This paper presents a literature review in which methodologies employed for the forecast of the price of stock companies and raw materials in the fields of electricity, oil, gas and energy are studied. This research also makes an analysis of which data variables are employed for training the forecasting models. Three scientific databases were consulted to perform the present research: The Directory of Open Access Journals, the Multidisciplinary Digital Publishing Institute and the Springer Link. After running the same query in the three databases and considering the period from January 2017 to December 2021, a total of 1683 articles were included in the analysis. Of these, only 13 were considered relevant for the topic under study. The results obtained showed that when compared with other areas, few papers focus on the forecasting of the prices of raw materials and stocks of companies in the field under study. Furthermore, most make use of either machine learning methodologies or time series analysis. Finally, it is also remarkable that some not only make use of existing algorithms but also develop and test new methodologies.

In recent years, time series forecasting has become an essential tool for stock market analysts to make informed decisions regarding stock prices. The present research makes use of various exponential smoothing forecasting methods. These include exponential smoothing with multiplicative errors and additive trend (MAN), exponential smoothing with multiplicative errors (MNN), and simple exponential smoothing with additive errors (ANN) for the forecasting of the stock prices of six different companies in the petroleum, electricity, and gas industries that are listed in the IBEX35 index. The database employed for this research contained the IBEX35 index values and stock closing prices from 3 January 2000 to 30 December 2022. The models trained with this data were employed in order to forecast the index value and the closing prices of the stocks under study from 2 January 2023 to 24 March 2023. The results obtained confirmed that although none of the proposed models outperformed the rest for all the companies, it is possible to calculate forecasting models able to predict a 95% confidence interval about real stock closing values and where the index will be in the following three months.