The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Chaido Dritsaki
| Year of publication: |
2018
|
|---|---|
| Authors: | Dritsaki, Chaido |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 3, p. 14-21
|
| Subject: | ARIMA | GARCH | Oil price forecasting | Hybrid ARIMA-GARCH | Box-Cox transformation | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Prognose | Forecast | Theorie | Theory | ARMA-Modell | ARMA model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2094 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881162