Search Results - subject:"autoregressive conditional heteroscedastic"

Future natural gas price forecasting model and its policy implication

Ambya, Ambya; Gunarto, Toto; Hendrawaty, Ernie; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 64-70

Persistent link: https://www.econbiz.de/10012505591

Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)

Virginia, Erica; Ginting, Josep; Elfaki, Faiz A. M. - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 131-140

Persistent link: https://www.econbiz.de/10011881316

A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius

Fauzel, Sheereen - In: International journal of economics and financial issues … 6 (2016) 2, pp. 745-755

Persistent link: https://www.econbiz.de/10011697358

The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility

Hamzaoui, Nessrine; Regaieg, Boutheina - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1608-1615

Persistent link: https://www.econbiz.de/10011775273

Oil Price Volatility and Real Effective Exchange Rate: The Case of Thailand

Jiranyakul, Komain - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 574-579

The main objective of this study is to directly examine the relation between real oil price and real effective exchange rate in Thailand during July 1997 to December 2013. Under the floating exchange rate regime, bilateral exchange rates are expected to fluctuate more than under the fixed...

Persistent link: https://www.econbiz.de/10011268859

Oil price volatility and real effective exchange rate : the case of Thailand

Jiranyakul, Komain - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 574-579

Persistent link: https://www.econbiz.de/10011455871