000K  utf8
1100  $c2007
1500  ger
2050  urn:nbn:de:hbz:464-20210122-190151-2
2051  10.17185/duepublico/73770
3000  Weber, Christoph
4000  Strompreismodellierung$dBerücksichtigung empirischer Verteilungen für nicht-speicherbare Güter am Beispiel Elektrizität  [Weber, Christoph]
4209  Die den Strompreis bedingenden besonderen Merkmale des nicht-speicherbaren Produktes Elektrizität werden in diesem Artikel aus empirischer Sicht näher betrachtet und evaluiert.
4209  This article deals with price modelling for non-storable commodities, using the example of electricity, whilst taking into account empirical distributions. With the liberalisation of energy markets in the past number of years, electricity has become a commodity, very much like copper, oil or orange juice. Yet a key difference to most other commodities is that electricity is nonstorable. As a consequence, market equilibriums have to be established for each hour of a day and electricity prices may vary from one hour to the next. The article describes a method to analyse and simulate these hourly prices using a combination of various modern econometric techniques. These allow accounting for deterministic and cyclical effects, non-normality in distributions, and correlation of prices between hours and autocorrelation of prices for subsequent days.
4950  https://doi.org/10.17185/duepublico/73770$xR$3Volltext$534
4950  https://nbn-resolving.org/urn:nbn:de:hbz:464-20210122-190151-2$xR$3Volltext$534
4961  https://duepublico2.uni-due.de/receive/duepublico_mods_00073770
5051  330