Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Arash Nademi, Younes Nademi
| Year of publication: |
August 2018
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|---|---|
| Authors: | Nademi, Arash ; Nademi, Younes |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 757-766
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| Subject: | Crude oil price | Forecasting | Markov switching AR-ARCH model | Semiparametric models | Markov-Kette | Markov chain | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Welt | World | OPEC-Staaten | OPEC countries | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.06.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972961