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~person:"Mustofa Usman"
~subject:"Time series analysis"
~subject:"Volatility"
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Search: subject:"Causality analysis"
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Time series analysis
Volatility
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Mustofa Usman
Gupta, Rangan
26
Balcilar, Mehmet
17
Tiwari, Aviral Kumar
17
Taamouti, Abderrahim
14
Dufour, Jean-Marie
11
Hecq, Alain W. J.
10
Hammoudeh, Shawkat
9
Lanne, Markku
9
McAleer, Michael
9
Triacca, Umberto
9
Russel, Edwin
8
Bouri, Elie
7
Mercereau, Benoît
7
Renault, Eric
7
Shahbaz, Muhammad
7
Breitung, Jörg
6
Chang, Chia-Lin
6
Chang, Tsangyao
6
Hassler, Uwe
6
Miller, Stephen M.
6
Ramírez, Miguel D.
6
Roubaud, David
6
Shahzad, Syed Jawad Hussain
6
Smith, Ron
6
Swanson, Norman R.
6
Adrangi, Bahram
5
Ajmi, Ahdi Noomen
5
Bouezmarni, Taoufik
5
Croux, Christophe
5
Enflo, Kerstin
5
Hausman, Catherine
5
Luoto, Jani
5
Saikkonen, Pentti
5
White, Halbert
5
Ahmed, Rizwan Raheem
4
Albulescu, Claudiu Tiberiu
4
Bekiros, Stelios
4
Chatrath, Arjun
4
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International Journal of Energy Economics and Policy : IJEEP
8
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ECONIS (ZBW)
8
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
8
Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
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