Computing, Telecommunication and Control Информатика, телекоммуникации и управление 2687-0517 42 Построение линейных предикторов для подмножества выбросов в спотовых ценах на электроэнергию Melnik Alina Ivankov Alexey a.vnkv1@gmail.com 10 06 2008 3 60 240 245

The stochastic relation between jumps into the spot energy prices and temperature is investigated. The relation is assumed to be indirect. The jumps into temperature make impact to the spot energy prices through the jumps into the volume of transactions.

 электроэнергия спотовые цены стохастические модели