Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Structural analysis of wholesale electricity market with SVAR models: assessment of effects of renewable energy sources on the level and variability of electricity prices.

2016/21/D/HS4/00515

Keywords:

SVAR electricity prices conditional heteroscedasticity

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Politechnika Wrocławska

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Katarzyna Maciejowska 

Number of co-investigators in the project: 1

Call: SONATA 11 - announced on 2016-03-15

Amount awarded: 148 450 PLN

Project start date (Y-m-d): 2017-02-23

Project end date (Y-m-d): 2022-02-22

Project duration:: 60 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Notebook z bazą dokującą (10 000 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  • Book publications / chapters in book publications (1)
  1. A portfolio management of a small RES utility with a SVAR model of German electricity market
    Authors:
    Katarzyna Maciejowska
    Academic press:
    Operations Research and Decisions (rok: 2022, tom: Vol. 32, No. 4, strony: 75-90), Wydawca: Wroclaw University of Science and Technology
    Status:
    Published
    DOI:
    10.37190/ord220405 - link to the publication
  2. Assessing the impact of renewable energy sources on the electricity price level and variability - a quantile regression approach
    Authors:
    Katarzyna Maciejowska
    Academic press:
    Energy Economics (rok: 2020, tom: 85, art. 104532, strony: 45313), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2019.104532 - link to the publication
  3. Day-ahead vs. intraday - forecasting the price spread to maximize economic benefits
    Authors:
    Katarzyna Maciejowska, Weronika Nitka, Tomasz Weron
    Academic press:
    Energies (rok: 2019, tom: 12(4), 631, strony: 45306), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/en12040631 - link to the publication
  4. PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
    Authors:
    Katarzyna Maciejowska, Bartosz Uniejewski, Tomasz Serafin
    Academic press:
    Energies (rok: 2020, tom: 13, strony: 45310), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/en13143530 - link to the publication
  1. Electricity price forecasting
    Authors:
    Katarzyna Maciejowska Rafał Weron,
    Book:
    Wiley StatsRef: Statistics Reference Online (rok: 2019, tom: 99, strony: 45299), Wydawca: John Wiley & Sons
    Status:
    Published

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