Predicting crude oil prices during a pandemic : a comparison of Arima and Garch models
Mohammad Imdadul Haque and Abdul Rahman Shaik (Corresponding Author)
| Year of publication: |
2021
|
|---|---|
| Authors: | Haque, Mohammad Imdadul ; Shaik, Abdul Rahman |
| Published in: |
Montenegrin journal of economics. - Podgorica : Economic Laboratory for Transition Research, ISSN 1800-6698, ZDB-ID 2860930-X. - Vol. 17.2021, 1, p. 197-207
|
| Subject: | Corona virus | oil prices | forecasting | WTI | ARIMA | GARCH | Ölpreis | Oil price | Coronavirus | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Welt | World | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Ölmarkt | Oil market | Volatilität | Volatility | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.14254/1800-5845/2021.17-1.15 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436043