//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~person:"Al-Mulali, Usama"
~person:"Mustofa Usman"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"VARMA model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Zeitreihenanalyse
VAR model
10
VAR-Modell
10
Time series analysis
9
Causality analysis
8
Forecasting model
8
Kausalanalyse
8
Prognoseverfahren
8
Forecasting
6
Granger causality
5
Impulse Response Function
4
Börsenkurs
3
Granger Causality
3
Indonesia
3
Indonesien
3
Kointegration
3
Share price
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Malaysia
2
Oil price
2
Schätzung
2
VAR(p) model
2
Vector Autoregressive
2
Volatility
2
Volatilität
2
forecasting
2
Ölpreis
2
AICC
1
ARMA model
1
ARMA-Modell
1
ASEAN countries
1
ASEAN-Staaten
1
Aktienmarkt
1
Autoregressive Distributed Lag
1
BEKK GARCH Model
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Al-Mulali, Usama
Mustofa Usman
Russel, Edwin
9
Lütkepohl, Helmut
4
Wamiliana, Wamiliana
4
Komarudin, M.
3
Wamiliana
3
Warsono
3
Weber, Enzo
3
Widiarti
3
Alam, Iskandar Ali
2
Cavicchioli, Maddalena
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Kurita, Takamitsu
2
Österholm, Pär
2
Abalaba, Bamidele Pereowei
1
Ahammad, Shaikh Mostak
1
Ahmad, Shabbir
1
Al-Mogren, Nouf Bin Ayyaf
1
Al-hajj, Ekhlas
1
Alawi, Suha Mahmoud
1
Algaeed, Abdulaziz Hamad
1
Ali, Faek Menla
1
Alio, Felix Chukwubuzo
1
Alsaedi, Yasir
1
Ambya, Ambya
1
Ansori, Muslim
1
Arai, Yoichi
1
Babazhanova, Zhanat
1
Bagadeem, Salim
1
Barrio Castro, Tomás del
1
Beckmann, Joscha
1
Beregova, Galyna
1
Bhagav, Sharan
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Burakov, Dmitry
1
more ...
less ...
Published in...
All
Economics letters
International Journal of Energy Economics and Policy : IJEEP
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Analysis forecasting of gasoline prices in some ASEAN countries by using state space representation on vector autoregressive model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati, Nurhanurawati
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 194-202
Persistent link: https://www.econbiz.de/10014433779
Saved in:
4
Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022
Mustofa Usman
;
Komarudin, M.
;
Sarida, Munti
;
Wamiliana, …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 178-191
Persistent link: https://www.econbiz.de/10013426129
Saved in:
5
Analysis of some energy and economics variables by using VECMX model in Indonesia
Mustofa Usman
;
Loves, Luvita
;
Russel, Edwin
;
Ansori, Muslim
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10013190091
Saved in:
6
Analysis of data inflation energy and gasoline price by vector autoregressive model
Nairobi, Nairobi
;
Ambya, Ambya
;
Russel, Edwin
;
Paujiah, Sipa
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 120-126
Persistent link: https://www.econbiz.de/10013190132
Saved in:
7
Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand
Warsono Warsono
;
Russel, Edwin
;
Putri, Almira Rizka
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10012488433
Saved in:
8
Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10012027088
Saved in:
9
Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)
Warsono
;
Russel, Edwin
;
Wamiliana
;
Widiarti
;
Mustofa Usman
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 240-247
Persistent link: https://www.econbiz.de/10012386807
Saved in:
10
The influence of oil price shocks on stock market returns : fresh evidence from Malaysia
Al-hajj, Ekhlas
;
Al-Mulali, Usama
;
Solarin Sakiru Adebola
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
5
,
pp. 235-244
Persistent link: https://www.econbiz.de/10011750909
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->