التنبؤ بأسعار الغاز الطبيعي في الأسواق العالمية الرئيسية باستخدام نماذج ARIMA

Abstract EN

This study aims to predict natural gas prices in the main global markets of the European Union, the United States of America, and Asia, using ARIMA models.

these models have proven their predictive effectiveness, especially in the short term.

the study concluded that the natural gas price chain of the European union was unstable during the study period.

that may happen as a result of the high correlation between natural gas prices and oil prices, in addition to geopolitical tensions, especially with the ongoing disputes between Russia and Ukraine.

on the other hand, the study found that the chain of natural gas prices in the united states of America is unstable as well.

this is due to the shale gas revolution that led to an oversupply, which contributed to a drop in prices.

as for the Asian market, the natural gas price chain is unstable too, and the reason behind this can be attributed to the high volume of demand from china and India, which contributed to the rise in liquefied natural gas imports.