Individual versus group spot price forecasting in the international petroleum market: A case study

1989 ◽  
Vol 10 (1) ◽  
pp. 13-24 ◽  
Author(s):  
Joe Brocato ◽  
Akhil Kumar ◽  
Kenneth L. Smith
Keyword(s):  
Spot Price ◽  
Price Forecasting ◽  
Versus Group

Time Series Analysis for the COMEX Gold Spot Price Forecasting by Using NARX DE/SVR and DE/GPR Techniques

2021 ◽  
pp. 145-154
Author(s):  
Esperanza García-Gonzalo ◽  
Paulino José García Nieto ◽  
Gregorio Fidalgo Valverde ◽  
Pedro Riesgo Fernández ◽  
Fernando Sánchez Lasheras
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Spot Price ◽  
Price Forecasting ◽  
Series Analysis

scholarly journals High-Resolution Electricity Spot Price Forecast for the Danish Power Market

2020 ◽  
Vol 12 (10) ◽  
pp. 4267 ◽  
Author(s):  
Jannik Schütz Roungkvist ◽  
Peter Enevoldsen ◽  
George Xydis
Keyword(s):  
Electricity Market ◽  
Thermal Power ◽  
Power Market ◽  
Power Production ◽  
Spot Price ◽  
Price Forecasting ◽  
Learning Approaches ◽  
Electricity Prices ◽  
Price Forecast ◽  
Electricity Spot Price

Energy markets with a high penetration of renewables are more likely to be challenged by price variations or volatility, which is partly due to the stochastic nature of renewable energy. The Danish electricity market (DK1) is a great example of such a market, as 49% of the power production in DK1 is based on wind power, conclusively challenging the electricity spot price forecast for the Danish power market. The energy industry and academia have tried to find the best practices for spot price forecasting in Denmark, by introducing everything from linear models to sophisticated machine-learning approaches. This paper presents a linear model for price forecasting—based on electricity consumption, thermal power production, wind production and previous electricity prices—to estimate long-term electricity prices in electricity markets with a high wind penetration levels, to help utilities and asset owners to develop risk management strategies and for asset valuation.

scholarly journals Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes

Energies ◽  
2014 ◽  
Vol 7 (5) ◽  
pp. 2761-2779 ◽  
Author(s):  
Shangkun Deng ◽  
Akito Sakurai
Keyword(s):  
Crude Oil ◽  
Spot Price ◽  
Price Forecasting ◽  
Oil Markets

Futures and Spot Price Relations: A Case Study of Castor NCDEX Market in India

2015 ◽  
Vol 60 (3) ◽  
pp. 545
Author(s):  
Rachana Kumari Bansal ◽  
Y.C. Zala
Keyword(s):  
Spot Price
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