ANALYSIS AND FORECASTING OF THE “TTF” NATURAL GAS FUTURES RATE DYNAMICS

Anosov Timur Eduardovich, Dzerzhinskiy Roman Igorevich

The paper analyzes patterns in the dynamics natural gas prices changes starting from 2010. Based on data from all stock market days of the period under review, critical turning points in the development of the natural gas market in Europe are determined, and a TTF fund quotes forecast in the near future is given. The results of a study of fluctuation cycles and the search for hidden periodicities in the dynamics of the TTF futures rate for natural gas using anamorphoses are presented. It is shown that at the moment the price is near a local minimum, and when it reaches the next critical level (approximately in mid-2025), the price of natural gas will go up, following the path of recovery after a drawdown due to geopolitical features.

Keywords:time series, trends, fluctuations, Gompertz model, near-proportion