Titelaufnahme

Titel
Pellets price analysis by means of cointegration / durch Jakob Hruby
Weitere Titel
Kointegrationsanalyse von Pellets-Preisen
VerfasserHruby, Jakob
Begutachter / BegutachterinScherrer, Wolfgang
ErschienenWien, 2015
Umfang88 Seiten : Diagramme
HochschulschriftTechnische Universität Wien, Diplomarbeit, 2015
Anmerkung
Abweichender Titel nach Übersetzung der Verfasserin/des Verfassers
SpracheEnglisch
DokumenttypDiplomarbeit
Schlagwörter (DE)Kointegration / Energie Preise
Schlagwörter (EN)cointegration / energy prices
URNurn:nbn:at:at-ubtuw:1-87806 Persistent Identifier (URN)
Zugriffsbeschränkung
 Das Werk ist frei verfügbar
Dateien
Pellets price analysis by means of cointegration [0.78 mb]
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Klassifikation
Zusammenfassung (Englisch)

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.