Abstract: At present, there is a great change in the price of coal or oil and electricity following the supply and demand of market and the price waving in the international energy market. Making management decision of a corporation on the base of the price waving in market is and important factor influencing the corporation's benefit. In this paper, the price trend of the coal of oil and electricity was forecasted by using ARIMA model, and the result show that the price of the coal or oil and dlectricity will wave in the future, but the total trend is climbing.