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@inproceedings{1578077,
author = {Sedláček, Pavel and Láncošová, Elena},
address = {Brno},
booktitle = {Proceedings of the 16th International Scientific Conference European Financial Systems 2019, od s. 510-515, 664 s. 2019.},
keywords = {electricity; futures; prices; prediction},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {978-80-210-9338-6},
pages = {510-515},
publisher = {Masaryk University},
title = {Prediction of Electricity Prices, Comparison of Germany and the Czech Republic},
url = {https://is.muni.cz/do/econ/sborniky/2019/Proceedings_final.pdf},
year = {2019}
}
TY - JOUR
ID - 1578077
AU - Sedláček, Pavel - Láncošová, Elena
PY - 2019
TI - Prediction of Electricity Prices, Comparison of Germany and the Czech Republic
PB - Masaryk University
CY - Brno
SN - 9788021093386
KW - electricity
KW - futures
KW - prices
KW - prediction
UR - https://is.muni.cz/do/econ/sborniky/2019/Proceedings_final.pdf
L2 - https://is.muni.cz/do/econ/sborniky/2019/Proceedings_final.pdf
N2 - This paper analyzes time series that might have an impact on prices of energy commodities. Analysis and econometric modelling reveal which time series are corelated and how and the difference of Czech and German commodity exchange markets. This is input for further modelling of forecasting tool for electricity future prices prediction in near future. Selected time series are electricity and gas prices, contracted quantity per day, oil prices, coal prices, prices of emission allowances, weather (temperature and sunlight defining the consumption of energies), prices of electricity on day ahead market, currency exchange rate (EUR/CZK and EUR/USD) and correlation of particular week day. For the predicted value was chosen price of electricity on EEX for Germany and Czech Republic. The product is future “Cal+1” (product delivery is in next year) and time series were selected for period 1/2015-12/2018.
ER -
SEDLÁČEK, Pavel and Elena LÁNCOŠOVÁ. Prediction of Electricity Prices, Comparison of Germany and the Czech Republic. In \textit{Proceedings of the 16th International Scientific Conference European Financial Systems 2019, od s. 510-515, 664 s. 2019.}. Brno: Masaryk University, 2019, p.~510-515. ISBN~978-80-210-9338-6.
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