ANALYSING THE PRICES OF ELECTRIC ENERGY ON THE POLISH COMMODITY EXCHANGE OF ENERGY

Philip. H. Franses. Time series models for business and economic forecasting. Cambridge University Press, 1998

Contreras, R. Espínola, F. J. Nogales, and A. J. Conejo . “ARIMA models to predict next-day elec tricity prices,” IEEE Trans. Power Syst., vol. 18, no. 3, pp. –1020, Aug. 2003.

Dąsal K., Poplawski T. Rusek B. Model trendu pełzającego w prognozowaniu zużycia energii elektrycznej małych odbiorców. Rynek Energii no. II(IV) 2009, pp. 324 -329 ISSN 1425-5960

Franses P.H., D.van Dijk. Nonlinear Time Series Models in Empirical Finance, Cambridge University Press, Cambridge 2004r.

Hastie T., Tibshirani R., Friedman J. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, 2009.

Hubert M., Rousseeuw P.J., Vanden Branden K. ROBPCA: a new approach to robust principal components analysis. Technometrics 47, 2005.

Jolliffe I.T. Principal component analysis. Springer, 2002.

Malko J., Wilczyński A. Rynki energii elektrycznej i regulacja – Komitet Studiów C5, Rynek Energii 2009 nr 2.

F.J. Nogales, J.Contreras, A. J. Conejo, and R. Espínola . “Forecasting next -day electricity prices by time series models,” IEEE Trans. Power Syst., vol. 17, no. 2 , pp. 342–348, May 2002. International Multidisciplinary Scientific GeoConfenferences SGEM 2015 www.sgem.org

Philip. H. Franses. Time series models for business and economic forecasting. Cambridge University Press, 1998

Contreras, R. Espínola, F. J. Nogales, and A. J. Conejo . “ARIMA models to predict next-day elec tricity prices,” IEEE Trans. Power Syst., vol. 18, no. 3, pp. –1020, Aug. 2003.

Dąsal K., Poplawski T. Rusek B. Model trendu pełzającego w prognozowaniu zużycia energii elektrycznej małych odbiorców. Rynek Energii no. II(IV) 2009, pp. 324 -329 ISSN 1425-5960

Franses P.H., D.van Dijk. Nonlinear Time Series Models in Empirical Finance, Cambridge University Press, Cambridge 2004r.

Hastie T., Tibshirani R., Friedman J. The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, 2009.

Hubert M., Rousseeuw P.J., Vanden Branden K. ROBPCA: a new approach to robust principal components analysis. Technometrics 47, 2005.

Jolliffe I.T. Principal component analysis. Springer, 2002.

Malko J., Wilczyński A. Rynki energii elektrycznej i regulacja – Komitet Studiów C5, Rynek Energii 2009 nr 2.

F.J. Nogales, J.Contreras, A. J. Conejo, and R. Espínola . “Forecasting next -day electricity prices by time series models,” IEEE Trans. Power Syst., vol. 17, no. 2 , pp. 342–348, May 2002. International Multidisciplinary Scientific GeoConfenferences SGEM 2015 www.sgem.org