Mathematical modeling of European gas market: forecasting of forward gas prices on virtual trading points
Автор: Gnatyuk A.A., Komlev S.L., Lyakhovnenko D.S., Fridman G.M.
Журнал: Известия Санкт-Петербургского государственного экономического университета @izvestia-spgeu
Рубрика: Глобализация и мирохозяйственные процессы
Статья в выпуске: 1 (109), 2018 года.
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A family of forecasting models is presented in the paper for gas pricing on European natural gas market. A hypothesis has been assumed of dependency between forward gas prices and prices for Brent crude oil and coal spot prices. Numerical calculations based on data from TTF Dutch trading point demonstrated accuracy high enough for forecasting factors connected with gas prices.
Ttf, gas prices forecasting, gas forward contracts, european gas market, regression analysis, autoregression, random forest
Короткий адрес: https://sciup.org/14875976
IDR: 14875976
