Research Article
Two-Scale Network Dynamic Model for Energy Commodity Processes
Table 10
Estimates
, , , , , , , , , , , and
.
| | Natural gas | Crude oil | Coal | | | | | | | | | | | | |
| | 11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | 12 | 0.1681 | 0.3497 | -0.0109 | 0.0248 | -0.4815 | 0.1626 | -0.4066 | -0.0123 | 0.7665 | -0.3259 | 0.0205 | -0.0198 | | 13 | 0.1592 | 0.3755 | -0.0102 | 0.0228 | -0.7778 | -0.5752 | -0.0578 | 0.1870 | 1.0795 | -0.2904 | 0.0135 | -0.0217 | | 14 | 7.3439 | 0.3755 | 0.0488 | -0.5478 | 1.7680 | -0.5555 | -0.2058 | 0.0291 | 0.8543 | -0.2056 | 0.0034 | -0.0064 | | 15 | 0.3336 | 0.3652 | -0.0127 | 0.0213 | -0.8999 | 0.0601 | -0.1110 | 0.0405 | 0.5144 | -0.1264 | -0.0062 | 0.0127 | | 16 | 0.4709 | 0.2780 | -0.0116 | 0.0104 | -0.8999 | 0.0601 | -0.1110 | -0.0292 | 0.0017 | -0.0002 | 0 | 0 | | 17 | 0.3277 | 0.2780 | 0.0768 | -0.2633 | 1.3349 | 0.0027 | -0.0330 | -0.0750 | -0.6285 | -0.0569 | 0.0016 | 0.0262 | | 18 | 0.3277 | 1.3156 | -0.1491 | -0.1646 | 1.5419 | -0.0088 | 0.1205 | -0.0892 | -1.3275 | -0.0703 | 0.0080 | 0.0386 | | 19 | 0 | 0 | 0 | 0 | -0.1785 | -0.0368 | -0.0062 | 0.0189 | -0.8091 | -0.0001 | -0.0083 | 0.0466 | | 20 | 0.6985 | 0.4990 | -0.0069 | -0.0187 | -0.1513 | -0.0778 | -0.0096 | 0.0255 | -0.0182 | 0.0080 | 0.0001 | 0.0003 | | … | … | … | … | … | … | … | … | … | … | … | … | … | | 495 | 0.1201 | 0.2264 | 0.0007 | -0.0056 | 0.2756 | 0.1131 | -0.9587 | -0.0087 | -0.0288 | -0.0780 | -0.0019 | 0.0136 | | 496 | 0.1809 | 0.2085 | 0.0009 | -0.0082 | 0.2898 | -0.0431 | 0.7329 | -0.0133 | 0.1324 | -0.1434 | -0.0018 | 0.0158 | | 497 | 0.2442 | 0.1597 | 0.0007 | -0.0093 | 3.1030 | -0.0495 | -0.0462 | -0.0862 | 0.9772 | -0.2426 | -0.0065 | 0.0177 | | 498 | 0.2742 | 0.2651 | 0.0020 | -0.0145 | 1.3147 | 0.0148 | -0.0009 | -0.0411 | 0.2770 | -0.1888 | -0.0037 | 0.0217 | | 499 | 0.3320 | 0.3298 | -0.0009 | -0.0070 | 0.8430 | 0.0070 | 0.0283 | -0.0265 | 0.0931 | -0.1551 | -0.0041 | 0.0237 | | 500 | 0.5035 | 0.2337 | -0.0007 | -0.0128 | 1.3320 | 0.3949 | -0.3308 | -0.0838 | 0.4175 | -0.2331 | -0.0034 | 0.0222 | | 501 | 0.6328 | 0.2612 | -0.0034 | -0.0077 | 0.3251 | -0.1148 | 0.0548 | 0.0042 | 0.7896 | -0.2546 | -0.0093 | 0.0305 | | 502 | 0.5403 | 0.2457 | -0.0014 | -0.0113 | 0.4863 | -0.1315 | 0.0343 | 0.0020 | 3.7990 | 0.0420 | -0.0524 | 0.0421 | | 503 | 0.4794 | 0.2098 | -0.0028 | -0.0050 | 0.1239 | 0.0013 | 0.0202 | -0.0040 | 9.6735 | 0.0736 | -0.1152 | 0.0648 | | 504 | -0.3308 | -0.5600 | 0.0258 | -0.0737 | 0.2867 | -0.0391 | 0.0009 | -0.0034 | 4.2547 | 0.3506 | -0.0669 | 0.0382 | | 505 | 1.1680 | 0.8346 | -0.0274 | 0.0542 | 0.1198 | -0.0588 | -0.3412 | 0.0092 | 2.2295 | 0.0897 | -0.0357 | 0.0306 | | … | … | … | … | … | … | … | … | … | … | … | … | … | | 1102 | 0.6765 | 0.0455 | -0.0020 | -0.0908 | 0.4026 | -0.2544 | 0.2045 | 0.1058 | -5.9294 | 0.6777 | 0.0292 | 0.0068 | | 1103 | 1.1804 | 0.4214 | -0.0149 | 0.0837 | -0.6549 | 0.1780 | 0.0070 | 0.0018 | -6.3380 | 0.7440 | 0.0291 | 0.0106 | | 1104 | 0.1069 | 0.2489 | -0.0009 | -0.0014 | -2.1178 | 0.3406 | 0.1959 | 0.1826 | -3.8701 | 0.5681 | 0.0157 | 0.0021 | | 1105 | 0.0139 | 0.2777 | -0.0001 | -0.0008 | 0.3958 | -0.0274 | 0.0642 | -0.0620 | -4.0701 | 0.1880 | 0.0091 | 0.0514 | | 1106 | -0.2513 | 0.4043 | 0.0031 | -0.0164 | 0.4097 | 0.0060 | 0.1536 | -0.0907 | -5.0668 | 0.3261 | 0.0178 | 0.0419 | | 1107 | 0.0670 | 0.3163 | -0 | -0.0145 | 0.2906 | 0.0485 | 0.2310 | -0.0989 | -5.0668 | 0.4016 | 0.0308 | 0.1474 | | 1108 | 1.0112 | 0.6861 | -0.0091 | -0.0107 | 0.4281 | 0.0048 | 0.1337 | -0.0933 | -5.0668 | 0.4650 | 0.0304 | 0.1295 | | 1109 | 0.5020 | 0.5370 | -0.0030 | -0.0375 | 0.3645 | -0.0168 | 0.1078 | -0.0641 | -5.0668 | 0.4156 | 0.0311 | 0.1396 | | 1110 | 0.1420 | 0.3295 | 0.0009 | -0.0484 | 0.1728 | -0.0189 | -0.0164 | -0.0230 | -6.6650 | 0.4509 | 0.0099 | 0.0831 |
|
|
