Research Article

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

Table 5

Medium-term results.

Month AAE%

April 2012 0,90%
May 2012 4,80%
June 2012 3,33%
July 2012 1,11%
August 2012 3,31%
September 2012 1,37%
October 2012 5,29%
November 2012 2,37%
December 2012 2,83%
January 2013 1,17%
February 2013 2,27%
March 2013 6,65%