Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -
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More about this item
Keywords
VAR(p) model; CCC GARCH(r s) model; Impulse Response Function; Granger causality; varaiance decomposition; forecasting;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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