@misc{Chodakowska_Ewa_Modele_2005, author={Chodakowska, Ewa and Nazarko, Joanicjusz and Worobiej, Anna}, year={2005}, rights={Wszystkie prawa zastrzeżone (Copyright)}, description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Taksonomia (12); 2005; nr 1076, s. 142-150}, publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu}, language={pol}, abstract={The paper discusses application of Multivariate AutoRegressive Integrated Moving Average models for energy prices forecasting at the Day-Ahead Market at The Power Exchange in Poland. The analysis of energy prices has been carried out and at the same time there has been made an attempt to find a relation between price and its volume. On the basis of available data, a MARIMA model has been proposed which describes price as a function of its previous values and energy volume.}, type={artykuł}, title={Modele MARIMA w prognozowaniu cen energii na Towarowej Giełdzie Energii SA}, }