Two-Scale Network Dynamic Model for Energy Commodity Processes

Table 12

Real and simulated estimates (with jump) for natural gas, crude oil, and coal.

	Natural gas		Crude oil		Coal
	Real	Simulated	Real	Simulated	Real	Simulated
11	4.0200	4.0500	58.9900	58.5200	16.5900	16.6000
12	3.9900	3.9600	59.5200	59.5099	17.4600	17.4635
13	3.7500	3.6690	61.4500	60.3377	17.8900	17.8886
14	3.7700	3.7341	60.4900	59.4191	17.5500	17.5188
15	3.4100	3.3967	61.1500	60.1580	17.4100	17.4188
16	3.3500	3.3947	62.4800	62.5028	16.7500	16.7789
17	3.4900	3.3900	63.4100	63.5524	17.6600	17.5341
18	3.5500	3.4957	65.0900	64.9224	17.5200	17.8130
19	3.9200	3.8743	66.3100	66.8239	18.5000	18.8453
20	3.8600	3.8241	68.5900	68.1206	19.0600	18.9453
…	…	…	…	…	…	…
494	4.2300	4.2295	106.7000	106.6374	33.2200	33.1852
495	4.1900	4.2191	107.1800	106.9973	32.7600	32.6677
496	4.3300	4.3414	110.8400	111.0084	33.6500	33.8070
497	4.3300	4.3261	111.7200	111.7084	33.7100	33.7061
498	4.3700	4.3863	111.6800	111.2084	34.7500	35.7057
499	4.3200	4.2167	111.7200	111.6126	34.5400	33.5457
500	4.3500	4.3577	112.3100	112.4358	34.0400	34.2862
501	4.3800	4.3535	112.3800	112.5682	33.1000	33.1330
502	4.5100	4.4389	113.3900	113.2925	33.6700	33.6216
503	4.6000	4.6139	113.0300	113.3077	33.9400	33.9216
504	4.6000	4.5964	110.6000	110.8350	33.8300	33.9216
505	4.5900	4.5564	108.7900	108.7598	32.0200	31.9867
…	…	…	…	…	…	…
1102	3.7200	3.6616	108.2300	108.2354	4.7700	4.5482
1103	3.7300	3.6477	106.2600	106.1451	5.0100	5.1120
1104	3.6800	3.6748	104.7000	104.6723	4.9800	5.1180
1105	3.6600	3.6861	103.6200	104.6723	4.7300	4.7893
1106	3.5900	3.6436	103.2200	102.9765	4.6800	4.7074
1107	3.5200	3.5213	102.6800	102.7652	4.6300	4.6419
1108	3.4900	3.4564	103.1000	102.9765	4.7400	4.4016
1109	3.5100	3.2596	102.8600	102.9652	4.3300	4.1826
1110	3.4800	3.4604	102.3600	102.4345	4.1800	4.4606