20.500.12556/DKUM-47921 PREDVIDEVANJE MARGINALNE CENE ELEKTRIČNE ENERGIJE NA BORZI SOUTHPOOL ZA DAN VNAPREJ PREDICTING OF MARGINAL ELECTRICITY PRICE ON THE SOUTHPOOL ENERGY EXCHANGE FOR THE DAY-AHEAD MARKET V magistrskem delu se obravnava predvidevanje dnevne marginalne cene, ki se oblikuje na trgu za dan vnaprej. Delo se usmerjena v kratkoročno napovedovanje za dan vnaprej z znanimi podatki do prejšnjega dne. V nalogi je predstavljen elektroenergetski trg v Sloveniji, članici Evropske unije. Predstavljeno je delovanje sistema od proizvodnje do porabe s poudarkom na pomembnostih, ki vplivajo na trgovanje. Opisano je tudi delovanje borze, na katero se raziskava nanaša. Predvidevanje električne energije je izvedeno z linearnimi ekonometričnimi modeli, ki zajemajo borzne podatke časovnih vrst z dodanimi drugimi spremenljivkami. Rezultati predvidevanja kažejo, da lahko s takšnim modelom napovemo ceno električne energije za dan vnaprej, z dovolj majhnim intervalom napake. Proposed master thesis deals with the predicting of the daily marginal price determined by the market for the day ahead. The work focused on the short-term forecasting for the day ahead with known data until the previous day. The paper presents the electricity market in Slovenia, a member of the European Union. Presents the operation of the system from production to consumption with an emphasis on the importance of having an impact on trade. It also describes the operation of the power exchange on which the investigation relates. Prediction is carried out with linear econometric models, which include time series energy exchange data with the addition of other variables. Results projections show, that such model can predict the price of electricity for the day ahead, with enough small interval of error. trgovanje z energijo predvidevanje cen BSP SouthPool elektroenergetski trg borzne cene ekonometrija energy trading price forecasting predicting of price BSP SouthPool electricity market exchange prices econometrics true true false [A. Petrej] Slovenski jezik Angleški jezik Magistrsko delo/naloga 2015-04-27 11:35:16 2015-06-02 08:34:47 2022-05-23 03:07:00 2021-05-08 03:21:28 2015 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 339.17:621.31(043.2) 19065366 URN:SI:UM:DK:XAPDQ4G1 MAG_Petrej_Ales_2015.pdf MAG_Petrej_Ales_2015.pdf 1 14C15F829CCB1EBC278918302E8FA6CB 04c587925b10009b60beadda3044ed0de209582aaaeba58751b1835c6189207c a0e0f574-7c0b-11eb-bb7a-00155d0001ca https://dk.um.si/Dokument.php?lang=slv&id=71610 Fakulteta za elektrotehniko, računalništvo in informatiko 0 0 0