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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Estimation theory
21
Schätztheorie
21
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Estimation
6
Oil price
6
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6
Time series analysis
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Autoregressive Conditional Heteroscedastic Effect
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Article in journal
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10
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Gunarto, Toto
2
Ahadiat, Ayi
1
Akbulaev, Nurkhodzha
1
Algaeed, Abdulaziz Hamad
1
Ambya, Ambya
1
Asuamah, Samuel Yeboah
1
Azhar, Rialdi
1
Elfaki, Faiz A. M.
1
Essiane, Salome Njakomo
1
Ginting, Josep
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Günay, Samet
1
Hendrawaty, Ernie
1
Kesumah, Fajrin Satria Dwi
1
Koffi, Francis Djanna
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Mikhaylov, Alexey
1
Mustofa Usman
1
Njomo, Donatien
1
Nyangarika, Anthony Msafiri
1
Ohene-Manu, Joseph
1
Rahimli, Etimad
1
Richter, Ulf Henning
1
Russel, Edwin
1
Sapnken, Emmanuel Flavian
1
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Tamba, Jean Gaston
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Tresiana, Novita
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International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
179
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
72
Economics letters
44
Econometric reviews
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Journal of empirical finance
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Econometric theory
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
Quantitative finance
20
Journal of financial econometrics
18
Finance research letters
17
Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of the American Statistical Association : JASA
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14
Journal of risk and financial management : JRFM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
11
Risks : open access journal
11
International journal of economics and financial issues : IJEFI
10
Journal of quantitative economics
10
Applied economics letters
9
Finance and stochastics
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Journal of applied econometrics
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of risk
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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1
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
2
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
Saved in:
3
Statistical analysis of the relationship between oil prices and industry index prices
Akbulaev, Nurkhodzha
;
Rahimli, Etimad
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 324-331
Persistent link: https://www.econbiz.de/10012488418
Saved in:
4
Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
5
Oil price factors : forecasting on the base of modified auto-regressive integrated moving average model
Nyangarika, Anthony Msafiri
;
Mikhaylov, Alexey
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
1
,
pp. 149-159
Persistent link: https://www.econbiz.de/10011955267
Saved in:
6
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
7
Modeling and forecasting gasoline consumption in Cameroon using linear regression models
Sapnken, Emmanuel Flavian
;
Tamba, Jean Gaston
;
Essiane, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
2
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011861859
Saved in:
8
The oil price volatility and a revisited Saudi import demand function : an empirical analysis
Algaeed, Abdulaziz Hamad
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011954077
Saved in:
9
An econometric investigation of forecasting premium fuel
Asuamah, Samuel Yeboah
;
Ohene-Manu, Joseph
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
3
,
pp. 716-724
Persistent link: https://www.econbiz.de/10011455996
Saved in:
10
Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns
Günay, Samet
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
4
,
pp. 979-985
Persistent link: https://www.econbiz.de/10011456391
Saved in:
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