Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman, M. Komarudin, Munti Sarida, Wamiliana Wamiliana, Edwin Russel, Mahatma Kufepaksi, Iskandar Ali Alam, Faiz A.M. Elfaki
| Year of publication: |
2022
|
|---|---|
| Authors: | Mustofa Usman ; Komarudin, M. ; Sarida, Munti ; Wamiliana, Wamiliana ; Russel, Edwin ; Kufepaksi, Mahatma ; Alam, Iskandar Ali ; Elfaki, Faiz A. M. |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 5, p. 178-191
|
| Subject: | multivariate time series | VAR(p)-GARCH(r s) | Granger causality | impulse response function | forecasting | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Energiewirtschaft | Energy sector | Katar | Qatar | Energiekonsum | Energy consumption |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.13333 [DOI] hdl:11159/12615 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013426129