Abstract
The paper presents analysis of the seasonality of Italian daily electricity prices. Since the correct detection of the nature, stochastic or probabilistic, of the seasonality is crucial in ARIMA modeling, a test that allows such detection is presented. The application of this test to the Italian daily prices in the years 2008-11has pointed to the presence of deterministic seasonality in the short run. Nevertheless, seasonality has decreased in the last two years as consequence of a more balanced consumption of electricity over the week.
| Lingua originale | Inglese |
|---|---|
| Pagine | 1-4 |
| Numero di pagine | 4 |
| Stato di pubblicazione | Pubblicato - 1 gen 2012 |
| Evento | 46TH SCIENTIFIC MEETING OF THE ITALIAN STATISTICAL SOCIETY - Roma Durata: 1 gen 2012 → … |
???event.eventtypes.event.conference???
| ???event.eventtypes.event.conference??? | 46TH SCIENTIFIC MEETING OF THE ITALIAN STATISTICAL SOCIETY |
|---|---|
| Città | Roma |
| Periodo | 1/01/12 → … |
Keywords
- Electricity prices
- HEGY test
Fingerprint
Entra nei temi di ricerca di 'Deterministic or stochastic seasonality in daily electricity prices?'. Insieme formano una fingerprint unica.Cita questo
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver