International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models

2010/05/01 by Hassan Mohammadi, Lixian Su · 1 citation
Economics, Econometrics and Finance · #Energy, Environment, Economic Growth #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.eneco.2010.04.009

openalex publication_date 2010/05/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/15

Citations

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Generalized autoregressive conditional heteroskedasticity
• Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

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