Prediction of Natural Gas Prices on the New York Mercantile Exchange Based on a Pulse Function Intervention Analysis Approach

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The model achieved a MAPE value of 12.2586%, demonstrating strong predictive accuracy for natural gas prices.
The optimal intervention model combines Probabilistic ARIMA with pulse function analysis to address price volatility.
Modeling captures immediate effects of external events, including geopolitical conflicts and market fluctuations.
Enhanced price predictions support industry decision-making and guide investment strategies in energy markets.

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Pulse function analysis enhances price prediction accuracy in natural gas markets, implying better decision-making for policy and investments.

Sediono et al. (2025) studied this question.

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Pulse function analysis enhances price prediction accuracy in natural gas markets, implying better decision-making for policy and investments.