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Control in the socio-economic systems
Evaluation of the influence of active forecasts on the energy markets on the example of the European gas market
M. Yu. Shevyrenkov V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow
Abstract:
In this paper, the problems of assessing the impact of active forecasts on energy markets are considered. An imitative game reflexive model describing the behavior of producers on the natural gas market is presented. With the help of regression analysis, the influence of the values of various forecast parameters on the behavior of energy market participants was studied.
Keywords:
energy industry, forecasting, forecasting methods and models, informative control.
Received: 21.06.2018 Revised: 03.10.2018 Accepted: 17.10.2018
Citation:
M. Yu. Shevyrenkov, “Evaluation of the influence of active forecasts on the energy markets on the example of the European gas market”, Probl. Upr., 2019, no. 1, 55–62
Linking options:
https://www.mathnet.ru/eng/pu1121 https://www.mathnet.ru/eng/pu/v1/p55
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