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Probability density forecasts for steam coal prices in China: The role of high-frequency factors

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  • Ding, Lili
  • Zhao, Zhongchao
  • Han, Meng

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  • Ding, Lili & Zhao, Zhongchao & Han, Meng, 2021. "Probability density forecasts for steam coal prices in China: The role of high-frequency factors," Energy, Elsevier, vol. 220(C).
  • Handle: RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074
    DOI: 10.1016/j.energy.2021.119758
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    Cited by:

    1. Shiqiu Zhu & Yuanying Chi & Kaiye Gao & Yahui Chen & Rui Peng, 2022. "Analysis of Influencing Factors of Thermal Coal Price," Energies, MDPI, vol. 15(15), pages 1-16, August.
    2. Lei, Heng & Xue, Minggao & Liu, Huiling, 2022. "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, vol. 113(C).
    3. Yang, Wendong & Sun, Shaolong & Hao, Yan & Wang, Shouyang, 2022. "A novel machine learning-based electricity price forecasting model based on optimal model selection strategy," Energy, Elsevier, vol. 238(PC).
    4. Wu, Siping & Xia, Guilin & Liu, Lang, 2023. "A novel decomposition integration model for power coal price forecasting," Resources Policy, Elsevier, vol. 80(C).
    5. Ding, Lili & Zhao, Zhongchao & Wang, Lei, 2022. "Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?," Applied Energy, Elsevier, vol. 312(C).
    6. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
    7. Li, Zheng-Zheng & Su, Chi-Wei & Chang, Tsangyao & Lobonţ, Oana-Ramona, 2022. "Policy-driven or market-driven? Evidence from steam coal price bubbles in China," Resources Policy, Elsevier, vol. 78(C).

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