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The performance of hybrid ARIMA-GARCH modeling and forecasting oil price
Dritsaki, Chaido - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 14-21
Persistent link: https://www.econbiz.de/10011881162
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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
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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
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The effect of crude oil price moments on socially responsible firms in Eurozone
Sariannidis, Nikolaos; Giannarakis, Grigoris; … - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 356-363
Persistent link: https://www.econbiz.de/10011549907
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Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
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Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun; Chen, Chung-Hsuan - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
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Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan; Hariharan, C.; Srinivasan, S.; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
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The effect of energy prices on stock indices in the period of COVID-19 : evidence from Russia, Turkey, Brazil, and India
Akbulaev, Nurkhodzha; Mammadli, Elshan; Bayramli, Gadir - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 262-269
Persistent link: https://www.econbiz.de/10013285559
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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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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106
Persistent link: https://www.econbiz.de/10011881289