Review article
Mathematical Model of the Electricity Prices on the Spot Market
V. Uran
Full text: croatian pdf 1.787 Kb
page 202-217
downloads: 672
cite
APA 6th Edition
Uran, V. (2006). Mathematical Model of the Electricity Prices on the Spot Market. Journal of Energy, 55 (2), 202-217. Retrieved from https://hrcak.srce.hr/3615
MLA 8th Edition
Uran, V.. "Mathematical Model of the Electricity Prices on the Spot Market." Journal of Energy, vol. 55, no. 2, 2006, pp. 202-217. https://hrcak.srce.hr/3615. Accessed 8 Mar. 2025.
Chicago 17th Edition
Uran, V.. "Mathematical Model of the Electricity Prices on the Spot Market." Journal of Energy 55, no. 2 (2006): 202-217. https://hrcak.srce.hr/3615
Harvard
Uran, V. (2006). 'Mathematical Model of the Electricity Prices on the Spot Market', Journal of Energy, 55(2), pp. 202-217. Available at: https://hrcak.srce.hr/3615 (Accessed 08 March 2025)
Vancouver
Uran V. Mathematical Model of the Electricity Prices on the Spot Market. Journal of Energy [Internet]. 2006 [cited 2025 March 08];55(2):202-217. Available from: https://hrcak.srce.hr/3615
IEEE
V. Uran, "Mathematical Model of the Electricity Prices on the Spot Market", Journal of Energy, vol.55, no. 2, pp. 202-217, 2006. [Online]. Available: https://hrcak.srce.hr/3615. [Accessed: 08 March 2025]
Full text: english pdf 1.787 Kb
page 202-217
downloads: 483
cite
APA 6th Edition
Uran, V. (2006). Mathematical Model of the Electricity Prices on the Spot Market. Journal of Energy, 55 (2), 202-217. Retrieved from https://hrcak.srce.hr/3615
MLA 8th Edition
Uran, V.. "Mathematical Model of the Electricity Prices on the Spot Market." Journal of Energy, vol. 55, no. 2, 2006, pp. 202-217. https://hrcak.srce.hr/3615. Accessed 8 Mar. 2025.
Chicago 17th Edition
Uran, V.. "Mathematical Model of the Electricity Prices on the Spot Market." Journal of Energy 55, no. 2 (2006): 202-217. https://hrcak.srce.hr/3615
Harvard
Uran, V. (2006). 'Mathematical Model of the Electricity Prices on the Spot Market', Journal of Energy, 55(2), pp. 202-217. Available at: https://hrcak.srce.hr/3615 (Accessed 08 March 2025)
Vancouver
Uran V. Mathematical Model of the Electricity Prices on the Spot Market. Journal of Energy [Internet]. 2006 [cited 2025 March 08];55(2):202-217. Available from: https://hrcak.srce.hr/3615
IEEE
V. Uran, "Mathematical Model of the Electricity Prices on the Spot Market", Journal of Energy, vol.55, no. 2, pp. 202-217, 2006. [Online]. Available: https://hrcak.srce.hr/3615. [Accessed: 08 March 2025]
Abstract
The price on the electricity market is constantly changing. Owing to the characteristics of electricity the future movement of the price is relatively hard to predict. For this reason the following three processes are applied: the process of the future electricity price movement according to the geometric Brownian motion, the mean reversion process, and the price spikes process. The paper discusses all three processes, including their definitions, formulas and applications, as well as their upsides and downsides.
Keywords
price; electricity; price processes
Hrčak ID:
3615
URI
https://hrcak.srce.hr/3615
Publication date:
28.4.2006.
Article data in other languages:
croatian
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