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Dynamic Econometric Models

The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland
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The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland

Authors

  • Aneta Włodarczyk Częstochowa University of Technology
  • Marcin Zawada Częstochowa University of Technology

DOI:

https://doi.org/10.12775/DEM.2009.010

Keywords

weather variables, the ARFIMA-FIGARCH class model, weather risks

Abstract

The main objective of the paper is the verification of usefulness of the ARFIMA-FIGARCH class models in the description of tendencies in the energy consumption in a selected region of the southern Poland taking into consideration weather variables.

References

Benth, F. E., Benth, J. S. (2009), Dynamic Pricing of Wind Futures, Energy Economics, 31, 16–24. DOI: http://dx.doi.org/10.1016/j.eneco.2008.09.009

Bessec, M., Fouquau, J. (2008), The Non-linear Between Electricity Consumption and Temperature in Europe: A Threshold Approach, Energy Economics, 30, 2705–2721.

Doman, M., Doman, R. (2004), Ekonometryczne modelowanie dynamiki polskiego rynku finansowego (Econometric modeling of the dynamics of the Polish financial market), Wydawnictwo AE w Poznaniu, Poznań.

Laurent, S. (2007), Estimating and Forecasting ARCH Models Using G@RCH™5, Timberlake Consultants Ltd, London.

Moral-Carcedo, J., Vicéns – Otero, J. (2005), Modelling the Non-linear Response of Spanish Electricity Demand to Temperature Variations, Energy Economics, 27, 477–494.

Pardo, A., Meneu, V., Valor, E. (2002), Temperature and Seasonality Influences on Spanish Electricity Load, Energy Economics, 24, 55–70. DOI: http://dx.doi.org/10.1016/S0140-9883(01)00082-2

Preś, J. (2007), Zarządzanie ryzykiem pogodowym (Management of Weather Risk), Wydawnictwo CeDeWu, Warszawa.

Sailor, D. J., Muñoz, J. R. (1997), Sensitivity of Electricity and Natural Gas Consumption to Climate in the U.S.A. – Methodology and Results for Eight States, Energy, 22, 987–998.

Valor, E., Meneu, V., Casellles, V. (2001), Daily Air Temperature and Electricity Load in Spain, Journal of Applied Meteorology, 40,1413–1421. DOI: http://dx.doi.org/10.1175/1520-0450(2001)040%3C1413:DATAEL%3E2.0.CO;2

Włodarczyk, A., Zawada, M. (2006), Behavior of Prices in the Polish Power Exchange and European Power Exchanges. Statistical – Econometric Analysis, 3rd International Conference: The European Electricity Market EEM06. Challenge of the Unification, Warsaw, 313–321.

Zieliński, Z. (1984), Zmienność w czasie strukturalnych parametrów modelu ekonometrycznego (Time Variability of Structural Parameters in Econometric Model), Przegląd Statystyczny (Statistical Survey), 1/2, 135–148.

Dynamic Econometric Models

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Published

2009-07-18

How to Cite

1.
WŁODARCZYK, Aneta and ZAWADA, Marcin. The Use of Weather Variables in the Modeling of Demand for Electricity in One of the Regions in the Southern Poland. Dynamic Econometric Models. Online. 18 July 2009. Vol. 9, pp. 99-110. [Accessed 8 July 2025]. DOI 10.12775/DEM.2009.010.
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Issue

Vol. 9 (2009)

Section

Articles

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The journal provides an Open Access to its content based on the non-exclusive licence Creative Commons (CC BY-ND 4.0).

To enable the publisher to disseminate the author's work to the fullest extent, the author must agrees to the terms and conditions of the License Agreement with Nicolaus Copernicus University.

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