Research Article

Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results

Table 2

Short-term results.

Month 1 2 3 4 5

April 2012 0,47% 0,58% 0,51% 0,52% 0,54%
May 2012 0,52% 0,66% 0,75% 0,79% 0,73%
June 2012 0,67% 0,75% 0,77% 1,01% 1,15%
July 2012 0,51% 0,61% 0,80% 0,92% 1,19%
August 2012 0,63% 0,85% 0,98% 1,10% 1,17%
September 2012 0,52% 0,50% 0,46% 0,51% 0,45%
October 2012 0,28% 0,38% 0,55% 0,75% 0,85%
November 2012 0,64% 0,67% 0,75% 0,86% 0,96%
December 2012 0,51% 0,69% 0,71% 0,78% 0,90%
January 2013 0,41% 0,45% 0,55% 0,59% 0,58%
February 2013 0,70% 0,84% 1,04% 1,23% 1,41%
March 2013 0,61% 0,91% 1,21% 1,39% 1,74%