Open AccessAnalysis of Some Variable Energy Companies by Using VAR(p)-GARCH(r,s) Model : Study From Energy Companies of Qatar over the Years 2015–2022
Author(s) -
Mustofa Usman,
Muhamad Komarudin,
Munti Sarida,
Wamiliana Wamiliana,
Edwin Russel,
Mahatma Kufepaksi,
Iskandar Ali Alam,
Faiz Ahmed Mohamed Elfaki
Publication year - 2022
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.13333
Subject(s) - granger causality , econometrics , autoregressive conditional heteroskedasticity , stock (firearms) , standard deviation , vector autoregression , economics , multivariate statistics , shock (circulatory) , time series , statistics , mathematics , volatility (finance) , engineering , mechanical engineering , medicine
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