Research Article

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

Table 6

Medium-term analysis with different methods.

Method Neg. Exp.

April 2012 0,83% 1,32% 0,91%
May 2012 4,23% 5,34% 4,85%
June 2012 2,77% 3,92% 3,72%
July 2012 1,27% 1,04% 1,38%
August 2012 3,99% 2,74% 3,36%
September 2012 1,25% 1,48% 1,47%
October 2012 4,7% 5,96% 5,42%
November 2012 2,03% 2,98% 2,76%
December 2012 3,35% 2,32% 2,71%
January 2013 1,58% 0,96% 1,30%
February 2013 2,9% 1,78% 2,72%
March 2013 7,28% 5,95% 6,47%