2012•Energy EconomicsRequires access

Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?

Yudong Wang, Chongfeng Wu

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Key concepts: Univariate, Multivariate statistics, Econometrics, Volatility (finance), Autoregressive conditional heteroskedasticity, Economics, Multivariate analysis, Implied volatility

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