- Tytuł:
- The Classification of Spot Contracts from POLPX and EEX
- Autorzy:
-
Ganczarek-Gamrot, Alicja
Glensk, Barbara
Trzpiot, Grażyna - Powiązania:
- https://bibliotekanauki.pl/articles/591154.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Analiza empiryczna
Analizy głównych komponentów
Metody statystyczne
Przemysł energetyczny
Empirical analysis
Power industry
Principal Component Analysis
Statistical methods - Opis:
- The aim of this paper is to show and compare different levels of risk during a day and during a week on spot markets from the Polish Power Exchange (POLPX) and the European Energy Exchange (EEX). Based on Principal Component Analysis (PCA) the classification of contracts from the two power exchanges was made. The classification was made for linear rates of return of 24 contracts listed on the power exchanges from 01.2009 to 24.10.2012. Additionally, the 24 contracts were divided into seven groups dependent on the day of a week. Based on these data sets the classification of risk during a week was made.
- Źródło:
-
Studia Ekonomiczne; 2013, 162; 50-60
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł