Modeling energy price dynamics: GARCH versus stochastic volatility

By Joshua C. C. Chan, Angelia L. Grant. 2016

178 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/12104ce5e9d075ae8c542f43251b3e7deb3adf99

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yue‐Jun Zhang
2. Jin-li Wang
3. Muhammad Shahbaz
4. Zeeshan Khan
5. Ilhan Ozturk
6. S. Afesorgbor
7. B. Demena

In Renewable Energy, Sustainability and the Environment

1. Yue‐Jun Zhang
2. Jin-li Wang
3. Muhammad Shahbaz
4. Zeeshan Khan
5. S. Afesorgbor
6. B. Demena

Citations in the corpus

• Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models (2019, methodology): “The twomodels are theMF-VAR model (Zadrozny, 1988) and SV model (Chan and Grant, 2016).”