A Comparative Study on Box-Jenkins and Garch mModels 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...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Asian Network for Scientific Information
2011
|
| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/18630/ http://umpir.ump.edu.my/id/eprint/18630/ http://umpir.ump.edu.my/id/eprint/18630/ http://umpir.ump.edu.my/id/eprint/18630/1/fist-2011-roslindar-Comparative%20Study%20on%20Box-Jenkins%20and%20Garch%20Model.pdf |