Financial time series modelling of trends and patterns in the energy markets
Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki
| Year of publication: |
February 2016
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|---|---|
| Authors: | Aduda, Jane ; Weke, Patrick ; Ngare, Philip ; Mwaniki, Joseph |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 2, p. 324-337
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| Subject: | Financial Time Series | Trends and Patterns in Energy Markets | Futures and Spot Prices | ARCH Effects | ARMA-GARCH Models | Energiemarkt | Energy market | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.62027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011544523