Natural Gas Price Forecasting

Natural gas account for 1/4 of the global demand and roughly 1/3 of the US energy demand. After oil, Natural gas is the most dominate sort of energy. So, being about to improve natural gas demand prediction is extremely valuable.

Therefore, this project aims to predict the demand of Natural Gas in the US by combining a wide range of datasets including the time series of major Natural Gas Prices including US Henry Hub. Data comes from U.S. Energy Information Administration.
Need to forecast the price of natural gas based on the historical data.

Data

Dataset contains Daily prices of Natural gas, starting from January 1997 to current year. Prices are in nominal dollars.