Modelling and Forecasting Volatility on Electric Power Exchange SEEPEX | Zendy

Ivica Terzić | Zendy; Zoran Jeremić | Zendy; Tatjana Latas | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Modelling and Forecasting Volatility on Electric Power Exchange SEEPEX

Author(s) -

Ivica Terzić,

Zoran Jeremić,

Tatjana Latas

Publication year - 2021

Publication title -

management journal of sustainable business and management solutions in emerging economies

Language(s) - English

Resource type - Journals

eISSN - 2406-0658

pISSN - 1820-0222

DOI - 10.7595/management.fon.2021.0002

Subject(s) - volatility (finance) , economics , autoregressive conditional heteroskedasticity , econometrics , electricity market , financial economics , electricity , engineering , electrical engineering

SEEPEX a.d. Beograd is a licensed operator in an organised electricity market launched early in 2016. Clearly, SEEPEX is a very young power exchange in the early stages of development, making the time series required for an analysis of trade and overall market performance rather short. The authors studied trade data available between the birth of SEEPEX and the end of 2019, which is a long enough period to draw conclusions as to the possibility of predicting volatility and the price of power traded on SEEPEX in the observed period.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research