Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

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Econometric modeling of electricty price in a renewables - rich environment. Comaprative study of Polish and Dutch power modeling.

2013/09/N/HS4/03751

Keywords:

Bayesian filtering cointegration Bayesian model selection Bayesian Model Averaging Value at Risk electricty prices

Descriptors:

  • HS4_3: Econometrics, statistical methods

Panel:

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

Host institution :

Uniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny

woj. łódzkie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Łukasz Gątarek 

Number of co-investigators in the project: 2

Call: PRELUDIUM 5 - announced on 2013-03-15

Amount awarded: 144 750 PLN

Project start date (Y-m-d): 2014-04-01

Project end date (Y-m-d): 2017-03-31

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled