<div class="csl-bib-body">
<div class="csl-entry">Hruby, J. (2015). <i>Pellets price analysis by means of cointegration</i> [Diploma Thesis, Technische Universität Wien]. reposiTUm. https://doi.org/10.34726/hss.2015.33908</div>
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dc.identifier.uri
https://doi.org/10.34726/hss.2015.33908
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/2819
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dc.description
Abweichender Titel nach Übersetzung der Verfasserin/des Verfassers
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dc.description.abstract
This thesis tries to find long run steady-state relations between wood pellets prices and other market relevant time series for the heating sector. Thirteen years of data are examined and processed for further use in vector autoregressive models. Basic theoretical results and advanced econometrical methods such as Johansen-s cointegration test and the varimax transformation by Kaiser are presented and applied to develop various models to describe and investigate the data. These models are compared to each other and eventually used to perform forecasts that are being discussed. The computations are performed by the statistical programming language R with a mix of precast packages and self-developed routines.
en
dc.language
English
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dc.language.iso
en
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dc.rights.uri
http://rightsstatements.org/vocab/InC/1.0/
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dc.subject
Kointegration
de
dc.subject
Energie Preise
de
dc.subject
cointegration
en
dc.subject
energy prices
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dc.title
Pellets price analysis by means of cointegration
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dc.title.alternative
Kointegrationsanalyse von Pellets-Preisen
de
dc.type
Thesis
en
dc.type
Hochschulschrift
de
dc.rights.license
In Copyright
en
dc.rights.license
Urheberrechtsschutz
de
dc.identifier.doi
10.34726/hss.2015.33908
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dc.contributor.affiliation
TU Wien, Österreich
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dc.rights.holder
Jakob Hruby
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dc.publisher.place
Wien
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tuw.version
vor
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tuw.thesisinformation
Technische Universität Wien
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tuw.publication.orgunit
E105 - Institut für Stochastik und Wirtschaftsmathematik