Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono, Edwin Russel, Almira Rizka Putri, Wamiliana Wamiliana, Widiarti Widiarti, Mustofa Usman
| Year of publication: |
2020
|
|---|---|
| Authors: | Warsono Warsono ; Russel, Edwin ; Putri, Almira Rizka ; Wamiliana Wamiliana ; Widiarti Widiarti ; Mustofa Usman |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 2, p. 360-373
|
| Subject: | Cointegration | VAR model | VECM model | Granger Causality | Impulse Response Function | Forecasting | Kointegration | Indonesien | Indonesia | VAR-Modell | Malaysia | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.8946 [DOI] hdl:11159/8300 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012488433