Forecasting the energy commodities : an evidence of ARIMA and intervention analysis
Miklesh Prasad Yadav, Vandana Sehgal, Deepali Ratra, Abdul Wajid
| Year of publication: |
2023
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|---|---|
| Authors: | Yadav, Miklesh Prasad ; Sehgal, Vandana ; Ratra, Deepali ; Wajid, Abdul |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 16.2023, 6, p. 443-457
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| Subject: | ARIMA | autoregressive integrated moving average | COVID-19 | crude oil | energy prices | intervention effect | natural gas | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Coronavirus | Energiepreis | Energy price | Prognoseverfahren | Forecasting model | Erdgas | Natural gas | Erdöl | Petroleum | Energiemarkt | Energy market | Ölmarkt | Oil market |
Online Resource