A three-factor stochastic model for forecasting production of energy materials
Year of publication: |
2023
|
---|---|
Authors: | Bufalo, Michele ; Orlando, Giuseppe |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
|
Subject: | ARIMA-GARCH | Energy | Forecasting | Lamperti transformations | Stochastic trifactorial model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Energieprognose | Energy forecast | Prognose | Forecast |
-
Wen, Kuangyu, (2023)
-
Forecasting stochastic volatility characteristics for the financial fossil oil market densities
Solibakke, Per Bjarte, (2021)
-
Poonpong Suksawang, (2018)
- More ...
-
Interest rates calibration with a CIR model
Orlando, Giuseppe, (2019)
-
A new approach to forecast market interest rates through the CIR model
Orlando, Giuseppe, (2019)
-
Forecasting interest rates through Vasicek and CIR models : A partitioning approach
Orlando, Giuseppe, (2020)
- More ...