A three-factor stochastic model for forecasting production of energy materials
Michele Bufalo, Giuseppe Orlando
| Year of publication: |
2023
|
|---|---|
| Authors: | Bufalo, Michele ; Orlando, Giuseppe |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
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| Subject: | ARIMA-GARCH | Energy | Forecasting | Lamperti transformations | Stochastic trifactorial model | Energieprognose | Energy forecast | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103356 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304879