OPEC Crude Oil Daily Price Modeling by Extracting Nonlinear Exponential Behavior of Variance from Long-Term Memory
Given the importance of oil prices, proper prediction of the OPEC Reference Basket can have an essential role in the immunization of economies in these countries against the effects of these fluctuations. This research is an effort to introduce an optimal model for modeling and predicting the fluctu...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2021-03-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | https://jiee.atu.ac.ir/article_14043_7e4daf3bd59590fb4c68fec31df40035.pdf |