Electricity Apprising by virtue of Two-factor Mean-Reversion Model on the Czech Electricity Market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F07%3A00014910" target="_blank" >RIV/61989100:27510/07:00014910 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Electricity Apprising by virtue of Two-factor Mean-Reversion Model on the Czech Electricity Market
Original language description
The paper is devoted to the description of the electricity market in the Czech Republic. Furthermore, apprising methods of spot and forward electicity instruments are described and explained, including basic assumptions. Two-factor mean-reversion model is explained and applied. Applicaation of the model on daily electricity market in the Czech Republic market is introduced, computed, verified and discussed.
Czech name
Oceňování energií v prostředí dvou-faktorového mean-reversion modelu na českém trhu energií
Czech description
Příspěvek je věnován problematice trhu s elektřinou v České republice. Popsíny jsou metody oceňování spotových a forwardových cen. Vysvětlen je dloufaktorový mean-reversion model. Uvedena je aplikace modelu na denním trhu s elektřinou.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2007
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ECON 07
ISSN
0862-7908
e-ISSN
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Volume of the periodical
14
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
5
Pages from-to
270-274
UT code for WoS article
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EID of the result in the Scopus database
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