用LSTM模型预测布伦特原油价格，助力低碳转型下的经济决策
Prediction of Brent crude oil price based on LSTM model under the background of low-carbon transition
- 构建三层LSTM模型，基于美国能源信息署数据预测油价
- 能有效捕捉长期趋势，波动期略有偏差
- 适合政策制定者与投资者参考能源市场不确定性
在全球能源与环境领域，原油是重要战略资源，其价格波动对全球经济、金融市场及低碳发展进程有深远影响。近年来，各国绿色能源转型和低碳发展持续推进，原油市场动态日益复杂多变。油价不仅受供需、地缘政治、生产技术等传统因素影响，还面临能源政策变革、碳排放控制及新能源技术发展的挑战。这种多重驱动因素使原油价格预测在经济决策、能源规划与金融市场上具有关键意义。本文选取美国能源信息署提供的欧洲布伦特原油现货价格数据，构建包含三层LSTM单元的深度学习模型，用于预测未来数日油价。结果表明，该模型在捕捉整体价格趋势方面表现良好，尽管在剧烈波动期间存在一定偏差。研究验证了LSTM模型在能源市场预测中的适用性，并为应对原油价格不确定性提供了数据支持。
原文摘要 · Abstract (English)
In the field of global energy and environment, crude oil is an important strategic resource, and its price fluctuation has a far-reaching impact on the global economy, financial market and the process of low-carbon development. In recent years, with the gradual promotion of green energy transformation and low-carbon development in various countries, the dynamics of crude oil market have become more complicated and changeable. The price of crude oil is not only influenced by traditional factors such as supply and demand, geopolitical conflict and production technology, but also faces the challenges of energy policy transformation, carbon emission control and new energy technology development. This diversified driving factor makes the prediction of crude oil price not only very important in economic decision-making and energy planning, but also a key issue in financial markets.In this paper, the spot price data of European Brent crude oil provided by us energy information administration are selected, and a deep learning model with three layers of LSTM units is constructed to predict the crude oil price in the next few days. The results show that the LSTM model performs well in capturing the overall price trend, although there is some deviation during the period of sharp price fluctuation. The research in this paper not only verifies the applicability of LSTM model in energy market forecasting, but also provides data support for policy makers and investors when facing the uncertainty of crude oil price.
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