Research Article
Two-Scale Network Dynamic Model for Energy Commodity Processes
Table 9
Estimates
, , , , , , , , and
.
| | Natural gas | Crude oil | Coal | | | | | | | | | |
| 11 | 0.0062 | 0.0010 | 0.0001 | 1.5277 | 0.0078 | 0.0011 | 0 | 0 | 0.0218 | 12 | 0.0182 | 0.9002 | 0 | 1.6227 | 0.0010 | 0 | 0 | 0 | 0.0988 | 13 | 0.0239 | 0.0802 | 1.7280 | 0 | 1.7694 | 0 | 0.6374 | 0.6374 | 0.0959 | 14 | 0 | 0.0001 | 0.6027 | 2.3258 | 0 | 0 | 1.6564 | 1.6564 | 0.0847 | 15 | 0 | 0.8001 | 0.6210 | 2.3252 | 0 | 0 | 1.6650 | 1.6650 | 0.0111 | 16 | 0.0455 | 0.0007 | 3.6877 | 2.3217 | 0 | 1.2215 | 1.6724 | 1.6724 | 0 | 17 | 0 | 0.9876 | 0 | 1.6425 | 0 | 0 | 1.7719 | 1.7719 | 0 | 18 | 3.0410 | 0.9351 | 0 | 1.3105 | 0 | 0.1070 | 1.7630 | 1.7630 | 0.0434 | 19 | 2.7713 | 0.6680 | 0 | 1.1052 | 0 | 0 | 1.7400 | 1.7400 | 0 | 20 | 2.8461 | 1.7795 | 0 | 0.1196 | 0 | 0.0983 | 0 | 0.4555 | 0 | … | … | … | … | … | … | … | … | … | … | 495 | 1.1229 | 0 | 0.0584 | 0.5488 | 0.1104 | 0.0761 | 0 | 0 | 1.3987 | 496 | 0.6946 | 0 | 0.6613 | 0.5767 | 0.0715 | 0.0610 | 0 | 0 | 1.3017 | 497 | 1.1229 | 0.0095 | 0.0988 | 0.6499 | 0.0870 | 0.0633 | 1.1317 | 1.1317 | 1.3069 | 498 | 0.6946 | 0.0101 | 0 | 0 | 0 | 0.0320 | 1.0294 | 1.0294 | 1.5410 | 499 | 0.7353 | 0.0066 | 0.0384 | 0 | 0.0922 | 0.0330 | 0.7317 | 0.7317 | 1.2225 | 500 | 1.7509 | 0.0069 | 0.0283 | 0.4307 | 0.4545 | 0.0413 | 0.4826 | 0.4826 | 1.2254 | 501 | 2.1299 | 0.0077 | 0.0282 | 0.5043 | 0.7873 | 0.0308 | 0.4272 | 0.4272 | 1.5587 | 502 | 0.9778 | 0.0077 | 0 | 0.2878 | 0 | 0 | 0.5239 | 0.5239 | 1.8713 | 503 | 0.9872 | 0 | 0 | 0.2909 | 0 | 0 | 1.4523 | 1.4523 | 1.8874 | 504 | 1.1329 | 0 | 0 | 0.3707 | 0.4261 | 0 | 0 | 0 | 0 | 505 | 1.9178 | 0 | 0 | 0.3812 | 0.7292 | 0.1724 | 0 | 0 | 0 | … | … | … | … | … | … | … | … | … | … | 1102 | 0 | 0.0331 | 0.7183 | 0.9297 | 0.0434 | 0.0680 | 0 | 0 | 1.1355 | 1103 | 1.5077 | 0.0626 | 0.2048 | 1.1017 | 0.0421 | 0.1510 | 0 | 0 | 1.4133 | 1104 | 0.4444 | 0.0435 | 0.4622 | 0.1939 | 0.1078 | 0 | 0.0814 | 0 | 1.1672 | 1105 | 3.5933 | 0 | 0.3646 | 0.1922 | 0 | 0.7273 | 0.2726 | 0.2726 | 1.3023 | 1106 | 2.4964 | 0 | 0.3919 | 0 | 0.0684 | 1.0179 | 0.3296 | 0.3296 | 1.4111 | 1107 | 2.4600 | 0 | 0.8995 | 0.2001 | 0.1510 | 0.9354 | 0 | 0 | 1.7245 | 1108 | 2.0262 | 0 | 0.6325 | 0.3781 | 0.0814 | 0.8825 | 0.1878 | 0.1878 | 1.0915 | 1109 | 1.7828 | 0 | 0.6116 | 0.4024 | 0.0332 | 0.8812 | 0 | 0 | 1.3191 | 1110 | 1.2706 | 0 | 0.1001 | 0.3252 | 0.0155 | 0.8078 | 0 | 0 | 1.0233 |
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