Similar Search Results

Accurate estimated model of volatility crude oil price

Gunarto, Toto; Azhar, Rialdi; Tresiana, Novita; Supriyanto - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 228-233

Persistent link: https://www.econbiz.de/10012505999

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

Does oil prices uncertainty affect stock returns in Russia : a bivariate generalized autoregressive conditional heteroskedasticity-in-mean approach

Bass, Alexander - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 224-230

Persistent link: https://www.econbiz.de/10011749964

Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models

Dritsaki, Melina; Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 411-423

Persistent link: https://www.econbiz.de/10012504221

Oil price predictors: machine learning approach

An, Jaehyung; Mikhaylov, Alexey; Moiseev, Nikita - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 5, pp. 1-6

Persistent link: https://www.econbiz.de/10012425016

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

Oil price and Fijian tourism cycle : a Markov Regime-switching model

Soh, Ann-Ni; Puah, Chin-Hong; M. Affendy Arip; Kuek, … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 6, pp. 188-192

Persistent link: https://www.econbiz.de/10012427424

Correlation of oil prices and gross domestic product in oil producing countries

Nyangarika, Anthony Msafiri; Mikhaylov, Alexey; Tang, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 42-48

Persistent link: https://www.econbiz.de/10011951694

Electricity demand forecasting of value-at-risk and expected shortfall : the South African context

Masilo, Bofelo Moemedi; Makatjane, Katleho - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 481-489

Persistent link: https://www.econbiz.de/10015404066

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