Energy Price Volatility in the Brazilian and American Markets
Version 2 2024-06-13, 20:01
Version 1 2024-06-13, 19:53
dataset
posted on 2024-06-13, 20:01 authored by Gabriel Arquelau Pimenta Rodrigues, André Luiz Marques Serrano, Gabriela Mayumi SaikiGabriela Mayumi Saiki, Matheus Noschang de Oliveira, Guilherme Fay Vergara, Pedro Augusto Giacomelli Fernandes, Vinícius Pereira Gonçalves, Clovis NeumannAnalyze American and Brazilian stock market volatility using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and correlating with energy prices.
