This article introduces a new model called the buffered autoregressive model with generalized autoregressive conditional heteroscedasticity (BAR-GARCH). The proposed model, as an extension of the BAR ...

The AUTOREG procedure can produce two kinds of predicted values for the response series and corresponding residuals and confidence limits. The residuals in both cases are computed as the actual value ...

This paper strives to analyze hedging strategies between Brent oil and six other heterogeneous assets – American ten-year bonds, US dollars, gold, natural gas futures, corn futures, and Europe, ...