استخدام نماذج ARIMA-ARCH للتنبؤ بأسعار خام مزيج الصحاري
Other Title(s)
Using ARIMA-ARCH model to predict a price of Saharan blend
Author
Source
مجلة الدراسات المالية، المحاسبية و الإدارية
Issue
Vol. 6, Issue 1 (30 Jun. 2019), pp.231-244, 14 p.
Publisher
Université Larbi Ben M'hidi Oum El Bouaghi Laboratoire COFIFAS
Publication Date
2019-06-30
Country of Publication
Algeria
No. of Pages
14
Main Subjects
Topics
Abstract EN
In light of the financial crisis, the oil prices have been severely affected.
although Algeria was not affected by the crisis at the beginning of the result of the huge reserve of hard currency achieved in the past years, specifically through the sale of oil during the sharp rise witnessed by these prices in the past period, appeared to be affected by the crisis and oil prices deteriorated recently and became unstable , this research aims at forecasting the Algerian oil prices in the current year 2018 and the prediction here will be using the time series and we will use arima models here because the variable variable series has not stabilized until after the first difference has been made.
we preferred taking the the arch effect into account in forcasting.
American Psychological Association (APA)
مصطفى جاب الله. 2019. استخدام نماذج ARIMA-ARCH للتنبؤ بأسعار خام مزيج الصحاري. مجلة الدراسات المالية، المحاسبية و الإدارية،مج. 6، ع. 1، ص ص. 231-244.
https://search.emarefa.net/detail/BIM-907804
Modern Language Association (MLA)
مصطفى جاب الله. استخدام نماذج ARIMA-ARCH للتنبؤ بأسعار خام مزيج الصحاري. مجلة الدراسات المالية، المحاسبية و الإدارية مج. 6، ع. 1 (حزيران 2019)، ص ص. 231-244.
https://search.emarefa.net/detail/BIM-907804
American Medical Association (AMA)
مصطفى جاب الله. استخدام نماذج ARIMA-ARCH للتنبؤ بأسعار خام مزيج الصحاري. مجلة الدراسات المالية، المحاسبية و الإدارية. 2019. مج. 6، ع. 1، ص ص. 231-244.
https://search.emarefa.net/detail/BIM-907804
Data Type
Journal Articles
Language
Arabic
Notes
يتضمن مراجع ببليوجرافية : ص. 243-244
Record ID
BIM-907804