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The power of weather : some empirical evidence on predicting day-ahead power prices through weather forecasts

Huurman, Christian; Ravazzolo, Francesco; Zhou, Chen - 2007

Persistent link: https://www.econbiz.de/10003482711

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

Forecasting European Union CO2 emissions using autoregressive integrated moving average-autoregressive conditional heteroscedasticity models

Dritsaki, Melina; Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 411-423

Persistent link: https://www.econbiz.de/10012504221

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

Accelerating GARCH and score-driven models : optimality, estimation and forecasting

Blasques, Francisco F.; Gorgi, Paolo; Koopman, Siem Jan S.J. - 2017

We first consider an extension of the generalized autoregressive conditional heteroskedasticity (GARCH) model that allows for a more flexible weighting of financial squared-returns for the filtering of volatility. The parameter for the squared-return in the GARCH model is time- varying with an...

Persistent link: https://www.econbiz.de/10011688512