DEVELOPMENT OF ELECTRICITY AND GAS PRICES

被引：0

作者：

Petrach, Filip ^{[1
]}

Matasova, Tereza ^{[2
]}

Cerna, Cbarbora ^{[1
]}

机构：

[1] Inst Technol & Business Ceske Budejovice, Okruzni 517-10, Ceske Budejovice, Czech Republic

[2] Pan European Univ, Spalena 76-14, Prague, Czech Republic

来源：

AD ALTA-JOURNAL OF INTERDISCIPLINARY RESEARCH | 2023年 / 13卷 / 02期

关键词：

Electricity; natural gas; price development; extreme events; correlation;

D O I：

暂无

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Energy prices are a widely discussed topic and their development influences everyday life of every person. This paper deals with the development of electricity and natural gas prices in the years 2017 - 2022 with the aim to evaluate this development and determine the impact of extreme events on this development. For the purposes of describing the development, the descriptive analysis of electricity and natural gas time series was used. The impact of extreme events represented by the COVID-19 pandemic was determined using the correlation analysis. The results show that in the monitored period, the development of electricity prices was more stable that the prices of natural gas. However, the correlation between the average increment in the number of patients with COVID-19 and the prices of energy commodities could not be confirmed. To prove the influence the above extreme events, a more complex analysis would be necessary, which would include other factors that could have an impact on energy prices.

引用

页码：300 / 304

页数：5

共 17 条

[1] The Impacts of the Russia-Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets [J].

Alam, Md. Kausar ;

Tabash, Mosab I. ;

Billah, Mabruk ;

Kumar, Sanjeev ;

Anagreh, Suhaib .

JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2022, 15 (08)

[2] Russia's invasion of Ukraine: assessment of the humanitarian, economic, and financial impact in the short and medium term [J].

Astrov, Vasily ;

Ghodsi, Mahdi ;

Grieveson, Richard ;

Holzner, Mario ;

Kochnev, Artem ;

Landesmann, Michael ;

Pindyuk, Olga ;

Stehrer, Robert ;

Tverdostup, Maryna ;

Bykova, Alexandra .

INTERNATIONAL ECONOMICS AND ECONOMIC POLICY, 2022, 19 (02) :331-381

[3] Distributional modeling and forecasting of natural gas prices [J].

Berrisch, Jonathan ;

Ziel, Florian .

JOURNAL OF FORECASTING, 2022, 41 (06) :1065-1086

[4]

Busu M., 2019, A correlation analysis of the spot market prices of the Romanian electricity sector, DOI [10.2478/mmcks-2019-0010, DOI 10.2478/MMCKS-2019-0010]

[5] Price Leadership and Volatility Linkages between Oil and Renewable Energy Firms during the COVID-19 Pandemic [J].

De Blasis, Riccardo ;

Petroni, Filippo .

ENERGIES, 2021, 14 (09)

[6] The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method [J].

Dmytrow, Krzysztof ;

Landmesser, Joanna ;

Bieszk-Stolorz, Beata .

ENERGIES, 2021, 14 (13)

[7] Analyzing dynamic impacts of different oil shocks on oil price [J].

Gong, Xu ;

Chen, Liqiang ;

Lin, Boqiang .

ENERGY, 2020, 198

[8] The Anatomy of Unaffordable Electricity in Northern Europe in 2021 [J].

Jaaskelainen, Jaakko ;

Huhta, Kaisa ;

Syri, Sanna .

ENERGIES, 2022, 15 (20)

[9] Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach [J].

Khan, Khalid ;

Su, Chi-Wei ;

Zhu, Meng Nan .

ENERGY, 2022, 239

[10] The Causal Linkage between Energy Price and Food Price [J].

Kirikkaleli, Dervis ;

Darbaz, Ibrahim .

ENERGIES, 2021, 14 (14)

← 1 2 →