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  • Search: subject:"VAR with Variance Decomposition"
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Aktienindex 1 Börsenkurs 1 COVID 1 Commodity Market 1 Commodity market 1 Decomposition method 1 Dekompositionsverfahren 1 Energiemarkt 1 Energy market 1 Market Index 1 NIFTY50 1 Nifty Energy 1 Rohstoffmarkt 1 Share price 1 Stock index 1 VAR model 1 VAR with Variance Decomposition 1 VAR-Modell 1 Vector Autoregression 1 Volatility 1 Volatilität 1
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CC license 1 Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gupta, Abhishek Kumar 1 Hawaldar, Iqbal Thonse 1 Kumar, Santosh 1 Meher, Bharat Kumar 1
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International Journal of Energy Economics and Policy : IJEEP 1
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ECONIS (ZBW) 1
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Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Kumar, Santosh - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 122-130
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