Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Year of publication: |
2020
|
---|---|
Authors: | Warsono Warsono ; Russel, Edwin ; Putri, Almira Rizka ; Wamiliana Wamiliana ; Widiarti Widiarti ; Mustofa Usman |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 2, p. 360-373
|
Subject: | Cointegration | VAR model | VECM model | Granger Causality | Impulse Response Function | Forecasting | Schätzung | Estimation | Kointegration | VAR-Modell | Malaysia | Kausalanalyse | Causality analysis | Indonesien | Indonesia | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
-
Warsono, (2019)
-
Wamiliana, (2024)
-
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi, (2022)
- More ...
-
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman, (2022)
-
Warsono, Warsono, (2020)
-
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi, (2022)
- More ...