Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model

Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model

Today, coal is the main source of energy in both developed and developing countries. The use of coal fuel for power generation and industry continues to increase. This research will discuss the closing price relationship model for the share prices of two coal companies in Indonesia, namely ABM and...

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Bibliographic Details
Main Authors:	Wamiliana Wamiliana, Edwin Russel, Iskandar Ali Alam, Widiarti Widiarti, Tuti Hairani, Mustofa Usman
Format:	Article
Language:	English
Published:	EconJournals 2024-01-01
Series:	International Journal of Energy Economics and Policy
Subjects:	Vector Autoregressive, BEKK GARCH Model, Forecasting, Granger Causality, Proportion Prediction Error Covariance
Online Access:	https://econjournals.com/index.php/ijeep/article/view/15167

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