Literature (JEL) kód: C32, C36, C51, C52, Q41, Q47.

Suggested Citation

  • Hortay, Olivér & Szőke, Tamás, 2019. "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 788-804.
    • Handle: RePEc:ksa:szemle:1854
    DOI: 10.18414/KSZ.2019.7-8.788
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
    • Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting

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