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~person:"Mustofa Usman"
~subject:"Cointegration"
~subject:"Indonesien"
~subject:"Share price"
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Search: subject_exact:"VARMA model"
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Cointegration
Indonesien
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Time series analysis
9
VAR model
9
VAR-Modell
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Zeitreihenanalyse
9
Causality analysis
8
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8
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Granger causality
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Impulse Response Function
4
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3
Indonesia
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Vector Autoregressive
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forecasting
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ASEAN countries
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ASEAN-Staaten
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BEKK GARCH Model
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CCC GARCH(r s) model
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Coal mining
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Mustofa Usman
Lütkepohl, Helmut
60
Johansen, Søren
41
Nielsen, Morten Ørregaard
39
Jusélius, Katarina
32
Saikkonen, Pentti
30
Rahbek, Anders
23
Gupta, Rangan
21
Kurita, Takamitsu
20
Trenkler, Carsten
18
Bohn Nielsen, Heino
17
Hecq, Alain W. J.
16
Warne, Anders
13
Belke, Ansgar
12
Cavaliere, Giuseppe
12
Strachan, Rodney W.
12
Engsted, Tom
11
Nielsen, Bent
11
Urbain, Jean-Pierre
11
Benati, Luca
10
Johansen, Soren
10
Kang, Wensheng
10
Koop, Gary
10
Swensen, Anders Rygh
10
Taylor, Robert
10
Velinov, Anton
10
Wohar, Mark E.
10
Bjørnland, Hilde Christiane
9
Caporale, Guglielmo Maria
9
Krolzig, Hans-Martin
9
Marcellino, Massimiliano
9
Palm, Franz C.
9
Paruolo, Paolo
9
Ratti, Ronald A.
9
Xu, Ke
9
Carstensen, Kai
8
Furlanetto, Francesco
8
Juselius, Mikael
8
Lanne, Markku
8
Mumtaz, Haroon
8
Rieth, Malte
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International Journal of Energy Economics and Policy : IJEEP
4
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ECONIS (ZBW)
4
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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
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:
3
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:
4
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:
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