能源价格与回报：阈值异方差模型方法

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-09-11 DOI:10.1080/00036846.2024.2400381

Tongwei Zhang, Dehui Wang, Mingze Du

引用次数: 0

摘要

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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Energy price and returns: a threshold heteroscedasticity model approach

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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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.