The performance of hybrid ARIMA-GARCH modeling and forecasting oil price

Dritsaki, Chaido

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/2094

Title:

The performance of hybrid ARIMA-GARCH modeling and forecasting oil price

Journal:

International Journal of Energy Economics and Policy

Authors:

Dritsaki, Chaido

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2018

Language:

English (eng)

Citation:

Dritsaki, Chaido (2018). The performance of hybrid ARIMA-GARCH modeling and forecasting oil price. In: International Journal of Energy Economics and Policy 8 (3), S. 14 - 21.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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