Research Article
Two-Scale Network Dynamic Model for Energy Commodity Processes
Table 2
Estimates
, , , ,,
, , , and
.
| | Natural gas | Crude oil | Coal | | | | | | | | | |
| 11 | 0.0123 | 0.0012 | 0.0001 | 0 | 0.0223 | 0 | 0.0412 | 0 | 0.0022 | 12 | 0.0024 | 0.0011 | 0.0121 | 0.0234 | 0.0245 | 0 | 0 | 0 | 0.0112 | 13 | 0.0001 | 1.3425 | 1.7280 | 1.9811 | 0.9899 | 0.9731 | 0.6374 | 0.6374 | 0.0123 | 14 | 0 | 1.1267 | 0.6027 | 2.3258 | 0.1213 | 3.9128 | 1.6564 | 1.6564 | 0.0004 | 15 | 1.15260 | 0.4287 | 0.6210 | 2.3252 | 0.0006 | 0.5083 | 1.6650 | 1.6650 | 0.4565 | 16 | 4.9354 | 0 | 0 | 2.3217 | 0.0120 | 1.1124 | 1.6724 | 1.6724 | 0.8762 | 17 | 4.1360 | 0.0989 | 3.6877 | 1.6425 | 0 | 0 | 1.7719 | 1.7719 | 0 | 18 | 3.0410 | 0.1527 | 0 | 1.3105 | 0.9167 | 1.3451 | 1.7630 | 1.7630 | 0 | 19 | 2.7713 | 0 | 0 | 1.1052 | 0 | 3.3241 | 1.7400 | 1.7400 | 0 | 20 | 2.8461 | 0.0012 | 0.2221 | 0.1196 | 5.1929 | 0 | 0.6532 | 0.9876 | 0.0082 | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | 494 | 2.9961 | 0.0586 | 0 | 0.5529 | 0 | 0.42339 | 0 | 0 | 0.5187 | 495 | 5.9059 | 0 | 0.0584 | 0.5488 | 0.8947 | 0 | 0.0017 | 0.0021 | 0.0001 | 496 | 0.1121 | 0 | 0.6613 | 0.5767 | 0.9899 | 0 | 0.8763 | 0 | 0.9827 | 497 | 1.1229 | 0.0095 | 0.0988 | 0.6499 | 5.8547 | 0 | 1.1317 | 1.1317 | 0.0012 | 498 | 0.6946 | 0.0101 | 0 | 0 | 5.8298 | 0.0320 | 1.0294 | 1.0294 | 0.0321 | 499 | 0.7353 | 0.0066 | 0.0384 | 0 | 5.7180 | 0.0330 | 0.7317 | 0.7317 | 0.0431 | 500 | 1.7509 | 0.0069 | 0.0283 | 0.4307 | 5.6133 | 0.0413 | 0.4826 | 0.4826 | 0.0783 | 501 | 2.1299 | 0.0077 | 0.0282 | 0.5043 | 5.6282 | 0.0308 | 0.4272 | 0.4272 | 0.0002 | 502 | 0.9778 | 0.0077 | 0.0255 | 0.2878 | 4.6543 | 0.0322 | 0.5239 | 0.5239 | 0.0098 | 503 | 0.9872 | 0 | 0 | 0.2909 | 4.5544 | 0.0411 | 1.4523 | 1.4523 | 0.0087 | 504 | 1.1329 | 0 | 0 | 0.3707 | 0 | 0.1128 | 2.4181 | 2.4181 | 0 | 505 | 1.9178 | 0 | 0 | 0.3812 | 1.3243 | 0.1724 | 4.9207 | 4.9207 | 0 | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | … | 1102 | 0 | 0.0331 | 0.0056 | 0.9297 | 3.9502 | 0 | 0.2853 | 1.8033 | 1.1355 | 1103 | 1.5077 | 0.0626 | 0.0332 | 1.1017 | 2.8221 | 0 | 0 | 0 | 1.4133 | 1104 | 0 | 0.0435 | 0.5821 | 0.1939 | 4.5585 | 0 | 0 | 0 | 1.1672 | 1105 | 0 | 0 | 1.52970 | 0.1922 | 3.2418 | 0.7273 | 0.2726 | 0.2726 | 0 | 1106 | 4.4476 | 0.323 | 0.5112 | 3.5487 | 3.8113 | 1.0179 | 0.3296 | 0.3296 | 0 | 1107 | 2.4312 | 0.0011 | 0.0435 | 0.2001 | 2.6026 | 0.9354 | 0 | 0 | 1.7245 | 1108 | 2.5079 | 0.1232 | 0.4542 | 0.3781 | 0 | 0.8825 | 0.1878 | 0.1878 | 0 | 1109 | 1.7828 | 0.0431 | 0.3210 | 0.4024 | 0 | 0.8812 | 0 | 0 | 1.3191 | 1110 | 1.2706 | 0.0056 | 1.1123 | 0.3252 | 0 | 0.8078 | 0 | 0 | 1.0233 |
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