Research Article

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

Table 4

Short-term results with .

Month 1 2 3 4 5

April 2012 0,47% 0,56% 0,52% 0,6% 0,56%
May 2012 0,55% 0,7% 0,78% 0,79% 0,83%
June 2012 0,66% 0,86% 0,86% 1,02% 1,08%
July 2012 0,44% 0,64% 0,73% 1,04% 1,24%
August 2012 0,71% 0,86% 0,95% 1,09% 1,27%
September 2012 0,47% 0,5% 0,43% 0,48% 0,47%
October 2012 0,35% 0,41% 0,58% 0,79% 0,89%
November 2012 0,64% 0,77% 0,73% 0,94% 0,97%
December 2012 0,61% 0,63% 0,76% 0,79% 0,89%
January 2013 0,44% 0,47% 0,53% 0,63% 0,6%
February 2013 0,75% 0,83% 0,99% 1,18% 1,28%
March 2013 0,64% 0,87% 1,15% 1,36% 1,59%