Polish day-ahead electricity market prices. Features analysis

• Autorzy: Bobinaite, V. , Juozapaviciene, A. , Staniewski, M. , Szczepankowski, P.

Warianty tytułu

PL

Analiza czynnikowa cen dnia następnego na rynku energii elektrycznej w Polsce

• Języki publikacji: PL

Abstrakty

EN

The goal of this article is to better understand electricity market price formation processes in Poland through an analysis of the features (volatility and spikes) of Polish day-ahead electricity market prices. The following indicators have been calculated to determine electricity market price volatility: the oscillation coefficient; the coefficient of variation; the standard deviation indicator; the daily velocity indicator, which is based on the overall average price; and the daily velocity indicator, which is based on daily average price. Critical values for electricity market price have been calculated to evaluate price spikes. This analysis reveals that Polish electricity market price volatility is moderate. Electricity price spikes have been an observable phenomenon in Polish day-ahead electricity markets, encompassing 3.15% of the time period analysed in Poland.

PL

Artykuł przedstawia wyniki analizy wybranych czynników (cech) kształtujących ceny energii elektrycznej dnia następnego. Ma na celu przybliżenie i lepsze zrozumienie procesów kształtujących ceny rynkowe energii elektrycznej w Polsce. Analizę oparto m.in. na badaniu zmienności cen energii elektrycznej i wyliczono w tym zakresie następujące współczynniki: wahań cen, ich zmienności statystycznej, odchylenia standardowego oraz dziennej szybkości zmiany cen, związanej z porównywaniem ich średnich dziennych wielkości. Wartości krytyczne rynkowej ceny energii elektrycznej zostały obliczone w celu oszacowania wielkości skoków cenowych. Analiza pokazuje, że zmienność cen energii elektrycznej na rynku polskim jest umiarkowana. Zaobserwowane zjawisko skoków cen dnia następnego na rynku energii elektrycznej w Polsce opisuje nieco ponad 3% ogólnej zmiany cen w całym analizowanym okresie.

Słowa kluczowe

PL

rynek dnia następnego; cena; skok cenowy; zmienność

EN

day-ahead market; price; spikes; volatility

• Czasopismo: Rynek Energii
• Rocznik: 2012
• Tom: Nr 5
• Strony: 101--111
• Opis fizyczny: Bibliogr. 33 poz., rys., tab.

Twórcy

autor

Bobinaite, V.

• Laboratory of Energy Systems Research, Lithuanian Energy Institute in Kaunas, Breslaujos str. 3, Kaunas LT-44403, Lithuania,

autor

Juozapaviciene, A.

• Economics and International Trade Department at Faculty of Economics and Management, Kaunas University of Technology, Laisvės av. 55, Kaunas, Lithuania,

autor

Staniewski, M.

• Faculty of Management and Finance, University of Finance and Management in Warsaw, 55 Pawia Str., 01-030 Warsaw, Poland,

autor

Szczepankowski, P.

• Faculty of Management and Finance, University of Finance and Management in Warsaw, 55 Pawia Str., 01-030 Warsaw, Poland,

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