Research Article

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

Table 3

Short-term results with .

Month 1 2 3 4 5

April 2012 0,49% 0,56% 0,54% 0,58% 0,63%
May 2012 0,5% 0,66% 0,76% 0,74% 0,65%
June 2012 0,66% 0,8% 0,86% 0,91% 1,09%
July 2012 0,45% 0,6% 0,76% 1,06% 1,21%
August 2012 0,69% 0,91% 1,01% 1,08% 1,18%
September 2012 0,44% 0,53% 0,49% 0,48% 0,49%
October 2012 0,36% 0,45% 0,61% 0,73% 0,83%
November 2012 0,63% 0,69% 0,75% 0,88% 0,92%
December 2012 0,52% 0,67% 0,82% 0,83% 0,86%
January 2013 0,44% 0,51% 0,55% 0,61% 0,7%
February 2013 0,65% 0,8% 1,08% 1,22% 1,42%
March 2013 0,65% 0,87% 1,26% 1,48% 1,8%