Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models"
written by Faith Wacuka Ng’ang’a, Meleah Oleche,
published by Journal of Financial Risk Management, Vol.11 No.1, 2022

has been cited by the following article(s):

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[1]	Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability IEEE Access, 2024 DOI:10.1109/ACCESS.2024.3370029

[2]	Oil Volatility Uncertainty: Impact on Fundamental Macroeconomics and the Stock Index Economies, 2024 DOI:10.3390/economies12060140

[3]	Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability IEEE Access, 2024 DOI:10.1109/ACCESS.2024.3370029

[4]	Forecasting volatility in oil returns using asymmetric GARCH models: evidence from Tanzania International Journal of Research in Business and Social Science (2147- 4478), 2023 DOI:10.20525/ijrbs.v12i1.2308

[5]	A Fuzzy Multi-Criteria Evaluation System for Share Price Prediction: A Tesla Case Study Mathematics, 2023 DOI:10.3390/math11133033

[6]	Volatility of Crude Oil Prices before and after the Great Financial Crisis of 2008 2022 International Conference on Sustainable Islamic Business and Finance (SIBF), 2022 DOI:10.1109/SIBF56821.2022.9939853

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