PL EN


2012 | 12 | 2 | 46-57
Article title

Modeling Gas Prices in Poland with an Application of the Vector Autoregression Method (VAR)

Authors
Title variants
Languages of publication
EN
Abstracts
EN
The paper presents examples of gas prices modeling in Poland by means of the VAR model (AutoRegression Vector Model). For comparison, the predictions are made for the models estimated by different variations of the generalized least squares method. The analysis is based on gas prices set by the Carpathian Gas Company after 2000 for the tariffs applied for individual customers. Thus, value forecasts were presented for this type of energy for the “ordinary” customers in the light of the existing regulations.
Keywords
EN
Publisher
Year
Volume
12
Issue
2
Pages
46-57
Physical description
Dates
published
2012-12-01
online
2013-07-30
Contributors
  • Rzeszow University of Technology Faculty of Management Department of Quantitative Methods Powstańców Warszawy 8, 35-959 Rzeszów, Poland, gmentel@prz.edu.pl
References
  • Haremza, W. & Deadman, D. (1997), Nowa ekonometria, Warszawa: PWE.
  • Kufel, T. (2007), Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL, Warszawa: Wydawnictwo Naukowe PWN.
  • Kusideł, E. (2000), Modele wektorowo-autoregresyjne VAR. Metodologia i zastosowania, Łódź: Wydawnictwo Absolwent.
  • Osińska, M. (2007), Ekonometria współczesna, Toruń: Wydawnictwo Dom Organizatora.
  • Shafiee, S. & Topal, E. (2010), A long-term view of worldwide fossil fuel prices, Applied Energy 87.[WoS]
  • Tłuczak, A. (2011), Wpływ czynników pogodowych na wielkość i ceny skupu pszenicy i żyta w Polsce, Woda - Środowisko - Obszary Wiejskie, t. 11, z. 4 (36).
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.doi-10_2478_v10031-012-0029-2
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