Modeling energy prices with a Markov-switching dynamic regression model : 2005-2015
Georgios Galyfianakis, Evagelos Drimbetas and Nikolaos Sariannidis
| Year of publication: |
June 2016
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|---|---|
| Authors: | Galyfianakis, Georgios ; Drimbetas, Evagelos ; Sariannidis, Nikolaos |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 3.2016, 1, p. 11-28
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| Subject: | Energy Market | Crude Oil | Petroleum products | Markov-Switching Dynamic Regression | Regimes | Markov-Kette | Markov chain | Energiemarkt | Energy market | Regressionsanalyse | Regression analysis | Ölmarkt | Oil market | Ölpreis | Oil price | Erdöl | Petroleum | Energiepreis | Energy price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011539401