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The empirical study shows that (i) public attention is closely related to natural gas price, with contemporaneous positive correlation coefficient being 0.59, (ii) public attention leads natural gas price, (iii) the model including public attention data outperforms benchmark model. By using a more direct and representative way of forecasting based on the knowledge collected from the users, this paper also has important implications for applying Internet knowledge to improve the forecast accuracy of other energy price.<\/p>","DOI":"10.4018\/ijkss.2014040105","type":"journal-article","created":{"date-parts":[[2014,9,15]],"date-time":"2014-09-15T12:54:39Z","timestamp":1410785679000},"page":"65-80","source":"Crossref","is-referenced-by-count":2,"title":["How Does Public Attention Influence Natural Gas Price?"],"prefix":"10.4018","volume":"5","author":[{"given":"Xin","family":"Li","sequence":"first","affiliation":[{"name":"Management School, University of Chinese Academy of Sciences, Beijing, China"}]},{"given":"Jian","family":"Ma","sequence":"additional","affiliation":[{"name":"Department of Information Systems, City University of Hong Kong, Kowloon, Hong Kong"}]},{"given":"Wei","family":"Shang","sequence":"additional","affiliation":[{"name":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China"}]},{"given":"Shouyang","family":"Wang","sequence":"additional","affiliation":[{"name":"Management School, University of Chinese Academy of Sciences, Beijing, China and Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China"}]},{"given":"Xun","family":"Zhang","sequence":"additional","affiliation":[{"name":"Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China"}]}],"member":"2432","reference":[{"key":"ijkss.2014040105-0","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2012.05.006"},{"key":"ijkss.2014040105-1","doi-asserted-by":"publisher","DOI":"10.1007\/BF02532251"},{"key":"ijkss.2014040105-2","doi-asserted-by":"publisher","DOI":"10.1109\/TAC.1974.1100705"},{"key":"ijkss.2014040105-3","doi-asserted-by":"crossref","unstructured":"Andrei, D., & Hasler, M. 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