The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Year of publication: |
2018
|
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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 | ARCH-Modell | ARCH model | Theorie | Theory | ARMA-Modell | ARMA model | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
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