Research Article
Two-Scale Network Dynamic Model for Energy Commodity Processes
Table 8
Estimates
, , , , , , , , , , , , , , and
.
| | | Natural gas | Crude oil | Coal | | | | | | | | | | | | | | ×10−16 | ×10−16 | ×10−16 | ×10−16 | ×10−16 | ×10−16 |
| | 11 | 1 | 4.1593 | 0 | 0 | 0 | 57.7000 | 0 | 0 | 0 | 16.7407 | 0 | 0 | 0 | | 12 | 4 | 4.2000 | 0 | 0 | 0 | 58.6313 | 0.0011 | 0.0310 | -0.0012 | 16.2395 | 0 | 0 | -0.0376 | | 13 | 6 | 4.0616 | 0.0679 | -0.0054 | -0.0035 | 58.5378 | -0.0035 | 0.0205 | 0.0032 | 16.2680 | 0 | 0 | 0.1069 | | 14 | 2 | 4.0616 | -0.0242 | -0.0179 | -0.0035 | 61.4809 | 0.0020 | 0.0098 | 0 | 15.5249 | 0 | 0 | -0.0294 | | 15 | 7 | 4.0910 | 0.6416 | -0.2898 | 0.0078 | 22.5758 | -0.0057 | 0.0085 | 0.0012 | 18.7073 | 0.0009 | -0.0021 | 0.0318 | | 16 | 4 | 4.0160 | 0 | 0 | 0.0078 | 59.6867 | -0.0051 | 0.0080 | 0 | 17.0060 | 0 | -0.0021 | 0 | | 17 | 2 | 4.9575 | 0 | 0 | 0.0078 | 60.3710 | -0.0005 | 0.0207 | 0 | 12.8918 | -0.0005 | -0.0002 | 0.0318 | | 18 | 8 | 4.9575 | -0.1947 | 0 | 0.0078 | 62.3437 | 0.0005 | -0.0008 | 0 | 16.5954 | 0.0002 | 0.0008 | 0.0662 | | 19 | 4 | 3.3190 | -0.4472 | 0.6760 | 0.0078 | 74.6911 | -0.0008 | -0.0019 | 0 | 17.9932 | 0 | -0.0002 | 0 | | 20 | 1 | 3.4762 | -0.2540 | -0.0048 | 0.0078 | 65.9190 | 0.0026 | -0.0006 | 1 | 17.6485 | 0 | 0 | 0.0499 | | … | … | … | … | … | … | … | … | … | … | … | … | … | … | | 494 | 1 | 4.1457 | 0 | 0 | -0.0001 | 115.1875 | 0.0002 | 0.0053 | 0 | 33.3359 | 0.0003 | -0.0003 | 0.0326 | | 495 | 1 | 4.2877 | 0.1184 | -0.0014 | 0 | 124.5218 | 0.0008 | 0.0056 | 0 | 30.1732 | 0.0002 | -0 | 0.0412 | | 496 | 1 | 4.2238 | 0.2582 | 0.0011 | 0.0003 | 106.8349 | 0.0003 | 0.0113 | -0.0006 | 34.9907 | 0.0034 | 0 | 0.0097 | | 497 | 5 | 4.0998 | 0.0477 | -0.0006 | -0.0002 | 108.4725 | -0.0003 | 0.0162 | -0.0033 | 33.3388 | 0.0002 | 0 | 0.0443 | | 498 | 8 | 4.0592 | 0.0201 | 0.0010 | 0 | 104.8926 | 0 | 0 | 0.0003 | 35.1174 | 0 | 0.0001 | 0.0207 | | 499 | 1 | 4.3433 | 0.2118 | -0.0014 | 0 | 109.2551 | -0.0002 | 0.0048 | 0.0003 | 33.2862 | 0.0010 | 0.0001 | 0.0068 | | 500 | 4 | 2.4519 | 0 | 0 | 0 | 111.7067 | 0 | 0 | 0 | 36.1647 | 0.0003 | 0.0003 | 0.0079 | | 501 | 1 | 4.2415 | 0.4108 | 0 | -0.0015 | 110.7517 | -0.0006 | 0.0026 | 0.0009 | 34.9145 | -0.0001 | -0.0004 | 0.0407 | | 502 | 2 | 4.3633 | 0.3210 | 0.0002 | -0.0001 | 103.6326 | -0.0019 | 0.0023 | -0.0002 | 34.8337 | -0.0001 | -0.0001 | 0.0140 | | 503 | 2 | 4.2911 | 0.1276 | 0.0003 | 0.0043 | 112.1547 | -0.0033 | 0.0030 | 0.0027 | 35.8389 | 0.0005 | 0.0001 | 0.0211 | | 504 | 7 | 4.5942 | -0.0125 | -0.0002 | -0.0031 | 111.1278 | 0.0010 | 0.0072 | 0.0006 | 33.6875 | -0.0021 | 0 | 0.0268 | | 505 | 2 | 3.1882 | 0.0666 | 0.0009 | 0 | 106.1919 | -0.0009 | 0.0110 | 0.0011 | 33.6640 | -0.0011 | -0.0002 | 0.0231 | | … | … | … | … | … | … | … | … | … | … | … | … | … | … | | 1102 | 1 | 3.5909 | 0 | 0 | 0.0008 | 110.3777 | 0.0006 | 0.0045 | 0 | 5.1761 | 0.0067 | -0.0029 | -0.0044 | | 1103 | 6 | 3.5303 | 0.1166 | 0.0002 | -0.0003 | 111.1585 | -0.0003 | 0.0083 | 0 | 5.4558 | -0.0019 | 0.0014 | 0.0600 | | 1104 | 4 | 3.5314 | 0.0809 | 0.0018 | 0 | 109.0996 | -0.0007 | 0.0095 | 0.0013 | 4.8000 | 0.0005 | 0.0006 | 0.1742 | | 1105 | 1 | 3.7100 | 0.2234 | -0.0013 | -0.0015 | 106.5667 | 0.0033 | 0.0073 | -0.0020 | 5.4226 | -0.0082 | 0.0020 | 0.0932 | | 1106 | 8 | 3.4084 | 0.1098 | 0.0001 | 0 | 106.5989 | 0.0003 | 0.0030 | 0.0023 | 5.3360 | -0.0023 | 0.0005 | 0.0956 | | 1107 | 7 | 3.5520 | 0.1086 | 0.0001 | -0.0070 | 103.4473 | -0.0020 | 0.0037 | -0.0045 | 4.3586 | -0.0005 | 0.0004 | 0.1418 | | 1108 | 5 | 3.9233 | 0.0601 | 0.0007 | 0 | 102.8550 | 0 | 0.0040 | 0 | 4.6582 | -0.0010 | 0 | 0.1388 | | 1109 | 8 | 3.5328 | 0.0417 | 0 | 0 | 103 | -0.0002 | 0.0089 | -0.0005 | 4.9663 | -0.0019 | 0.0008 | 0.1279 | | 1110 | 5 | 3.8399 | 0.0212 | 0.0004 | 0 | 102.8800 | 0 | 0 | 0 | 4.7286 | -0.0037 | -0.0030 | 0.0740 |
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