The correct modelling of long- and short-term seasonality is a very interesting issue. The choice between the deterministic and stochastic modelling of trend and seasonality and their implications are as relevant as the case of deterministic and stochastic trends itself. The study considers the...

The correct modelling of long- and short-term seasonality is a very interesting issue. The choice between the deterministic and stochastic modelling of trend and seasonality and their implications are as relevant as the case of deterministic and stochastic trends itself. The study considers the...

Az energiapiaci szereplők rövid és hosszú távon, az operatív és stratégiai döntések meghozatala során egyaránt rengeteg kockázattal szembesülnek. Annak ellenére, hogy az energiapiaci kockázatok egyik legjelentősebb forrása alapvetően az ár (vö. helyettesíthetőség,...