공휴일 전력 수요에 관한 산업별 분석

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진아 봉
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1 에너지경제연구 Korean Energy Economic Review Volume 15, Number 1, March 2016 : pp. 99 ~ 137 공휴일전력수요에관한산업별분석 1) 99

2 100

3 ~ 101

4 102

5 103

6 max m ax 104

7 [ 그림 1] 제조업및서비스업대표업종전력사용량추이 105

8 106

9 [ 그림 2] 2014 년일별전자및전자기기업종 AMR 전력사용량 107

10 [ 그림 3] 2014 년 1 월전자및전자기기업종 AMR 전력사용량추이 log log 108

11 109

12 기온 110

13 cos sin cos sin log log cos sin 111

14 log log log log 112

15 log log log log 공휴일효과 113

16 114

17 < 표 1> 산업별공휴일효과의최대값 115

18 116

19 117

20 < 표 2> 공휴일효과 : A 군 118

21 < 표 3> 공휴일효과 : B 군 119

22 < 표 4> 공휴일효과 : C 군 120

23 < 표 5> 공휴일효과 : D 군 121

24 < 표 6> 공휴일효과 : E 군 122

25 ~ 123

26 접수일 (2016 년 2 월 26 일 ), 게재확정일 (2016 년 3 월 13 일 ) 124

27 ,, (2011),, 59(4): Burns, A.F. and Mitchell, W.C. 1946, Measuring Business Cycles, National Bureau of Economic Research, New York. Clark, P. K. 1973, A Subordinated Stochastic Process with Finite Variance for Speculative Prices, Econometrica 41: Fan, S. and Hyndman, R. J. 2011, The price elasticity of electricity demand in South Australia, Energy Policy (39): Gallant, A. R. 1981, On the bias in flexible functional forms and an essentially unbiased form: the Fourier flexible form, Journal of Econometrics 15: Kim, I.-M. 2003, Operational Time of the Korea Stock Markets, Economics Letters 78: Maddala, G. S. and Kim, I.-M. (1998), Unit roots, cointegration, and structural change. Cambridge University Press. Moral-Carcedo, J. and Vicens-Otero, J. 2005, Modeling the non-linear response of Spanish electricity demand to temperature variations. Energy Economics 27: Ng, S., and Perron, P. 1995, Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag, Journal of the American Statistical Association, 90(429): Pardo, A., Meneu, V. and Valor, E. 2002, Temperature and seasonality influences on Spanish electricity loads, Energy Economics 24: Park, J. Y. 1992, Canonical Cointegrating Regressions, Econometrica, 60: Schwert, G. W. 1989, Tests for Unit Roots: A Monte Carlo Investigation, Journal of Business & Economic Statistics 7(2):

28 Stock, J.H. 1987, Measuring Business Cycle Time, Journal of Political Economy 95: Stock, J.H. 1988, Estimating Continuous-Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP, Journal of the American Statistical Association 83: Valor E., Meneu. V., Caselles. V. 2001, Daily Air Temperature and Electricity Load in Spain, Journal of Applied Meterology 40:

29 <A 1> AMR 전력사용량자료분류

30 <A 1> AMR 전력사용량자료분류

31 <A 1> AMR 전력사용량자료분류

32 <A 2> 전력사용량분해모형추정결과

33 <A 2> 전력사용량분해모형추정결과

34 <A 2> 전력사용량분해모형추정결과

35 <A 2> 전력사용량분해모형추정결과

36 <A 2> 전력사용량분해모형추정결과

37 <A 2> 전력사용량분해모형추정결과

38 <A 2> 전력사용량분해모형추정결과

39 ABSTRACT This paper, using AMR (Automatic Meter Reading) electricity data accurately measured by sectors in real time, analyses holiday effect on the industrial electricity usage. For this goal, the paper constructs and estimates a model which captures the properties of AMR time series including long-term trends, mid-term temperature effects, and short-term special day effects. Based on the estimated holiday effect, we categorize the whole industry into five groups according to the size of holiday effect and further investigate the characteristics and patterns of holiday effect in each group. These empirical results carry practical policy implications on the fulfillment real time electricity demand management and on the evaluation of the temporary price cut in saturday electricity usage. Key Words : Industrial electricity usage, Holiday effect, Electricity demand management, Canonical cointegrating regression 137

에너지경제연구 Korean Energy Economic Review Volume 17, Number 2, September 2018 : pp. 1~29 정책 용도별특성을고려한도시가스수요함수의 추정 :, ARDL,,, C4, Q4-1 -

에너지경제연구 Korean Energy Economic Review Volume 17, Number 2, September 2018 : pp. 1~29 정책 용도별특성을고려한도시가스수요함수의 추정 :, ARDL,,, C4, Q4-1 - . - 2 - . 1. - 3 - [ 그림 1] 도시가스수요와실질 GDP 추이 - 4 - - 5 - - 6 - < 표 1>