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China’s Energy Stock Price Index Prediction Based on VECM–BiLSTM Model
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China’s Energy Stock Price Index Prediction Based on VECM–BiLSTM Model
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Journal Article
China’s Energy Stock Price Index Prediction Based on VECM–BiLSTM Model
2025
Overview
The energy stock price index maps the development trends in China’s energy market to a certain extent, and accurate forecasting of China’s energy market index can effectively guide the government to regulate energy policies to cope with external risks. The vector error correction model (VECM) analyzes the relationship between each indicator and the output, provides an external explanation for the way the indicator influences the output indicator, and uses this to filter the input indicators. The forecast results of the China energy stock price index for 2022–2024 showed an upward trend, and the model evaluation parameters MAE, MAPE, and RMSE were 0.2422, 3.5704% and 0.3529, respectively, with higher forecasting efficiency than other comparative models. Finally, the impact of different indicators on the Chinese energy market was analyzed through scenario setting. The results show that oscillations in the real commodity price factor (RCPF) and the global economic conditions index (GECON) cause fluctuations in the price indices of the Chinese energy market and that the Chinese energy market evolves in the same manner as the changes in two international stock indices: the MSCI World Index and FTSE 100 Index.
Publisher
MDPI AG
Subject
