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~isPartOf:"Economics letters"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Exchange rate"
~subject:"Prognoseverfahren"
~subject:"Shock"
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VAR model
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International Journal of Energy Economics and Policy : IJEEP
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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
Macroeconomic impacts of oil price shocks : evidence from Iraq by using vector autoregressive model
Rodhan, Maitham A.
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 162-170
Persistent link: https://www.econbiz.de/10014533156
Saved in:
3
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
4
The economic impact of the US unconventional monetary policy, global commodity shocks, and oil price shocks on ASEAN 3
Rifa'i, Khamdan
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 616-624
Persistent link: https://www.econbiz.de/10014384613
Saved in:
5
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:
6
Oil shocks, monetary policy, and stock returns : a case of oil-based economy
Alharbi, Abdullah M. H.
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 56-63
Persistent link: https://www.econbiz.de/10014430653
Saved in:
7
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:
8
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:
9
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:
10
Large oil shocks and economic growth : evidence from Saudi Arabia
Banafea, Waheed Abdulrahman
;
Ali, Abdelaziz Abdelmegid
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 268-275
Persistent link: https://www.econbiz.de/10013193831
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