Real-time demand in natural gas price forecasting: The role of temperature data

Zakaria Moussa (), Arthur Thomas and Benoît Sévi ()
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Zakaria Moussa: LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - Nantes Univ - IAE Nantes - Nantes Université - Institut d'Administration des Entreprises - Nantes - Nantes Université - pôle Sociétés - Nantes Univ - Nantes Université
Arthur Thomas: LEDa - Laboratoire d'Economie de Dauphine - IRD - Institut de Recherche pour le Développement - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Benoît Sévi: LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - Nantes Univ - IAE Nantes - Nantes Université - Institut d'Administration des Entreprises - Nantes - Nantes Université - pôle Sociétés - Nantes Univ - Nantes Université

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Keywords: energy prices; natural gas; Bayesian VAR; price forecasting; real-time data; temperature (search for similar items in EconPapers)
Date: 2023-12-09
Note: View the original document on HAL open archive server: https://hal.science/hal-04333458v1
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