Comparative analysis of the volatility structures of the stock prices of energy companies traded on the Kazakhstan stock exchange and international gold and oil prices
Year of publication: |
2024
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Authors: | Sultanova, Zamzagul ; Pazilov, Galimzhan A. ; Baibulekova, Lyailya ; Kassymbekova, Gulzhakhan ; Lukhmanova, Gulnar ; Issayeva, Gulmira ; Myrzabekkyzy, Kundyz |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 21-30
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Subject: | ARCH | GARCH | Gold | Granger Causality | KASE | Kazakhstan | Oil | Renewable Energy | Kasachstan | Volatilität | Volatility | Börsenkurs | Share price | Ölpreis | Oil price | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Erneuerbare Energie | Renewable energy | Welt | World |
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