energy: Price of energy in Spain

Description Usage Format Source References

Description

Price of the energy in Spain with other economic data. Data from January 1, 2002 to October 31, 2008 (daily data, working days: Monday to Friday)

Usage

1

Format

A data frame with 1785 observations on the following 7 variables.

Price

Average price of energy (Cent/kwh)

Oil

Oil price (Euro/barril)

Gas

Gas price (Euro/MWh)

Coal

Coal price (Euro/T)

EurDol

Exchange rate between Dolar-Euro (USD-Euro)

Ibex35

Ibex 35 index divided by one thousand

Demand

Daily demand of energy (GWh)

Source

The data were obtained from the Spanish Market Operator of Energy (OMEL), the Bank of Spain and the U.S. Energy Information Administrationa

References

S. Fontdecaba, M. P. Munyoz , J. A. Sanchez (2009). Estimating Markovian Switching Regression Models in R. An application to model energy price in Spain. The R UseR Conference 2009. Rennes, France.


MSwM documentation built on June 6, 2021, 5:06 p.m.

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