Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman, M. Komarudin, Nurhanurawati Nurhanurawati, Edwin Russel, Ahmad Sidiq, Warsono Warsono, F. A. M. Elfaki
| Year of publication: |
2023
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|---|---|
| Authors: | Mustofa Usman ; Komarudin, M. ; Nurhanurawati ; Russel, Edwin ; Sidiq, Ahmad ; Warsono ; Elfaki, F. A. M. |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 4, p. 542-554
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| Subject: | VAR(p) model | CCC GARCH(r s) model | Impulse Response Function | Granger causality | varaiance decomposition | forecasting | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Indonesien | Indonesia | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.14364 [DOI] hdl:11159/631252 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014373695