نمذجة تقلبات أسعار نفط البرنت باستخدام نماذج الانحدار الذاتي المشروطة بعدم ثبات التباين للفترة (جانفي 1990-جويلية 2019)‎

الملخص EN

This study is an attempt to model oil price fluctuations using the differentiations between self-regression models conditional on the heterogeneity of the variance of the ARCH errors of monthly time series of Brent crude prices between (Jan 1990-July 2019) for the sake of forecasting the oil price in 2019.

The study concluded that oil price (Brent) time series is criticized by a great slippage and instability during the study period.

The optimal model to represent the time series is the type ARIMA (1,1,0)-ARCH (1).

The expected Brent Crude prices for the late months of 2019 will average 63.83 $.

Therefore, oil prices are still affected by the oil shock of 2014.