期刊名称：International Journal of Energy Economics and Policy
电子版ISSN：2146-4553
出版年度：2018
卷号：9
期号：1
页码：149-159
语种：English
出版社：EconJournals
其他摘要：The paper proposes modification of auto-regressive integrated moving average model for finding the parameters of estimation and forecasts using exponential smoothing. The study use data Brent crude oil price and gas prices in the period from January 1991 to December 2016. The result of the study showed an improvement in the accuracy of the predicted values, while the emissions occurred near the end of the time series. It has minimal or no effect on other emissions of this data series. The study suggests that investors can predict prices analyzing the possible risks in oil futures markets. Keywords: Auto-regressive Integrated Moving Average Model; Econometric Model; Oil Price Forecast JEL Classifications: C51, C58, F31, G12, G15 DOI: https://doi.org/10.32479/ijeep.6812
其他关键词：Auto-regressive Integrated Moving Average Model; Econometric Model; Oil Price Forecast
