Accurate Estimated Model of Volatility Crude Oil Price
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- Ernie Hendrawaty & Rialdi Azhar & Fajrin Satria Dwi Kesumah & Sari Indah Oktanti Sembiring & Mega Metalia, 2021. "Modelling and Forecasting Crude Oil Prices during COVID-19 Pandemic," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 149-154.
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- Supriyanto, 2022. "The Effect of Investment Risk, Macroeconomics on Stock Prices in IPO Companies during the Covid-19 Pandemic," GATR Journals afr209, Global Academy of Training and Research (GATR) Enterprise.
- Supriyanto Supriyanto & Suripto Suripto & Arif Sugiono & Putri Irmala Sari, 2021. "Impact of Oil Prices and Stock Returns: Evidence of Oil and Gas Mining Companies in Indonesia during the COVID-19 Period," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 312-318.
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More about this item
Keywords
Crude Oil Price; Heteroscedasticity; Subsidy; GARCH Model;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- O4 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity
- O42 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Monetary Growth Models
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
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