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Report, 2010

Modeling Swedish Electricity Prices for 2000-2009

Kuljus, Kristi; Ranneby, Bo


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

    • UKÄ Subject classification

      Social Sciences
      Fish and Aquacultural Science
      Environmental Sciences related to Agriculture and Land-use
      Economics and Business

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