Forecasting gasoline market volatility using non-linear time series models
Athanasia Stylianou Kalaitzi, Evgenia Stylianou Kalaitzi
| Year of publication: |
2025
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|---|---|
| Authors: | Kalaitzi, Athanasia Stylianou ; Kalaitzi, Evgenia Stylianou |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 15.2025, 4, p. 139-151
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| Subject: | Energy Markets | Generalized Autoregressive Conditional Heteroskedasticity | Markov Switching | Volatility | Volatilität | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Energiemarkt | Energy market | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation | Benzin | Gasoline | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.18825 [DOI] hdl:11159/710510 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015448658