{"id":"https://openalex.org/W1978982237","doi":"https://doi.org/10.1155/2012/289810","title":"Forecasting Energy Commodity Prices Using Neural Networks","display_name":"Forecasting Energy Commodity Prices Using Neural Networks","publication_year":2012,"publication_date":"2012-12-31","ids":{"openalex":"https://openalex.org/W1978982237","doi":"https://doi.org/10.1155/2012/289810","mag":"1978982237"},"language":"en","primary_location":{"id":"doi:10.1155/2012/289810","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/289810","pdf_url":"https://downloads.hindawi.com/archive/2012/289810.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://downloads.hindawi.com/archive/2012/289810.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015796693","display_name":"Massimo Panella","orcid":"https://orcid.org/0000-0002-9876-1494"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Massimo Panella","raw_affiliation_strings":["Department of Information Engineering, Electronics and Telecommunications (DIET), Sapienza University of Rome, Via Eudossiana 18, 00184 Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0002-9876-1494","affiliations":[{"raw_affiliation_string":"Department of Information Engineering, Electronics and Telecommunications (DIET), Sapienza University of Rome, Via Eudossiana 18, 00184 Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026710399","display_name":"Francesco Barcellona","orcid":"https://orcid.org/0000-0003-4369-6821"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Francesco Barcellona","raw_affiliation_strings":["Department of Social Science (DISS), Sapienza University of Rome, P.le Aldo Moro 5, 00185 Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0003-4369-6821","affiliations":[{"raw_affiliation_string":"Department of Social Science (DISS), Sapienza University of Rome, P.le Aldo Moro 5, 00185 Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063970460","display_name":"Rita L. D\u2019Ecclesia","orcid":"https://orcid.org/0000-0002-2157-3073"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Rita L. D'Ecclesia","raw_affiliation_strings":["Department of Social Science (DISS), Sapienza University of Rome, P.le Aldo Moro 5, 00185 Rome, Italy"],"raw_orcid":"https://orcid.org/0000-0002-2157-3073","affiliations":[{"raw_affiliation_string":"Department of Social Science (DISS), Sapienza University of Rome, P.le Aldo Moro 5, 00185 Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I861853513"],"apc_list":{"value":200,"currency":"USD","value_usd":200},"apc_paid":{"value":200,"currency":"USD","value_usd":200},"fwci":16.6196,"has_fulltext":true,"cited_by_count":63,"citation_normalized_percentile":{"value":0.98812659,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"2012","issue":null,"first_page":"1","last_page":"26"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9930999875068665,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9811000227928162,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6465111970901489},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6457275152206421},{"id":"https://openalex.org/keywords/constructive","display_name":"Constructive","score":0.5301868319511414},{"id":"https://openalex.org/keywords/spot-contract","display_name":"Spot contract","score":0.4673274755477905},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43076297640800476},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.41547197103500366},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.403897225856781},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34111446142196655},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2641656994819641},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.14445337653160095}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6465111970901489},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6457275152206421},{"id":"https://openalex.org/C2778701210","wikidata":"https://www.wikidata.org/wiki/Q28130034","display_name":"Constructive","level":3,"score":0.5301868319511414},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.4673274755477905},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43076297640800476},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.41547197103500366},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.403897225856781},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34111446142196655},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2641656994819641},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.14445337653160095},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.0},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2012/289810","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/289810","pdf_url":"https://downloads.hindawi.com/archive/2012/289810.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},{"id":"pmh:oai:iris.uniroma1.it:11573/505763","is_oa":true,"landing_page_url":"http://hdl.handle.net/11573/505763","pdf_url":"http://www.hindawi.com/journals/ads/2012/289810","source":{"id":"https://openalex.org/S4377196107","display_name":"IRIS Research product catalog (Sapienza University of Rome)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:doaj.org/article:89b459ff5a614879b460023e8b60119c","is_oa":false,"landing_page_url":"https://doaj.org/article/89b459ff5a614879b460023e8b60119c","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Advances in Decision Sciences, Vol 2012 (2012)","raw_type":"article"},{"id":"pmh:oai:zenodo.org:105727","is_oa":true,"landing_page_url":"https://www.openaccessrepository.it/record/105727","pdf_url":null,"source":{"id":"https://openalex.org/S4306402478","display_name":"INFM-OAR (INFN Catania)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210116497","host_organization_name":"Istituto Nazionale di Fisica Nucleare, Sezione di Catania","host_organization_lineage":["https://openalex.org/I4210116497"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.1155/2012/289810","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/289810","pdf_url":"https://downloads.hindawi.com/archive/2012/289810.pdf","source":{"id":"https://openalex.org/S104792724","display_name":"Advances in Decision Sciences","issn_l":"2090-3359","issn":["2090-3359","2090-3367"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Decision Sciences","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1978982237.pdf","grobid_xml":"https://content.openalex.org/works/W1978982237.grobid-xml"},"referenced_works_count":67,"referenced_works":["https://openalex.org/W54660018","https://openalex.org/W123477871","https://openalex.org/W1500063156","https://openalex.org/W1513232892","https://openalex.org/W1540615623","https://openalex.org/W1554663460","https://openalex.org/W1570834090","https://openalex.org/W1579271636","https://openalex.org/W1654787807","https://openalex.org/W1663973292","https://openalex.org/W1794916922","https://openalex.org/W1841858619","https://openalex.org/W1966342924","https://openalex.org/W1971567680","https://openalex.org/W1979575715","https://openalex.org/W1983637487","https://openalex.org/W1985101862","https://openalex.org/W1999029409","https://openalex.org/W1999996900","https://openalex.org/W2012079387","https://openalex.org/W2015245929","https://openalex.org/W2020945403","https://openalex.org/W2027897022","https://openalex.org/W2029462653","https://openalex.org/W2031770044","https://openalex.org/W2035942174","https://openalex.org/W2043726821","https://openalex.org/W2047414366","https://openalex.org/W2049317347","https://openalex.org/W2049633694","https://openalex.org/W2050681470","https://openalex.org/W2053794432","https://openalex.org/W2068522471","https://openalex.org/W2084147677","https://openalex.org/W2089240053","https://openalex.org/W2099103871","https://openalex.org/W2101964053","https://openalex.org/W2103414828","https://openalex.org/W2109181216","https://openalex.org/W2110139762","https://openalex.org/W2124295159","https://openalex.org/W2124776405","https://openalex.org/W2134199473","https://openalex.org/W2140971281","https://openalex.org/W2144141835","https://openalex.org/W2152725898","https://openalex.org/W2155399784","https://openalex.org/W2159255597","https://openalex.org/W2160270275","https://openalex.org/W2160720093","https://openalex.org/W2161940528","https://openalex.org/W2162039098","https://openalex.org/W2168227362","https://openalex.org/W2170831719","https://openalex.org/W2263224228","https://openalex.org/W2406942944","https://openalex.org/W2488678869","https://openalex.org/W2796976572","https://openalex.org/W3023275250","https://openalex.org/W3122800642","https://openalex.org/W3122855307","https://openalex.org/W3123411005","https://openalex.org/W3124705642","https://openalex.org/W4210509282","https://openalex.org/W4212863985","https://openalex.org/W4247843916","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2377770720","https://openalex.org/W94411513","https://openalex.org/W4311883357","https://openalex.org/W2113626999","https://openalex.org/W160889949","https://openalex.org/W2197168648","https://openalex.org/W2364696089","https://openalex.org/W4300816516","https://openalex.org/W309910862","https://openalex.org/W2369004811"],"abstract_inverted_index":{"A":[0],"new":[1,56],"machine":[2],"learning":[3,123],"approach":[4,133,160],"for":[5,61,69],"price":[6,83],"modeling":[7,71],"is":[8,93,141],"proposed.":[9],"The":[10,99,138],"use":[11,100],"of":[12,101,104,124,166],"neural":[13,106,126],"networks":[14],"as":[15,33,72,95],"an":[16,163],"advanced":[17],"signal":[18],"processing":[19],"tool":[20],"may":[21,108],"be":[22],"successfully":[23],"used":[24,59],"to":[25,114,134],"model":[26,140,152],"and":[27,39,161],"forecast":[28],"energy":[29],"commodity":[30],"prices,":[31],"such":[32],"crude":[34],"oil,":[35],"coal,":[36],"natural":[37],"gas,":[38],"electricity":[40],"prices.":[41],"Energy":[42],"commodities":[43,167],"have":[44,53],"shown":[45],"explosive":[46],"growth":[47],"in":[48,75,79],"the":[49,76,80,129,136,151,158],"last":[50],"decade.":[51],"They":[52],"become":[54],"a":[55,66,96,102,120,144],"asset":[57],"class":[58],"also":[60],"investment":[62],"purposes.":[63],"This":[64],"creates":[65],"huge":[67],"demand":[68],"better":[70],"what":[73],"occurred":[74],"stock":[77],"markets":[78],"1970s.":[81],"Their":[82],"behavior":[84],"presents":[85],"unique":[86],"features":[87],"causing":[88],"complex":[89],"dynamics":[90],"whose":[91],"prediction":[92],"regarded":[94],"challenging":[97],"task.":[98],"Mixture":[103],"Gaussian":[105],"network":[107,127],"provide":[109,162],"significant":[110],"improvements":[111],"with":[112],"respect":[113],"other":[115],"well-known":[116],"models.":[117],"We":[118],"propose":[119],"computationally":[121],"efficient":[122],"this":[125],"using":[128,143],"maximum":[130],"likelihood":[131],"estimation":[132],"calibrate":[135],"parameters.":[137],"optimal":[139],"identified":[142],"hierarchical":[145],"constructive":[146],"procedure":[147],"that":[148],"progressively":[149],"increases":[150],"complexity.":[153],"Extensive":[154],"computer":[155],"simulations":[156],"validate":[157],"proposed":[159],"accurate":[164],"description":[165],"prices":[168],"dynamics.":[169]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":7},{"year":2013,"cited_by_count":5}],"updated_date":"2026-08-15T07:11:24.734988","created_date":"2025-10-10T00:00:00"}