Modeling Gas Prices in Poland with an Application of the Vector Autoregression Method (VAR)

The paper presents examples of gas prices modeling in Poland by means of the VAR model (AutoRegression Vector Model). For comparison, the predictions are made for the models estimated by different variations of the generalized least squares method.

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Year of publication:	2012
Authors:	Grzegorz, Mentel
Published in:	Folia Oeconomica Stetinensia. - De Gruyter Open. - Vol. 12.2012, 2, p. 46-57
Publisher:	De Gruyter Open

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011008122