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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~language:"eng"
~person:"Bass, Alexander"
~person:"Russel, Edwin"
~subject:"ARCH-Modell"
~subject:"Estimation"
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Bass, Alexander
Russel, Edwin
Burakov, Dmitry
6
Ambya, Ambya
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Mustofa Usman
5
Tanattrin Bunnag
5
Raju, Guntur Anjana
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Venegas-Martínez, Francisco
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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
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 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:
4
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:
5
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:
6
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:
7
Do oil shocks matter for inflation rate in Russia : an empirical study of imported inflation hypothesis
Bass, Alexander
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
2
,
pp. 288-294
Persistent link: https://www.econbiz.de/10012027062
Saved in:
8
Does financial development matter for environmental Kuznets Curve in Russia? : evidence from the autoregressive distributed lag bounds test approach
Bass, Alexander
;
Burakov, Dmitry
;
Freidin, Max
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 334-341
Persistent link: https://www.econbiz.de/10012424944
Saved in:
9
Is Groningen effect still present in Russia : a vector error correction approach
Bass, Alexander
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 273-280
Persistent link: https://www.econbiz.de/10011951871
Saved in:
10
Does oil prices uncertainty affect stock returns in Russia : a bivariate generalized autoregressive conditional heteroskedasticity-in-mean approach
Bass, Alexander
- In:
International Journal of Energy Economics and Policy : IJEEP
7
(
2017
)
4
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011749964
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