Šiame darbe atliekami elektros energijos kainų analizė ir modeliavimas. Elektros kainų kitimui ir tokioms jų charakteringoms savybėms, kaip sezoniškumas, vidurkio reversija, darbo dienų, savaitgalio ir švenčių efektas, kintamumo klasterizacija, aprašyti taikomi SARIMA-TGARCH ir SARFIMA-TGARCH modeliai. Tyrimui naudojami kasvalandiniai Prancūzijos elektros energijos biržos kainų stebėjimai. Darbą sudaro dvi dalys – bendroji (teorinė) ir tiriamoji dalys. Pirmoje dalyje apžvelgiama literatūra bei aptariami teoriniai modelių aspektai: aprašomi ilgos atminties modeliai. Antroje dalyje pristatomi modelių empiriniai rezultatai: SARIMA-TGARCH ir SARFIMA-TGARCH modelių taikymas ir adekvatumo tikrinimas. / In this paper an econometric modelling and forecasting of electricity spot prices is presented. The aim of this work is to examine SARIMA-TGARCH and SARFIMA-TGARCH models for describing volatility of electricity spot prices and their characteristics such as season, mean reversion, volatility cauterization, and effects of workdays, weekends or holidays. The data of France electricity stock prices are used for analysis. This paper contains two parts – theoretical and empirical. In the first part the short review of literature is presented. Moreover, the theoretical aspects of long memory models are discussed. In the following part the empirical results are presented: application and adequacy examination of SARIMA-TGARCH and SARFIMA-TGARCH models.

After closure of Ignalina nuclear power plant its capacity is going to be replaced by large-scale Lithuania’s power plants burning imported fossil fuel. This can lead to high energy system dependency from foreign countries, supplying mostly gas, and to the increase of environmental pollution. Meanwhile, some of small Lithuanian district heating companies suffer from high heat prices and consumers debts. Heat prices for consumers in small districts are by approximately 30 % higher, than for consumers in large cities. Needed electricity capacity could be partially replaced and district heating prices could be reduced by introducing small-scale cogeneration. This report is dealing with cogeneration technologies, their advantages and drawbacks. The possibilities and obstacles for implementation of these technologies in Lithuania are examined. The benefits from introduction of these technologies versus condensing power plants are analyzed. These issues have been assessed by simulating combined heat and power production in selected district heating company. There is evaluated the impact of electricity prices on the economy of different scenarios and heat prices. Finally, the conclusions about the feasibility of cogeneration implementation and the sufficiency of support schemes are made.

Darbe aptarta Po Kioto klimato kaitos globalinė problema bei elementai, skirti jos apsaugai. Nagrinėjami pasaulio pasiūlymai dėl Po Kioto klimato kaitos. Analizuojami klimato kaitos švelninimo rėžimų apribojimai Lietuvai. Atlikta atskirų ekonomikos sektorių klimato kaitos politikos SSGG analizė. Nagrinėjama šiltnamio dujų dinamika skirtinguose ekonomikos sektoriuose. Remiantis struktūriniu darbo modeliu, ištirta, kad klimato kaitos švelninimo įsipareigojimai iki 2020m. sumažinti ŠD emisijas 20% ir 30% lyginant su 1990m Lietuvoje dvigubai didins elektros kainas, BVP augimas sulėtės 2-3%. Tai patvirtina bendrą darbo hipotezę. Naudingiausios bei reikalingiausias priemonės klimato kaitai švelninti turi būti įgyvendinamos energetikos sektoriuje: Energijos taupymas, Atsinaujinančių išteklių naudojimas energijos gamyboje; technologijų inovacija bei modernizavimas. Atsinaujinančių išteklių naudojimas energijos gamyboje bendrai teigiamai įtakotų Lietuvos ekonominę būklę, nors didintų elektros kainas. / There is a discussion of global Post Kyoto climate change problem and elements of its protection. There is an analysis of world suggestions for Post Kyoto climate change. There is analysis of Post Kyoto climate change mitigation regimes for Lithuania. There is performed SWOT analysis of climate change politics in different economics sectors. Dinamics of greenhouse gases in different sectors is provided. According to structural model of the work it was investigated that climate change investigation methods till 2020 will minimize the emissions of GHGs 20% or 30% comparing with 1990 will double the prices of electricity and the growth of GDP will be less 2%- 3%. These things affirm the hypothesis of the work. The best means for climate change mitigation should be applied in the sector of energy: the saving of Energy, the use of recommense reserves in technology; the inovation and modernisation of technologies. The use of recommense reserves for the producing of energy would have positive influence for the economy of Lithuania despite the fact of growing prices of eletricity.