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| Author: | Malliaris, M.E. Malliaris, S.G. |
| Title: | Forecasting inter-related energy product prices |
| Journal: | European Journal of Finance
2008 : JUL-SEP, VOL. 14:5-6, p. 453-468 |
| Index terms: | neural networks regression analysis models forecasting energy industry products prices |
| Freeterms: | inter-related products crude oil heating oil gasoline natural gas propane data input and output variables spot prices |
| Language: | eng |
| Abstract: | The article uses that five inter-related energy products are forecasted one month into the future using both linear and nonlinear techniques. Both spot prices and data derived from those prices are used as input data in the models. Based on the models are tested by running data from the following year through them. The results indicates that even though all products are highly correlated, the prediction results are asymmetric. |
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