Application of Arima and Garch models in forecasting crude oil prices
Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. 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-...
Main Author: | Lee, Chee Nian (Author) |
---|---|
Format: | Thesis |
Published: |
2009-11.
|
Subjects: | |
Online Access: | Get fulltext |
Similar Items
-
Essays on volatility estimation and forecasting of crude oil futures
by: Yang, Xiaoran
Published: (2017) -
On pricing of futures contracts and derivatives in the WTI crude oil market
by: Zong, Zhe
Published: (2017) -
Option pricing and risk management : analytic approaches with GARCH-Lévy dynamics
by: Mozumder, Md. Sharif Ullah
Published: (2011) -
Forecasting the price of wheat and other commodities
by: Pfaffenzeller, Stephan
Published: (2002) -
Modelling of crude oil prices using hybrid arima-garch model
by: Hashim, Napishah
Published: (2015)