A comparative study on box-jenkins and garch models in forecasting crude oil prices

Crude oil is an important energy commodity to mankind. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the non-renewable natural resources to raise sky-rocket. In this s...

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Bibliographic Details
Main Authors: Yaziz, S. R., Ahmad, Maizah Hura, Lee, Chee Nian, Muhammad, Noryanti
Format: Article
Published: A N S I Network 2011
Subjects:
Online Access:http://eprints.utm.my/id/eprint/44679/
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Institution: Universiti Teknologi Malaysia