Browsing Faculty of Science & Technology (FST) by Subject "Financial Time Series, Trends and Patterns in Energy Markets, Futures and Spot Prices, ARCH Effects, ARMA-GARCH Models"

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    • Financial time series modelling of trends and patterns in the energy markets 

      Aduda, Jane; Weke, Patrick; Ngare, Philip; Mwaniki, Joseph (University of Nairobi, 2016)
      Precise recognition of a time series path is important to policy makers, statisticians, economists, traders, hedgers and speculators alike. The correct time series path is also a key ingredient in pricing models. This study ...