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Publications by Tareena Musaddiq

Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models

Lahore Journal of Business

English

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Volatility Forecasting for Crude Oil Futures

Applied Economics Letters

English

Comments About the Paper Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models

Brazilian Review of Econometrics

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Forecasting Volatility of the U.S. Oil Market

SSRN Electronic Journal

English

Volatility Transmission Between Oil and LME Futures

Applied Economics and Finance

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The Determinants of Volatility on the American Crude Oil Futures Market

OPEC Energy Review

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Strict Stationarity, Persistence and Volatility Forecasting in ARCH(∞) Processes

Journal of Empirical Finance

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A Study on the Return Volatility of the Coffee Beans Price Using Arch Models

Colloquium Exactarum

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ARCH-GARCH MODEL on VOLATILITY of CRUDE OIL

International Journal of Disciplines In Economics and Administrative Sciences Studies (IDEAstudies)

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Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence

Revista Contabilidade e Financas

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