에너지 상대가격 변화에 따른 에너지 수요 예측
Forecasting the Energy Demand Responses to Relative Price Changes
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초록
본 논문은 에너지 상대가격의 변화에 따른 대체수요의 변화, 특히 전력수요와 도시가스 수요간의 대체수요 변화를 효율적으로 반영하는 에너지 수요예측모형을제시하였다. 에너지 수요는 기온에 민감하게 반응하는데, 에너지 상대가격 변화에 따른 대체수요의 크기 또한 기온 변화에 따라 다르게 나타난다는 사실을 기온가격 교차반응함수로 모형화하여 예측모형에 반영하였다. 본 논문에서 제시한 기온가격 교차반응함수를 한국의 전력수요와 도시가스수요 자료를 사용하여 추정한 결과, 기온이 낮을 때 에너지 상대가격의 영향이 크게 나타나 난방 수요에서전력과 도시가스 간의 대체효과가 큰 것으로 나타났다. 또한 본 논문이 제시한 기온가격 교차반응함수를 이용한 예측모형이 기존의 예측모형에 비해 적합도나 예측력에서 우수한 것으로 나타났다.
Abstract
This paper proposes a new approach to improve short-run energy demands forecasting using temperature-price cross response function, which exploits the fact that the relative price of energy has different effects on the energy demands at different temperatures. Using this new approach, we provide empirical analyses of Korean short-run electricity and city gas demand forecasting. The estimation and forecasting results suggest that there should be a significant impact from the relative price on the energy demand especially for heating demand. Our forecasting procedure is shown to perform significantly better than other methods that are commonly used for short-run energy demand forecasts in the literature.
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