Analysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015–2022

Analysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015–2022

In this study, the nature of the weekly stock price relationships of several Qatar energy companies, namely the weekly stock price of Qatar Fuel Company (QFLS), Qatar Gas Transport Company (QGTS), and Qatar Electricity and Water Company (QEWC), will be discussed. The duration of data weekly stock p...

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Bibliographic Details
Main Authors: Mustofa Usman, M. Komarudin, Munti Sarida, Wamiliana Wamiliana, Edwin Russel, Mahatma Kufepaksi, Iskandar Ali Alam, Faiz A.M. Elfaki
Format: Article
Language:English
Published: EconJournals 2022-09-01
Series:International Journal of Energy Economics and Policy
Subjects:
multivariate time series
VAR(p)-GARCH(r s)
Granger causality
impulse response function
forecasting
Online Access:https://econjournals.com/index.php/ijeep/article/view/13333

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https://econjournals.com/index.php/ijeep/article/view/13333

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