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Cheng, L.Y. and Li, J.K. (2018) Passive Differentiation of International Oil Prices to Economic Passion and Multi-Spot Impact—Testing Based on TVP-VAR Model. Systems Engineering, No. 9, 101-110.

has been cited by the following article:

• TITLE: Empirical Analysis of ARCH Family Models on Oil Price Fluctuations

  AUTHORS: Shichang Shen

  KEYWORDS: Oil Price, ARMA Family Model, Leverage Effect

  JOURNAL NAME: Applied Mathematics, Vol.12 No.4, April 16, 2021

  ABSTRACT: This paper selects the daily data of national oil prices from January 2, 2014 to February 28, 2019, establishes an ARMA (2, 0) model, and tests its residuals for ARCH effects. Finally, the TARCH (1, 1) model is determined to quantitatively analyze the volatility of the crude oil market.