Energy price and returns: a threshold heteroscedasticity model approach

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-09-11 DOI:10.1080/00036846.2024.2400381

Tongwei Zhang, Dehui Wang, Mingze Du

引用次数: 0

Abstract

The energy market is characterized by its intricate dynamics, influenced by various factors that result in erratic behavior, making it challenging to model energy price returns and volatility. In e...

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能源价格与回报：阈值异方差模型方法

能源市场的特点是受各种因素的影响，具有错综复杂的动态性，从而导致行为不稳定，这给能源价格回报和波动建模带来了挑战。在这种情况下...

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.