The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility
Today, oil is one of the most popular commodities traded globally, due to its indispensable character and multiple properties offered to mankind. Increased attention is paid to the analysis of volatile and fluctuating trends in the overall price of this valuable energy source. Using the autoregressi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Academy of Economic Studies (ASE)
2022-06-01
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| Series: | European Journal of Interdisciplinary Studies |
| Subjects: | |
| Online Access: | https://ejist.ro/files/pdf/479.pdf |