Az extrém ármozgások statisztikai jellemzői a magyar áramtőzsdén (The statistical characteristics of extreme price movements in the Hungarian power exchange)

2010. július 20-án megkezdte működését a magyar áramtőzsde, a HUPX. 2010. augusztus 16-án az első napokban tapasztalt 45-60 euró megawattórás ár helyett egyes órákban 2999 eurós árral szembesültek a piaci szereplők. A kiemelkedően magas árak megjelenése nem szokatlan az áramtőzsdéken a nemzetközi tapasztalatok szerint, sőt a kutatások kiemelten foglalkoznak az ún. ártüskék okainak felkutatásával, valamint megjelenésük kvantitatív és kvalitatív elemzésével. A cikkben a szerző bemutatja, milyen eredmények születtek a kiugró árak statisztikai vizsgálatai során a szakirodalomban, illetve azok következtetései hogyan állják meg a helyüket a magyar árak idősorát figyelembe véve. A szerző bemutat egy modellkeretet, amely a villamosenergia-árak viselkedését a hét órái szerint periodikusan váltakozó paraméterű eloszlásokkal írja le. A magyar áramtőzsde rövid története sajnos nem teszi lehetővé, hogy a hét minden órájára külön áreloszlást illeszthessünk. A szerző ezért a hét óráit két csoportba sorolja az ár eloszlásának jellege alapján: az ártüskék megjelenése szempontjából kockázatos és kevésbé kockázatos órákba. Ezután a HUPX-árak leírására felépít egy determinisztikus, kétállapotú rezsimváltó modellt, amellyel azonosítani lehet a kockázatos és kevésbé kockázatos órákat, valamint képet kaphatunk az extrém ármozgások jellegéről. / === / On 20th July, 2010 the Hungarian Power Exchange, the HUPX started its operation. On 16th August in certain hours the markets participants faced € 2,999 price instead of in the first days experienced 45-60 euros/mwh. According to the international experiences the appearance of the extremely high prices hasn’t been unusual in the power exchanges, the researches have focused exploring the causes of the so-called spikes and quantitative and qualitative analysis of those appearances. In this article the author describes what results were determined on statistical studies of outstanding prices in the literature, and how their conclusions stand up into account the time series of the Hungarian prices. The author presents a model framework which describes the behavior of electricity prices in the seven hours of periodically varying parameters. Unfortunately the brief history of the Hungarian Power Exchange does not allow to suit specific prices for each hour of week. Therefore the author classifies the hours of the week in the two groups based on the nature of price dispersion: according to the appearance of spikes to risky and less risky classes. Then for describing the HUPX prices the author builds a deterministic two-state, regime-changing model, which can be identified the risky and less risky hours, and to get a picture of the nature of extreme price movements.

Zoocoenological state of microhabitats and its seasonal dynamics in an aquatic macroinvertebrate assembly (Hydrobiological case studies on lake Balaton, No. 1.)

In the years 2002, 2003 and 2004 we collected samples of macroinvertebrates on a total of 36 occasions in Badacsony bay, in areas of open water (in the years 2003 and 2004 reed-grassy) as well as populated by reed (Phragmites australis) and cattail (Typha angustifolia). Samples were taken using a stiff hand net. The sampling site includes three microhabitats differentiated only by the aquatic plants inhabiting these areas. Our data was gathered from processing 208 individual samples. The quantity of macroinvertebrates is represented by biovolume value based on volume estimates. We can identify taxa in abundant numbers found in all water types and ooze; as well as groups associated with individual microhabitats with various aquatic plants. We can observe a notable difference between the years in the volume of invertebrate macrofauna caused by the drop of water level, and the multiplication of submerged macrophytes. There are smaller differences between the samples taken in reeds and cattail stands. In the second half of 2003 – which was a year of drought – the Najas marina appeared in open waters and allowed to support larger quantities of macroinvertebrates. In 2004 with higher water levels, the Potamogeton perfoliatus occurring in the same area has had an even more significant effect. This type of reed-grass may support the most macroinvertebrates during the summer. From the aspect of diversity relations we may suspect different characteristics. The reeds sampling site proved to be the richest, while the cattail microhabitat is close behind, open water (with submerged macrophytes) is the least diverse microhabitat.