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source:"econis"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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ARCH model
Stochastischer Prozess
Time series analysis
82
Zeitreihenanalyse
82
Forecasting model
34
Prognoseverfahren
34
Cointegration
27
Kointegration
27
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Russel, Edwin
4
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Mustofa Usman
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Dritsaki, Chaido
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International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
101
Discussion paper / Tinbergen Institute
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Economic modelling
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
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Economics letters
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Journal of banking & finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
21
Journal of time series econometrics
20
Econometric Institute research papers
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Econometrics : open access journal
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Journal of financial econometrics
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International review of economics & finance : IREF
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Research in international business and finance
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Applied economics letters
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CAMA working paper series
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Journal of economic dynamics & control
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Cowles Foundation discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
SFB 649 discussion paper
14
Applied financial economics
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1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
3
Modelling and forecasting crude oil prices during COVID-19 Pandemic
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 149-154
Persistent link: https://www.econbiz.de/10012608864
Saved in:
4
Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
Saved in:
5
Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models
Dritsaki, Melina
;
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 411-423
Persistent link: https://www.econbiz.de/10012504221
Saved in:
6
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
7
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
8
Analysis of olive oil market volatility using the ARCH and GARCH techniques
Gontijo, Tiago Silveira
;
Rodrigues, Alexandre de Cássio
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
3
,
pp. 423-428
Persistent link: https://www.econbiz.de/10012497011
Saved in:
9
Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models?
Buberkoku, Onder
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012027037
Saved in:
10
The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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