Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Zouhaier Dhifaoui, Sami Ben Jabeur, Rabeh Khalfaoui, Muhammad Ali Nasir
| Year of publication: |
2023
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|---|---|
| Authors: | Dhifaoui, Zouhaier ; Jabeur, Sami Ben ; Khalfaoui, Rabeh ; Nasir, Muhammad Ali |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2292-2306
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| Subject: | European energy prices | forecasting | global economic conditions | partial-directed coherence | stochastic volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Energiepreis | Energy price | Prognose | Forecast | Stochastischer Prozess | Stochastic process | EU-Staaten | EU countries | Welt | World | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432894