Energy Price Volatility in the Brazilian and American Markets
Arquelau Pimenta Rodrigues, Gabriel;Serrano, André Luiz Marques;Mayumi Saiki, Gabriela;Noschang de Oliveira, Matheus;Fay Vergara, Guilherme;Augusto Giacomelli Fernandes, Pedro;Pereira Gonçalves, Vinícius;Neumann, Clovis
Description
Analyze American and Brazilian stock market volatility using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and correlating with energy prices.
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Metrics Over Time
Publication Details
DOI
Publisher
figshare
Subfield
Finance
Field
Economics, Econometrics and Finance
Domain
Social Sciences
Confidence Score
56%
Source
Scholar Data Model
Keywords
Econometric and statistical methodsFinancial econometrics