Interplay of volatility and geopolitical tensions in clean energy markets : a comprehensive GARC-ISTM forecasting approach
Hatem Brik, Jihene El Ouakdi
| Year of publication: |
2024
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|---|---|
| Authors: | Brik, Hatem ; Ouakdi, Jihene El |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 4, p. 92-107
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| Subject: | Clean Energy | Generalized Autoregressive Conditional Heteroskedasticity Models | Hybrid Generalized Autoregressive Conditional Heteroskedasticity-Long Short-Term Memory Framework | Portfolio Management | Volatility Forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Energiemarkt | Energy market | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.16075 [DOI] hdl:11159/701054 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014634872