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

Mustofa Usman; Komarudin, M.; Nurhanurawati; Russel, Edwin; Sidiq, Ahmad; Warsono; Elfaki, F. A. M.

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/631252

Title:

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

Journal:

International Journal of Energy Economics and Policy

Authors:

Mustofa Usman
Komarudin, M.
Nurhanurawati
Russel, Edwin
Sidiq, Ahmad
Warsono
Elfaki, F. A. M.

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2023

Open Content License:

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/14364/7422/33859

Persistent Identifier of the first edition:

doi:10.32479/ijeep.14364

Language:

English (eng)

Citation:

Mustofa Usman/Komarudin, M. et. al. (2023). 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. In: International Journal of Energy Economics and Policy 13 (4), S. 542 - 554.
https://www.econjournals.com/index.php/ijeep/article/download/14364/7422/33859.
doi:10.32479/ijeep.14364.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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