Financial Time Series Modelling of Trends and Patterns in the Energy Markets

Journals Menu

Follow SCIRP

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Financial Time Series Modelling of Trends and Patterns in the Energy Markets"
written by Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki,
published by Journal of Mathematical Finance, Vol.6 No.2, 2016

has been cited by the following article(s):

[1]	Price Index Modeling and Risk Prediction of Sharia Stocks in Indonesia
	Economies, 2022

[2]	Revisiting the Samuelson hypothesis on energy futures
	2020

[3]	IntruDTS: Interactive Visual Analysis System for Intrusion Detection in Time Series
	2020

[4]	Modelling Energy Market Volatility Using Garch Models And Estimating Value-At-Risk
	2019

[5]	A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices
	2018

[6]	The impacts of joint energy and output prices uncertainties in a mean-variance framework
	2017

[7]	Comparison of forecasting performance between MODWT-GARCH (1, 1) and MODWT-EGARCH (1, 1) models: Evidence from African stock markets
	The Journal of Finance and Data Science, 2016

[1]	Price Index Modeling and Risk Prediction of Sharia Stocks in Indonesia Economies, 2022 DOI:10.3390/economies10010017

[2]	Revisiting the Samuelson hypothesis on energy futures Quantitative Finance, 2021 DOI:10.1080/14697688.2020.1724319

[3]	IntruDTS: Interactive Visual Analysis System for Intrusion Detection in Time Series 2020 IEEE Intl Conf on Parallel & Distributed Processing with Applications, Big Data & Cloud Computing, Sustainable Computing & Communications, Social Computing & Networking (ISPA/BDCloud/SocialCom/SustainCom), 2020 DOI:10.1109/ISPA-BDCloud-SocialCom-SustainCom51426.2020.00077

[4]	The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework Theoretical Economics Letters, 2017 DOI:10.4236/tel.2017.75075

[5]	Comparison of forecasting performance between MODWT-GARCH (1,1) and MODWT-EGARCH (1,1) models: Evidence from African stock markets The Journal of Finance and Data Science, 2016 DOI:10.1016/j.jfds.2017.03.001

Follow SCIRP