GARCH models in forecasting the volatility of the world’s oil prices
© 2018, Springer International Publishing AG. This study was conducted to forecast the volatility of the world’s oil prices. Using the daily data of the WTI spot oil price collected from the US Energy Information Administration in the period from 01/02/1986 to 25/4/2016, estimation using models such...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038855599&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43935 |
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| Institution: | Chiang Mai University |