Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022

Mustofa Usman; Komarudin, M.; Sarida, Munti; Wamiliana, Wamiliana; Russel, Edwin; Kufepaksi, Mahatma; Alam, Iskandar Ali; Elfaki, Faiz A. M.

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/12615

Title:

Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022

Journal:

International Journal of Energy Economics and Policy

Authors:

Mustofa Usman
Komarudin, M.
Sarida, Munti
Wamiliana, Wamiliana
Russel, Edwin
Kufepaksi, Mahatma
Alam, Iskandar Ali
Elfaki, Faiz A. M.

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2022

Open Content License:

Original URL:

https://econjournals.com/index.php/ijeep/article/download/13333/6916/31149

Persistent Identifier of the first edition:

doi:10.32479/ijeep.13333

Language:

English (eng)

Citation:

Mustofa Usman/Komarudin, M. et. al. (2022). Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022. In: International Journal of Energy Economics and Policy 12 (5), S. 178 - 191.
https://econjournals.com/index.php/ijeep/article/download/13333/6916/31149.
doi:10.32479/ijeep.13333.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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