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A natural gas prices predictor using Henry Hub spot price and sentiment scores from twitter

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EssamMohamedAbo-ElMkarem/Natural-gas-prices-with-Twitter-sentiment-scores

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Natural Gas

Natural gas is a fossil energy source that formed deep beneath the earth's surface. Natural gas contains many different compounds. The largest component of natural gas is methane, a compound with one carbon atom and four hydrogen atoms (CH4). Natural gas also contains smaller amounts of natural gas liquids (NGLs, which are also hydrocarbon gas liquids), and nonhydrocarbon gases, such as carbon dioxide and water vapor. We use natural gas as a fuel and to make materials and chemicals.

The Henry Hub pipeline

The Henry Hub pipeline is the pricing point for natural gas futures on the New York Mercantile Exchange. The NYMEX contract for deliveries at Henry Hub began trading in 1990 and is deliverable 18 months in the future. The settlement prices at Henry Hub are used as benchmarks for the entire North American natural gas market and parts of the global liquid natural gas (LNG) market.

My approach

  • First we extract tweets realated to the topic from twitter
  • Second we develop an RNN to get the value of the sentiment of a tweet
  • Third we develop a model to use the sentiment extracted of the day and predict the Gas price value using it

Actual values vs. Model predicted values

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A natural gas prices predictor using Henry Hub spot price and sentiment scores from twitter

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