21 resultados para Peterloo Massacre, Manchester, England, 1819.
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
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Doctoral dissertation, University of Jyväskylä
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Abstract
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Electricity spot prices have always been a demanding data set for time series analysis, mostly because of the non-storability of electricity. This feature, making electric power unlike the other commodities, causes outstanding price spikes. Moreover, the last several years in financial world seem to show that ’spiky’ behaviour of time series is no longer an exception, but rather a regular phenomenon. The purpose of this paper is to seek patterns and relations within electricity price outliers and verify how they affect the overall statistics of the data. For the study techniques like classical Box-Jenkins approach, series DFT smoothing and GARCH models are used. The results obtained for two geographically different price series show that patterns in outliers’ occurrence are not straightforward. Additionally, there seems to be no rule that would predict the appearance of a spike from volatility, while the reverse effect is quite prominent. It is concluded that spikes cannot be predicted based only on the price series; probably some geographical and meteorological variables need to be included in modeling.
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Nimeke muilla kielillä:
Описанiе путешетвиiя государя Императора Александра 1., изъ станцiи Ниссиле въ город Каяну во время послѣднаго вояжа Его величества въ Ведикое княжество Финляндское лѣтомъ 1819 года
Schilderung der Fahrt des Kejsers Alexander von der Station Nissilä nach der Stadt Kaiana auf der letzten Reise Seiner Majestät in dem Gross-Fürstenthume Finland während des Sommers 1819.
Relation du trajet de l’Empereur Alexandre de la station Nissilä à la ville de Kaïana duran le dernier voyage de sa majesté dans le Grand Duché de Finlande pendant l’été 1819.
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Soitinnus: Piano.
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Rauhallista liikenteen ja ihmisten ääniä Manchesterissä.
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Inv: Med Guds Hjelp.
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Kirjallisuusarvostelu
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9 x 15 cm
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With two maps and several illustrations
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Kartta kuuluu A. E. Nordenskiöldin kokoelmaan