Calculation of Crude Oil Price Risk Using HM-GARCH and MRS-GARCH Model
Crude oil is the main source of energy and accounts for about a third of world energy production. Turmoil in this market will have far-reaching economic and financial consequences. Because of this, investors attach great importance to predicting volatility when investing in crude oil markets to hedg...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2022-12-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | https://jiee.atu.ac.ir/article_15522_123c49b235a231f4c4a17ff6f43ef20b.pdf |