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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"SFB 649 discussion paper"
~subject:"Deutschland"
~subject:"VAR model"
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Deutschland
VAR model
Time series analysis
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Mustofa Usman
9
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9
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6
Wamiliana, Wamiliana
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International Journal of Energy Economics and Policy : IJEEP
SFB 649 discussion paper
Journal of econometrics
55
Economics letters
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
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28
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Asymmetric effect of oil price on economic activity : evidence from Lebanon using NARDL model
Fakhreddine, Nour
;
Najia, Noura
;
Mourad, Abbas
;
Nasser, …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 258-266
Persistent link: https://www.econbiz.de/10014496206
Saved in:
3
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
4
Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati, Nurhanurawati
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 194-202
Persistent link: https://www.econbiz.de/10014433779
Saved in:
5
Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
Saved in:
6
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
7
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
8
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
9
Impact of solar and wind prices on the integrated global electricity spot and options markets : a time series analysis
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10012488423
Saved in:
10
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
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