Generolo Jono Žemaičio Lietuvos karo akademija

The research includes a multidimensional comparative analysis of electricity prices in 28 European countries for non-household consumers. The highest energy prices in the first half of 2022 were also ranked in the respective analyzed countries. Increases in electricity prices for non-household consumers were examined in terms of percentage and value from the second half of 2019 to the first half of 2022 and the increases were ranked. Their leader in terms of percentage and value was Greece with the result of 353,50% which constitutes EUR 0,288 of the price increase per 1 KWh in the considered time period. A multiple regression model was also built and showed that the time series of natural gas price quotations had an impact on the increase in electricity prices for non-household consumers.

The study presents a multidimensional comparative analysis of two dependent variables: the number of passengers transported by air in 28 European countries and the price of one barrel of crude oil in dollars. The conducted analysis shows that in the historical data concerning the identical periods (months) in both tested series, dependencies can be found. This allowed for the construction of a zero-one multiple regression model in order to confirm the impact of the number of passengers travelling by air on the price of one barrel of crude oil and describe this phenomenon with an analytical function.

Special features that options include are the main reason of their growing amounts trading in the financial markets. Options can be used in many imaginative ways to create various attractive investment opportunities. Empirical researches all over the world illustrated that options incorporate an insurance element not available in any other security and because of that they can be used by investors to create return distributions unobtainable with the strategy of allocating funds between fixed income securities and stock portfolios. But investor must understand that one of the main aspects of profitable trading in derivative securities is their proper evaluation and pricing. As the exact valuation of options is quite difficult, the article deals with the theoretical and practical aspects of pricing of options. The purpose of the research is to adopt Monte Carlo simulation method to predict prices of plain vanilla options and to compare them to real option prices and option prices calculated using analytical Black-Scholes formula.