Kuljus, Kristi
- Department of Forest Economics, Swedish University of Agricultural Sciences
Report2010
Modeling Swedish Electricity Prices for 2000-2009
Kuljus, Kristi; Ranneby, Bo
Abstract
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
Published in
Research report (Centre of Biostochastics)
2010, number: 2010: 06, pages: 1-18
Publisher: Centre of Biostochastics, Swedish University of Agricultural Sciences
SLU Authors
Ranneby, Bo
- Department of Forest Economics, Swedish University of Agricultural Sciences
- Department of Forest Economics, Swedish University of Agricultural Sciences
UKÄ Subject classification
Fish and Aquacultural Science
Environmental Sciences related to Agriculture and Land-use
Permanent link to this page (URI)
https://res.slu.se/id/publ/31757