نمذجة تقلبات أسعار نفط البرنت خلال فترة جائحة Covid-19 "من 02/12/2019 إلى 26/01/2022" باستخدام نماذج Arch

Abstract

This study aimed to try to model the fluctuations of the daily series of Brent oil prices, using autoregressive models conditioned by the instability of the variance, during the period of the covid19 pandemic, specifically from 12/12/2019 to 26/01/2022, which is considered one of the Most of the periods that witnessed a significant change in Brent oil prices, due to the force majeure conditions witnessed by the oil market.