Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Zamzagul Sultanova, Galimzhan A. Pazilov, Lyailya Baibulekova, Gulzhakhan Kassymbekova, Gulnar Lukhmanova, Gulmira Issayeva, Kundyz Myrzabekkyzy
| Year of publication: |
2024
|
|---|---|
| Authors: | Sultanova, Zamzagul ; Pazilov, Galimzhan A. ; Baibulekova, Lyailya ; Kassymbekova, Gulzhakhan ; Lukhmanova, Gulnar ; Issayeva, Gulmira ; Myrzabekkyzy, Kundyz |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 21-30
|
| Subject: | ARCH | GARCH | Gold | Granger Causality | KASE | Kazakhstan | Oil | Renewable Energy | Kasachstan | Volatilität | Volatility | Börsenkurs | Share price | Ölpreis | Oil price | ARCH-Modell | ARCH model | Welt | World | Erneuerbare Energie | Renewable energy | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014481247