Forecasting natural gas prices using highly flexible time-varying parameter models
Shen Gao, Chenghan Hou, Bao H. Nguyen
| Year of publication: |
2021
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|---|---|
| Authors: | Gao, Shen ; Hou, Chenghan ; Bao Hoang Nguyen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 105.2021, p. 1-14
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| Subject: | Forecasting | Markov switching | Natural gas price | Stochastic volatility | Structural breaks | Time-varying parameter | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Gaspreis | Gas price | Erdgas | Natural gas | Preis | Price | Volatilität | Volatility | Markov-Kette | Markov chain | Erdgasmarkt | Natural gas market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105652 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367152