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~person:"Hendrawaty, Ernie"
~person:"Indhumathi, G."
~person:"Saidi, La Ode"
~subject:"ARCH model"
~subject:"Autoregressive Distributed Lag Model"
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ARCH model
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Hendrawaty, Ernie
Indhumathi, G.
Saidi, La Ode
McAleer, Michael
27
Gupta, Rangan
25
Bouri, Elie
22
Ma, Feng
19
Chang, Chia-Lin
16
Ji, Qiang
13
Chen, Chi-chung
12
Wang, Yudong
12
Liang, Chao
11
Salisu, Afees A.
11
Wei, Yu
10
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9
Hammoudeh, Shawkat
8
Thorp, Susan
7
Brooks, Robert
6
Dungey, Mardi H.
6
Gabauer, David
6
Hesse, Heiko
6
Lumsdaine, Robin L.
6
Nonejad, Nima
6
Salman, Ferhan
6
Schmieder, Christian
6
Adrangi, Bahram
5
Chatziantoniou, Ioannis
5
Chen, Ping-yu
5
Kang, Sang Hoon
5
Lan Fen Chu
5
Mancini, Loriano
5
Plakandaras, Vasilios
5
Prasad, Eswar S.
5
Tansuchat, Roengchai
5
Trojani, Fabio
5
Wang, Lu
5
Zhang, Yue-jun
5
Antonakakis, Nikolaos
4
Balcilar, Mehmet
4
Baur, Dirk G.
4
Buncic, Daniel
4
Caporale, Guglielmo Maria
4
Cuñado Eizaguirre, Juncal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
4
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1
Examining the volatility of conventional cryptocurrencies and sustainable cryptocurrency during Covid-19 : based on energy consumption
Anandhabalaji, V.
;
Babu, Manivannan
;
Gayathri, J.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
6
,
pp. 344-352
Persistent link: https://www.econbiz.de/10014434129
Saved in:
2
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:
3
Effects of crude oil prices volatility, the internet and inflation on economic growth in ASEAN-5 countries : a panel autoregressive distributed lag approach
Rosnawintang, Rosnawintang
;
Tajuddin, Tajuddin
;
Adam, Pasrun
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10012586412
Saved in:
4
Crude oil price and exchange rate : an analysis of the asymmetric effect and volatility using the non linear autoregressive distributed lag and general autoregressive conditional h...
Saidi, La Ode
;
Aedy, Hasan
;
Saranani, Fajar
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
1
,
pp. 104-108
Persistent link: https://www.econbiz.de/10012435288
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