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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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Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi; Russel, Edwin; Ambya, Ambya; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
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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
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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
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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