Dynamic modeling using vector error-correction model: studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand

Vector Error-Correction Model (VECM) is a method of statistical analysis frequently used in many studies in time series data of economy, business and finance, and data energy. It is applied across researches due to its simplicity and limited restrictions. VECM can explain not only the dynamic behavi...

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Veröffentlicht in:	International journal of energy economics and policy 2020, Vol.10 (2), p.360-373
Hauptverfasser:	Warsono, Warsono, Russel, Edwin, Putri, Almira Rizka, Wamiliana, Wamiliana, Widiarti, Widiarti, Usman, Mustofa
Format:	Artikel
Sprache:	eng
Schlagworte:	Causality Time series Variables
Online-Zugang:	Volltext
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