Modeling Swedish Electricity Prices for 2000-2009

Sammanfattning

This work presents an empirical approach to modeling Swedish electricity prices, where the expected mean price will be independent of past prices. Linear regression is used for modeling the mean price and autoregressive time series models for describing the behavior of the regression residuals. The estimated model can be used for investigating what influence the explanatory variables in the regression model have on the Swedish area price

Publicerad i

Research report (Centre of Biostochastics)
2010, nummer: 2010: 06, sidor: 1-18
Utgivare: Centre of Biostochastics, Swedish University of Agricultural Sciences

SLU författare

• Kuljus, Kristi

  • Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
    

• Ranneby, Bo

  • Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Fisk- och akvakulturforskning
Miljö- och naturvårdsvetenskap

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/31757