Drilling deeper : non-linear, non-parametric natural gas price and volatility forecasting
Year of publication: |
2024
|
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Authors: | Bajatovic, Dusan ; Erdemlioglu, Deniz ; Gradojevic, Nikola |
Published in: |
The energy journal. - London : Sage Publications, ISSN 1944-9089, ZDB-ID 2067802-2. - Vol. 45.2024, 4, p. 1-25
|
Subject: | Natural gas | Forecasting | Volatility | Energy commodities | Neural networks | Deep learning | Machine learning | Volatilität | Neuronale Netze | Prognoseverfahren | Forecasting model | Erdgas | Künstliche Intelligenz | Artificial intelligence | Erdgasmarkt | Natural gas market | Preis | Price | Gaspreis | Gas price | Rohstoffderivat | Commodity derivative | Lernprozess | Learning process |
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