A three-factor stochastic model for forecasting production of energy materials
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DOI: 10.1016/j.frl.2022.103356
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More about this item
Keywords
Energy; Forecasting; Stochastic trifactorial model; ARIMA-GARCH; Lamperti transformations;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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