Modeling Swedish Electricity Prices for 2000-2009

• 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

Subject headings

LANTBRUKSVETENSKAPER  -- Lantbruksvetenskap, skogsbruk och fiske -- Fisk- och akvakulturforskning (hsv//swe)

AGRICULTURAL SCIENCES  -- Agriculture, Forestry and Fisheries -- Fish and Aquacultural Science (hsv//eng)

LANTBRUKSVETENSKAPER  -- Annan lantbruksvetenskap -- Miljö- och naturvårdsvetenskap (hsv//swe)

AGRICULTURAL SCIENCES  -- Other Agricultural Sciences -- Environmental Sciences related to Agriculture and Land-use (hsv//eng)

SAMHÄLLSVETENSKAP  -- Ekonomi och näringsliv (hsv//swe)

SOCIAL SCIENCES  -- Economics and Business (hsv//eng)

Publication and Content Type

vet (subject category)

rap (subject category)