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The paper presents simulations of long-term forecasts concepts of the energy market in Poland. The study was based on the quotations conducted on the Polish Power Exchange. The methodology of analysis was based on a risk analysis of securities and more specifically on the the Value at Risk. On the basis of that measure there were conducted forecasts with a longer time horizon both for the quotations of the major indexes of the above exchange as well as the stock price changes which take place every day.

Energy market in the context of long-term forecasts