Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model

Dhifaoui, Z., Jabeur, S.B., Khalfaoui, R. et al. (1 more author) (2023) Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model. Journal of Forecasting, 42 (8). pp. 2292-2306. ISSN 0277-6693

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Item Type: Article
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© 2023 The Authors. Journal of Forecasting published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution-NonCommercial License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited and is not used for commercial purposes.

Keywords: European energy prices, forecasting, global economic conditions, partial-directed coherence,stochastic volatility
Dates:
  • Published: December 2023
  • Published (online): 9 August 2023
  • Accepted: 23 July 2023
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 25 Jul 2023 11:42
Last Modified: 15 Nov 2024 12:13
Status: Published
Publisher: Wiley
Identification Number: 10.1002/for.3015
Open Archives Initiative ID (OAI ID):

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