EconPapers    
Economics at your fingertips  
 

Research on Early Warning of China’s Energy Market Volatility Based on Self-Organizing Competitive Neural Networks

Ning Liu () and Jiaxin Wang ()
Additional contact information
Ning Liu: Hebei University of Science and Technology
Jiaxin Wang: Beijing Polytechnic

A chapter in LISS 2014, 2015, pp 1525-1529 from Springer

Abstract: Abstract This paper extracts seven indicators from energy production, per capita consumption and energy import and export trade in elements of energy market as the basic data for analyzing China’s energy market volatility. It establishes a self-organizing competitive neural networks model after normalizing the data, and then makes an empirical analysis of the volatility from year 1990 to 2009. It finds that the results of the model are in line with reality. It is significant to master the market rule and predict the energy market volatility.

Keywords: Neural networks; Energy market; Volatility; Early-warning (search for similar items in EconPapers)
Date: 2015
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-43871-8_219

Ordering information: This item can be ordered from
http://www.springer.com/9783662438718

DOI: 10.1007/978-3-662-43871-8_219

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-02
Handle: RePEc:spr:sprchp:978-3-662-43871-8_219