20.500.12556/RUL-171735 Vpliv promptnega trga na terminski trg električne energije The Influence of the Spot Market on the Futures Electricity Market Razmerje med promptnim in terminskim trgom električne energije je ključno za razumevanje delovanja sodobnega energetskega trga, vendar je ta povezava pogosto nestanovitna in se spreminja skozi čas. Glavni problem je razumevanje, kako fundamentalni dejavniki vplivajo na povezanost in cenovne razlike med trgi. V nalogi analizirajte povezavo med trgoma in ključne dejavnike, ki vplivajo na nihajnost in predvidljivost cenovnih razlik med trgi, za ključne evropske trge, kot so nemški, francoski, italijanski in madžarski trg električne energije. The relationship between the spot and futures electricity markets is key to understanding the functioning of the modern energy market; however, this connection is often volatile and changes over time. The main challenge lies in understanding how fundamental factors influence the relationship and price differences between the markets. In the thesis, analyse the connection between the two markets and the key factors that affect the volatility and predictability of price spreads between them, focusing on major European electricity markets such as Germany, France, Italy, and Hungary. promptni trg terminski trg električna energija cenovne razlike volatilnost obnovljivi viri energije cena zemeljskega plina ARIMAX Spearmanova korelacija energetska kriza. spot market futures market electricity price spreads volatility renewable energy sources natural gas price ARIMAX Spearman correlation energy crisis. true false false Slovenski jezik Angleški jezik Magistrsko delo/naloga 2025-09-01 11:40:01 2025-09-01 11:40:04 2025-11-11 11:14:43 0000-00-00 00:00:00 2025 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 63041 256694019 Jereb_Andraz_-_Vpliv_promptnega_trga_na_terminski_trg_elektricne_energije.pdf Jereb_Andraz_-_Vpliv_promptnega_trga_na_terminski_trg_elektricne_energije.pdf 1 22A16E458D502C35BB7604DBC36879CA f862bbeee2102a2e80ecfad474f890d4021bb85c11a9c0658f9651a7d892497f 7f82b36c-8717-11f0-9328-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=215127 Fakulteta za elektrotehniko 0 0 0