Two-Scale Network Dynamic Model for Energy Commodity Processes

Table 5

Real and simulated estimates (without jump) for natural gas, crude oil, and coal.

	Real	Natural gas	Real	Crude oil	Real	Coal
		Simulated		Simulated		Simulated
11	4.0200	4.0500	58.9900	56.5200	16.5900	16.8000
12	3.9900	4.0500	59.5200	59.3099	17.4600	16.8635
13	3.7500	3.6690	61.4500	59.3377	17.8900	17.8086
14	3.7700	3.6341	60.4900	59.4191	17.5500	17.0859
15	3.4100	3.3967	61.1500	59.6974	17.4100	17.0859
16	3.3500	3.3967	62.4800	59.6974	16.7500	17.0859
17	3.4900	3.4537	63.4100	61.2177	17.6600	19.0677
18	3.5500	3.4537	65.0900	61.4561	17.5200	16.0578
19	3.9200	3.8618	66.3100	61.6529	18.5000	19.0677
20	3.8600	3.8618	68.5900	60.9364	19.0600	19.0677
…	…	…	…	…	…	…
495	4.1900	4.0368	107.1800	104.1295	32.7600	31.3108
496	4.3300	4.1868	110.8400	111.1245	33.6500	32.7737
497	4.3300	4.1025	111.7200	112.4675	33.7100	33.4888
498	4.3700	4.0964	111.6800	110.8795	34.7500	35.5907
499	4.3200	4.1042	111.7200	104.2465	34.5400	32.9391
500	4.3500	4.0548	112.3100	109.9535	34.0400	36.2674
501	4.3800	4.0548	112.3800	109.9995	33.1000	36.2674
502	4.5100	4.3249	113.3900	104.3254	33.6700	34.8915
503	4.6000	4.3555	113.0300	113.2356	33.9400	35.0472
504	4.6000	4.3491	110.6000	103.9435	33.8300	32.8992
505	4.5900	4.3609	108.7900	104.9995	32.0200	32.8992
…	…	…	…	…	…	…
1102	3.7200	3.5963	108.2300	110.5149	4.7700	2.8861
1103	3.7300	3.5963	106.2600	105.8076	5.0100	5.6871
1104	3.6800	3.4099	104.7000	105.8076	4.9800	5.3821
1105	3.6600	3.4356	103.6200	105.8076	4.7300	4.9221
1106	3.5900	3.4636	103.2200	106.9547	4.6800	4.2352
1107	3.5200	3.2573	102.6800	105.4047	4.6300	5.8172
1108	3.4900	2.8981	103.1000	102.4928	4.7400	6.0376
1109	3.5100	2.8981	102.8600	102.4928	4.3300	5.1121
1110	3.4800	3.0267	102.3600	102.4928	4.1800	4.8978