id	sid	tid	token	lemma	pos
ajase-4693	1	1	pa	pa	PROPN
ajase-4693	1	2	ge	ge	PROPN
ajase-4693	1	3	1	1	NUM
ajase-4693	1	4	pa	pa	PROPN
ajase-4693	1	5	ge	ge	PROPN
ajase-4693	1	6	41	41	NUM
ajase-4693	1	7	american	american	PROPN
ajase-4693	1	8	journal	journal	PROPN
ajase-4693	1	9	of	of	ADP
ajase-4693	1	10	applied	apply	VERB
ajase-4693	1	11	statistics	statistic	NOUN
ajase-4693	1	12	and	and	CCONJ
ajase-4693	1	13	economics	economic	NOUN
ajase-4693	1	14	(	(	PUNCT
ajase-4693	1	15	ajase	ajase	ADJ
ajase-4693	1	16	)	)	PUNCT
ajase-4693	1	17	forecasting	forecast	VERB
ajase-4693	1	18	nigeria	nigeria	PROPN
ajase-4693	1	19	’s	’s	PART
ajase-4693	1	20	oil	oil	NOUN
ajase-4693	1	21	price	price	NOUN
ajase-4693	1	22	volatility	volatility	NOUN
ajase-4693	1	23	:	:	PUNCT
ajase-4693	1	24	a	a	DET
ajase-4693	1	25	comparative	comparative	ADJ
ajase-4693	1	26	analysis	analysis	NOUN
ajase-4693	1	27	of	of	ADP
ajase-4693	1	28	garch	garch	NOUN
ajase-4693	1	29	models	model	NOUN
ajase-4693	1	30	and	and	CCONJ
ajase-4693	1	31	heston	heston	PROPN
ajase-4693	1	32	’s	’s	PART
ajase-4693	1	33	stochastic	stochastic	ADJ
ajase-4693	1	34	models	model	NOUN
ajase-4693	1	35	omorogbe	omorogbe	VERB
ajase-4693	1	36	joseph	joseph	PROPN
ajase-4693	1	37	asemota1	asemota1	PROPN
ajase-4693	1	38	,	,	PUNCT
ajase-4693	1	39	mustapha	mustapha	PROPN
ajase-4693	1	40	bello2	bello2	PROPN
ajase-4693	1	41	,	,	PUNCT
ajase-4693	1	42	samuel	samuel	PROPN
ajase-4693	1	43	olorunfemi	olorunfemi	VERB
ajase-4693	1	44	adams2	adams2	PROPN
ajase-4693	1	45	*	*	PUNCT
ajase-4693	1	46	volume	volume	NOUN
ajase-4693	1	47	4	4	NUM
ajase-4693	1	48	issue	issue	NOUN
ajase-4693	1	49	1	1	NUM
ajase-4693	1	50	,	,	PUNCT
ajase-4693	1	51	year	year	NOUN
ajase-4693	1	52	2025	2025	NUM
ajase-4693	1	53	issn	issn	NOUN
ajase-4693	1	54	:	:	PUNCT
ajase-4693	1	55	2992	2992	NUM
ajase-4693	1	56	-	-	PUNCT
ajase-4693	1	57	927x	927x	NOUN
ajase-4693	1	58	(	(	PUNCT
ajase-4693	1	59	online	online	ADJ
ajase-4693	1	60	)	)	PUNCT
ajase-4693	1	61	doi	doi	NOUN
ajase-4693	1	62	:	:	PUNCT
ajase-4693	1	63	https://doi.org/10.54536/ajase.v4i1.4693	https://doi.org/10.54536/ajase.v4i1.4693	VERB
ajase-4693	1	64	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	1	65	article	article	NOUN
ajase-4693	1	66	information	information	NOUN
ajase-4693	1	67	abstract	abstract	ADV
ajase-4693	1	68	received	receive	VERB
ajase-4693	1	69	:	:	PUNCT
ajase-4693	1	70	march	march	PROPN
ajase-4693	1	71	10	10	NUM
ajase-4693	1	72	,	,	PUNCT
ajase-4693	1	73	2025	2025	NUM
ajase-4693	1	74	accepted	accept	VERB
ajase-4693	1	75	:	:	PUNCT
ajase-4693	1	76	april	april	PROPN
ajase-4693	1	77	16	16	NUM
ajase-4693	1	78	,	,	PUNCT
ajase-4693	1	79	2025	2025	NUM
ajase-4693	1	80	published	publish	VERB
ajase-4693	1	81	:	:	PUNCT
ajase-4693	1	82	june	june	PROPN
ajase-4693	1	83	04	04	NUM
ajase-4693	1	84	,	,	PUNCT
ajase-4693	1	85	2025	2025	NUM
ajase-4693	1	86	modeling	model	VERB
ajase-4693	1	87	the	the	DET
ajase-4693	1	88	volatility	volatility	NOUN
ajase-4693	1	89	of	of	ADP
ajase-4693	1	90	crude	crude	ADJ
ajase-4693	1	91	oil	oil	NOUN
ajase-4693	1	92	prices	price	NOUN
ajase-4693	1	93	is	be	AUX
ajase-4693	1	94	essential	essential	ADJ
ajase-4693	1	95	because	because	SCONJ
ajase-4693	1	96	it	it	PRON
ajase-4693	1	97	gives	give	VERB
ajase-4693	1	98	substantial	substantial	ADJ
ajase-4693	1	99	influence	influence	NOUN
ajase-4693	1	100	to	to	ADP
ajase-4693	1	101	the	the	DET
ajase-4693	1	102	oil	oil	NOUN
ajase-4693	1	103	producing	produce	VERB
ajase-4693	1	104	countries	country	NOUN
ajase-4693	1	105	.	.	PUNCT
ajase-4693	2	1	nigeria	nigeria	PROPN
ajase-4693	2	2	,	,	PUNCT
ajase-4693	2	3	the	the	DET
ajase-4693	2	4	biggest	big	ADJ
ajase-4693	2	5	oil	oil	NOUN
ajase-4693	2	6	producer	producer	NOUN
ajase-4693	2	7	in	in	ADP
ajase-4693	2	8	africa	africa	PROPN
ajase-4693	2	9	and	and	CCONJ
ajase-4693	2	10	a	a	DET
ajase-4693	2	11	major	major	ADJ
ajase-4693	2	12	participant	participant	NOUN
ajase-4693	2	13	in	in	ADP
ajase-4693	2	14	the	the	DET
ajase-4693	2	15	world	world	NOUN
ajase-4693	2	16	oil	oil	NOUN
ajase-4693	2	17	market	market	NOUN
ajase-4693	2	18	,	,	PUNCT
ajase-4693	2	19	has	have	VERB
ajase-4693	2	20	significant	significant	ADJ
ajase-4693	2	21	economic	economic	ADJ
ajase-4693	2	22	difficulties	difficulty	NOUN
ajase-4693	2	23	changes	change	NOUN
ajase-4693	2	24	in	in	ADP
ajase-4693	2	25	oil	oil	NOUN
ajase-4693	2	26	prices	price	NOUN
ajase-4693	2	27	.	.	PUNCT
ajase-4693	3	1	this	this	DET
ajase-4693	3	2	study	study	NOUN
ajase-4693	3	3	uses	use	VERB
ajase-4693	3	4	14	14	NUM
ajase-4693	3	5	years	year	NOUN
ajase-4693	3	6	of	of	ADP
ajase-4693	3	7	crude	crude	ADJ
ajase-4693	3	8	oil	oil	NOUN
ajase-4693	3	9	price	price	NOUN
ajase-4693	3	10	data	datum	NOUN
ajase-4693	3	11	(	(	PUNCT
ajase-4693	3	12	2010–2023	2010–2023	NUM
ajase-4693	3	13	)	)	PUNCT
ajase-4693	3	14	to	to	PART
ajase-4693	3	15	assess	assess	VERB
ajase-4693	3	16	and	and	CCONJ
ajase-4693	3	17	compare	compare	VERB
ajase-4693	3	18	the	the	DET
ajase-4693	3	19	forecasting	forecasting	NOUN
ajase-4693	3	20	effectiveness	effectiveness	NOUN
ajase-4693	3	21	of	of	ADP
ajase-4693	3	22	the	the	DET
ajase-4693	3	23	heston	heston	PROPN
ajase-4693	3	24	stochastic	stochastic	ADJ
ajase-4693	3	25	volatility	volatility	NOUN
ajase-4693	3	26	model	model	NOUN
ajase-4693	3	27	and	and	CCONJ
ajase-4693	3	28	garch	garch	NOUN
ajase-4693	3	29	-	-	PUNCT
ajase-4693	3	30	type	type	NOUN
ajase-4693	3	31	models	model	NOUN
ajase-4693	3	32	(	(	PUNCT
ajase-4693	3	33	garch	garch	NOUN
ajase-4693	3	34	,	,	PUNCT
ajase-4693	3	35	egarch	egarch	NOUN
ajase-4693	3	36	,	,	PUNCT
ajase-4693	3	37	igarch	igarch	NOUN
ajase-4693	3	38	,	,	PUNCT
ajase-4693	3	39	tgarch	tgarch	NOUN
ajase-4693	3	40	,	,	PUNCT
ajase-4693	3	41	and	and	CCONJ
ajase-4693	3	42	figarch	figarch	NOUN
ajase-4693	3	43	)	)	PUNCT
ajase-4693	3	44	.	.	PUNCT
ajase-4693	4	1	according	accord	VERB
ajase-4693	4	2	to	to	ADP
ajase-4693	4	3	the	the	DET
ajase-4693	4	4	analysis	analysis	NOUN
ajase-4693	4	5	,	,	PUNCT
ajase-4693	4	6	garch	garch	NOUN
ajase-4693	4	7	-	-	PUNCT
ajase-4693	4	8	type	type	NOUN
ajase-4693	4	9	models	model	NOUN
ajase-4693	4	10	with	with	ADP
ajase-4693	4	11	student	student	NOUN
ajase-4693	4	12	’s	’s	PART
ajase-4693	4	13	t	t	PROPN
ajase-4693	4	14	-	-	PUNCT
ajase-4693	4	15	distribution	distribution	NOUN
ajase-4693	4	16	perform	perform	NOUN
ajase-4693	4	17	better	well	ADJ
ajase-4693	4	18	than	than	ADP
ajase-4693	4	19	models	model	NOUN
ajase-4693	4	20	with	with	ADP
ajase-4693	4	21	typical	typical	ADJ
ajase-4693	4	22	innovation	innovation	NOUN
ajase-4693	4	23	.	.	PUNCT
ajase-4693	5	1	with	with	ADP
ajase-4693	5	2	a	a	DET
ajase-4693	5	3	log	log	NOUN
ajase-4693	5	4	-	-	PUNCT
ajase-4693	5	5	likelihood	likelihood	NOUN
ajase-4693	5	6	value	value	NOUN
ajase-4693	5	7	of	of	ADP
ajase-4693	5	8	12022.3	12022.3	NUM
ajase-4693	5	9	,	,	PUNCT
ajase-4693	5	10	an	an	DET
ajase-4693	5	11	aic	aic	PROPN
ajase-4693	5	12	of	of	ADP
ajase-4693	5	13	-4.7012	-4.7012	PROPN
ajase-4693	5	14	,	,	PUNCT
ajase-4693	5	15	a	a	DET
ajase-4693	5	16	mean	mean	NOUN
ajase-4693	5	17	error	error	NOUN
ajase-4693	5	18	(	(	PUNCT
ajase-4693	5	19	me	i	PRON
ajase-4693	5	20	)	)	PUNCT
ajase-4693	5	21	of	of	ADP
ajase-4693	5	22	0.0254	0.0254	NUM
ajase-4693	5	23	,	,	PUNCT
ajase-4693	5	24	and	and	CCONJ
ajase-4693	5	25	a	a	DET
ajase-4693	5	26	root	root	NOUN
ajase-4693	5	27	mean	mean	NOUN
ajase-4693	5	28	square	square	ADJ
ajase-4693	5	29	error	error	NOUN
ajase-4693	5	30	(	(	PUNCT
ajase-4693	5	31	rmse	rmse	NOUN
ajase-4693	5	32	)	)	PUNCT
ajase-4693	5	33	of	of	ADP
ajase-4693	5	34	0.0534	0.0534	NUM
ajase-4693	5	35	,	,	PUNCT
ajase-4693	5	36	the	the	DET
ajase-4693	5	37	egarch	egarch	NOUN
ajase-4693	5	38	model	model	NOUN
ajase-4693	5	39	outperformed	outperform	VERB
ajase-4693	5	40	the	the	DET
ajase-4693	5	41	others	other	NOUN
ajase-4693	5	42	.	.	PUNCT
ajase-4693	6	1	nonetheless	nonetheless	ADV
ajase-4693	6	2	,	,	PUNCT
ajase-4693	6	3	the	the	DET
ajase-4693	6	4	heston	heston	PROPN
ajase-4693	6	5	model	model	NOUN
ajase-4693	6	6	outperformed	outperform	VERB
ajase-4693	6	7	all	all	DET
ajase-4693	6	8	garch	garch	NOUN
ajase-4693	6	9	-	-	PUNCT
ajase-4693	6	10	type	type	NOUN
ajase-4693	6	11	models	model	NOUN
ajase-4693	6	12	in	in	ADP
ajase-4693	6	13	terms	term	NOUN
ajase-4693	6	14	of	of	ADP
ajase-4693	6	15	forecast	forecast	NOUN
ajase-4693	6	16	accuracy	accuracy	NOUN
ajase-4693	6	17	,	,	PUNCT
ajase-4693	6	18	achieving	achieve	VERB
ajase-4693	6	19	the	the	DET
ajase-4693	6	20	smallest	small	ADJ
ajase-4693	6	21	error	error	NOUN
ajase-4693	6	22	(	(	PUNCT
ajase-4693	6	23	0.000564	0.000564	NUM
ajase-4693	6	24	)	)	PUNCT
ajase-4693	6	25	and	and	CCONJ
ajase-4693	6	26	successfully	successfully	ADV
ajase-4693	6	27	capturing	capture	VERB
ajase-4693	6	28	fat	fat	ADJ
ajase-4693	6	29	-	-	PUNCT
ajase-4693	6	30	tail	tail	NOUN
ajase-4693	6	31	characteristics	characteristic	NOUN
ajase-4693	6	32	in	in	ADP
ajase-4693	6	33	daily	daily	ADJ
ajase-4693	6	34	return	return	NOUN
ajase-4693	6	35	distributions	distribution	NOUN
ajase-4693	6	36	.	.	PUNCT
ajase-4693	7	1	the	the	DET
ajase-4693	7	2	study	study	NOUN
ajase-4693	7	3	indicates	indicate	VERB
ajase-4693	7	4	that	that	SCONJ
ajase-4693	7	5	the	the	DET
ajase-4693	7	6	heston	heston	PROPN
ajase-4693	7	7	model	model	NOUN
ajase-4693	7	8	offers	offer	VERB
ajase-4693	7	9	a	a	DET
ajase-4693	7	10	better	well	ADV
ajase-4693	7	11	fit	fit	ADJ
ajase-4693	7	12	and	and	CCONJ
ajase-4693	7	13	more	more	ADV
ajase-4693	7	14	accurate	accurate	ADJ
ajase-4693	7	15	forecast	forecast	NOUN
ajase-4693	7	16	than	than	ADP
ajase-4693	7	17	garch	garch	NOUN
ajase-4693	7	18	-	-	PUNCT
ajase-4693	7	19	type	type	NOUN
ajase-4693	7	20	models	model	NOUN
ajase-4693	7	21	using	use	VERB
ajase-4693	7	22	data	datum	NOUN
ajase-4693	7	23	from	from	ADP
ajase-4693	7	24	january	january	PROPN
ajase-4693	7	25	to	to	ADP
ajase-4693	7	26	december	december	PROPN
ajase-4693	7	27	2023	2023	NUM
ajase-4693	7	28	for	for	ADP
ajase-4693	7	29	out	out	ADV
ajase-4693	7	30	-	-	PUNCT
ajase-4693	7	31	of	of	ADP
ajase-4693	7	32	-	-	PUNCT
ajase-4693	7	33	sample	sample	NOUN
ajase-4693	7	34	forecasting	forecasting	NOUN
ajase-4693	7	35	.	.	PUNCT
ajase-4693	8	1	these	these	DET
ajase-4693	8	2	results	result	NOUN
ajase-4693	8	3	provide	provide	VERB
ajase-4693	8	4	stakeholders	stakeholder	NOUN
ajase-4693	8	5	and	and	CCONJ
ajase-4693	8	6	policymakers	policymaker	NOUN
ajase-4693	8	7	with	with	ADP
ajase-4693	8	8	important	important	ADJ
ajase-4693	8	9	information	information	NOUN
ajase-4693	8	10	for	for	ADP
ajase-4693	8	11	controlling	control	VERB
ajase-4693	8	12	the	the	DET
ajase-4693	8	13	volatility	volatility	NOUN
ajase-4693	8	14	of	of	ADP
ajase-4693	8	15	nigeria	nigeria	PROPN
ajase-4693	8	16	’s	’s	PART
ajase-4693	8	17	crude	crude	ADJ
ajase-4693	8	18	oil	oil	NOUN
ajase-4693	8	19	market	market	NOUN
ajase-4693	8	20	.	.	PUNCT
ajase-4693	9	1	keywords	keyword	NOUN
ajase-4693	9	2	egarch	egarch	VERB
ajase-4693	9	3	,	,	PUNCT
ajase-4693	9	4	figarch	figarch	NOUN
ajase-4693	9	5	,	,	PUNCT
ajase-4693	9	6	garch	garch	NOUN
ajase-4693	9	7	,	,	PUNCT
ajase-4693	9	8	heston	heston	PROPN
ajase-4693	9	9	model	model	PROPN
ajase-4693	9	10	,	,	PUNCT
ajase-4693	9	11	igarch	igarch	NOUN
ajase-4693	9	12	,	,	PUNCT
ajase-4693	9	13	symmetric	symmetric	ADJ
ajase-4693	9	14	,	,	PUNCT
ajase-4693	9	15	tgarch	tgarch	NOUN
ajase-4693	9	16	1	1	NUM
ajase-4693	9	17	national	national	PROPN
ajase-4693	9	18	institute	institute	NOUN
ajase-4693	9	19	for	for	ADP
ajase-4693	9	20	legislative	legislative	ADJ
ajase-4693	9	21	studies	study	NOUN
ajase-4693	9	22	,	,	PUNCT
ajase-4693	9	23	abuja	abuja	PROPN
ajase-4693	9	24	,	,	PUNCT
ajase-4693	9	25	nigeria	nigeria	PROPN
ajase-4693	9	26	2	2	NUM
ajase-4693	9	27	department	department	NOUN
ajase-4693	9	28	of	of	ADP
ajase-4693	9	29	statistics	statistic	NOUN
ajase-4693	9	30	,	,	PUNCT
ajase-4693	9	31	faculty	faculty	NOUN
ajase-4693	9	32	of	of	ADP
ajase-4693	9	33	science	science	NOUN
ajase-4693	9	34	,	,	PUNCT
ajase-4693	9	35	university	university	NOUN
ajase-4693	9	36	of	of	ADP
ajase-4693	9	37	abuja	abuja	PROPN
ajase-4693	9	38	,	,	PUNCT
ajase-4693	9	39	abuja	abuja	PROPN
ajase-4693	9	40	,	,	PUNCT
ajase-4693	9	41	nigeria	nigeria	PROPN
ajase-4693	9	42	*	*	PUNCT
ajase-4693	9	43	corresponding	correspond	VERB
ajase-4693	9	44	author	author	NOUN
ajase-4693	9	45	’s	’s	PART
ajase-4693	9	46	e	e	NOUN
ajase-4693	9	47	-	-	NOUN
ajase-4693	9	48	mail	mail	NOUN
ajase-4693	9	49	:	:	PUNCT
ajase-4693	9	50	samuel.adams@uniabuja.edu.ng	samuel.adams@uniabuja.edu.ng	ADJ
ajase-4693	9	51	introduction	introduction	NOUN
ajase-4693	9	52	one	one	NUM
ajase-4693	9	53	of	of	ADP
ajase-4693	9	54	the	the	DET
ajase-4693	9	55	most	most	ADV
ajase-4693	9	56	important	important	ADJ
ajase-4693	9	57	energy	energy	NOUN
ajase-4693	9	58	sources	source	NOUN
ajase-4693	9	59	in	in	ADP
ajase-4693	9	60	the	the	DET
ajase-4693	9	61	world	world	NOUN
ajase-4693	9	62	is	be	AUX
ajase-4693	9	63	petroleum	petroleum	NOUN
ajase-4693	9	64	,	,	PUNCT
ajase-4693	9	65	a	a	DET
ajase-4693	9	66	fossil	fossil	NOUN
ajase-4693	9	67	fuel	fuel	NOUN
ajase-4693	9	68	that	that	PRON
ajase-4693	9	69	was	be	AUX
ajase-4693	9	70	created	create	VERB
ajase-4693	9	71	over	over	ADP
ajase-4693	9	72	millions	million	NOUN
ajase-4693	9	73	of	of	ADP
ajase-4693	9	74	years	year	NOUN
ajase-4693	9	75	from	from	ADP
ajase-4693	9	76	the	the	DET
ajase-4693	9	77	remains	remain	NOUN
ajase-4693	9	78	of	of	ADP
ajase-4693	9	79	marine	marine	ADJ
ajase-4693	9	80	plants	plant	NOUN
ajase-4693	9	81	and	and	CCONJ
ajase-4693	9	82	animals	animal	NOUN
ajase-4693	9	83	.	.	PUNCT
ajase-4693	10	1	it	it	PRON
ajase-4693	10	2	is	be	AUX
ajase-4693	10	3	known	know	VERB
ajase-4693	10	4	as	as	ADP
ajase-4693	10	5	“	"	PUNCT
ajase-4693	10	6	crude	crude	ADJ
ajase-4693	10	7	oil	oil	NOUN
ajase-4693	10	8	”	"	PUNCT
ajase-4693	10	9	in	in	ADP
ajase-4693	10	10	its	its	PRON
ajase-4693	10	11	natural	natural	ADJ
ajase-4693	10	12	state	state	NOUN
ajase-4693	10	13	.	.	PUNCT
ajase-4693	11	1	crucially	crucially	ADV
ajase-4693	11	2	,	,	PUNCT
ajase-4693	11	3	crude	crude	ADJ
ajase-4693	11	4	oil	oil	NOUN
ajase-4693	11	5	serves	serve	VERB
ajase-4693	11	6	as	as	ADP
ajase-4693	11	7	a	a	DET
ajase-4693	11	8	raw	raw	ADJ
ajase-4693	11	9	material	material	NOUN
ajase-4693	11	10	and	and	CCONJ
ajase-4693	11	11	a	a	DET
ajase-4693	11	12	necessary	necessary	ADJ
ajase-4693	11	13	energy	energy	NOUN
ajase-4693	11	14	source	source	NOUN
ajase-4693	11	15	(	(	PUNCT
ajase-4693	11	16	sekati	sekati	PROPN
ajase-4693	11	17	et	et	PROPN
ajase-4693	11	18	al	al	PROPN
ajase-4693	11	19	.	.	PROPN
ajase-4693	11	20	,	,	PUNCT
ajase-4693	11	21	2020	2020	NUM
ajase-4693	11	22	;	;	PUNCT
ajase-4693	11	23	yi	yi	PROPN
ajase-4693	11	24	et	et	PROPN
ajase-4693	11	25	al	al	PROPN
ajase-4693	11	26	.	.	PROPN
ajase-4693	11	27	,	,	PUNCT
ajase-4693	11	28	2021	2021	NUM
ajase-4693	11	29	;	;	PUNCT
ajase-4693	11	30	dunn	dunn	PROPN
ajase-4693	11	31	&	&	CCONJ
ajase-4693	11	32	holloway	holloway	PROPN
ajase-4693	11	33	,	,	PUNCT
ajase-4693	11	34	2012	2012	NUM
ajase-4693	11	35	)	)	PUNCT
ajase-4693	11	36	.	.	PUNCT
ajase-4693	12	1	common	common	ADJ
ajase-4693	12	2	forms	form	NOUN
ajase-4693	12	3	of	of	ADP
ajase-4693	12	4	oil	oil	NOUN
ajase-4693	12	5	that	that	SCONJ
ajase-4693	12	6	power	power	NOUN
ajase-4693	12	7	cars	car	NOUN
ajase-4693	12	8	,	,	PUNCT
ajase-4693	12	9	ships	ship	NOUN
ajase-4693	12	10	,	,	PUNCT
ajase-4693	12	11	and	and	CCONJ
ajase-4693	12	12	airplanes	airplane	NOUN
ajase-4693	12	13	include	include	VERB
ajase-4693	12	14	heating	heating	NOUN
ajase-4693	12	15	oil	oil	NOUN
ajase-4693	12	16	,	,	PUNCT
ajase-4693	12	17	diesel	diesel	NOUN
ajase-4693	12	18	,	,	PUNCT
ajase-4693	12	19	motor	motor	NOUN
ajase-4693	12	20	gasoline	gasoline	NOUN
ajase-4693	12	21	,	,	PUNCT
ajase-4693	12	22	and	and	CCONJ
ajase-4693	12	23	jet	jet	NOUN
ajase-4693	12	24	fuel	fuel	NOUN
ajase-4693	12	25	.	.	PUNCT
ajase-4693	13	1	oil	oil	NOUN
ajase-4693	13	2	is	be	AUX
ajase-4693	13	3	used	use	VERB
ajase-4693	13	4	in	in	ADP
ajase-4693	13	5	the	the	DET
ajase-4693	13	6	production	production	NOUN
ajase-4693	13	7	and	and	CCONJ
ajase-4693	13	8	transportation	transportation	NOUN
ajase-4693	13	9	of	of	ADP
ajase-4693	13	10	many	many	ADJ
ajase-4693	13	11	commonplace	commonplace	ADJ
ajase-4693	13	12	goods	good	NOUN
ajase-4693	13	13	,	,	PUNCT
ajase-4693	13	14	and	and	CCONJ
ajase-4693	13	15	the	the	DET
ajase-4693	13	16	industry	industry	NOUN
ajase-4693	13	17	that	that	PRON
ajase-4693	13	18	produces	produce	VERB
ajase-4693	13	19	it	it	PRON
ajase-4693	13	20	has	have	VERB
ajase-4693	13	21	a	a	DET
ajase-4693	13	22	big	big	ADJ
ajase-4693	13	23	impact	impact	NOUN
ajase-4693	13	24	on	on	ADP
ajase-4693	13	25	other	other	ADJ
ajase-4693	13	26	industries	industry	NOUN
ajase-4693	13	27	.	.	PUNCT
ajase-4693	14	1	production	production	NOUN
ajase-4693	14	2	expenses	expense	NOUN
ajase-4693	14	3	and	and	CCONJ
ajase-4693	14	4	the	the	DET
ajase-4693	14	5	state	state	NOUN
ajase-4693	14	6	of	of	ADP
ajase-4693	14	7	the	the	DET
ajase-4693	14	8	economy	economy	NOUN
ajase-4693	14	9	as	as	ADP
ajase-4693	14	10	a	a	DET
ajase-4693	14	11	whole	whole	NOUN
ajase-4693	14	12	are	be	AUX
ajase-4693	14	13	significantly	significantly	ADV
ajase-4693	14	14	impacted	impact	VERB
ajase-4693	14	15	by	by	ADP
ajase-4693	14	16	changes	change	NOUN
ajase-4693	14	17	in	in	ADP
ajase-4693	14	18	the	the	DET
ajase-4693	14	19	price	price	NOUN
ajase-4693	14	20	of	of	ADP
ajase-4693	14	21	petroleum	petroleum	NOUN
ajase-4693	14	22	products	product	NOUN
ajase-4693	14	23	(	(	PUNCT
ajase-4693	14	24	fondo	fondo	NOUN
ajase-4693	14	25	et	et	PROPN
ajase-4693	14	26	al	al	PROPN
ajase-4693	14	27	.	.	PROPN
ajase-4693	14	28	,	,	PUNCT
ajase-4693	14	29	2021	2021	NUM
ajase-4693	14	30	)	)	PUNCT
ajase-4693	14	31	.	.	PUNCT
ajase-4693	15	1	changes	change	NOUN
ajase-4693	15	2	in	in	ADP
ajase-4693	15	3	oil	oil	NOUN
ajase-4693	15	4	prices	price	NOUN
ajase-4693	15	5	impact	impact	VERB
ajase-4693	15	6	many	many	ADJ
ajase-4693	15	7	aspects	aspect	NOUN
ajase-4693	15	8	of	of	ADP
ajase-4693	15	9	society	society	NOUN
ajase-4693	15	10	,	,	PUNCT
ajase-4693	15	11	including	include	VERB
ajase-4693	15	12	household	household	NOUN
ajase-4693	15	13	appliances	appliance	NOUN
ajase-4693	15	14	,	,	PUNCT
ajase-4693	15	15	detergents	detergent	NOUN
ajase-4693	15	16	,	,	PUNCT
ajase-4693	15	17	prescription	prescription	NOUN
ajase-4693	15	18	medications	medication	NOUN
ajase-4693	15	19	,	,	PUNCT
ajase-4693	15	20	and	and	CCONJ
ajase-4693	15	21	food	food	NOUN
ajase-4693	15	22	supplies	supply	NOUN
ajase-4693	15	23	.	.	PUNCT
ajase-4693	16	1	like	like	ADP
ajase-4693	16	2	any	any	DET
ajase-4693	16	3	commodity	commodity	NOUN
ajase-4693	16	4	,	,	PUNCT
ajase-4693	16	5	oil	oil	NOUN
ajase-4693	16	6	prices	price	NOUN
ajase-4693	16	7	fluctuate	fluctuate	NOUN
ajase-4693	16	8	in	in	ADP
ajase-4693	16	9	response	response	NOUN
ajase-4693	16	10	to	to	ADP
ajase-4693	16	11	supply	supply	VERB
ajase-4693	16	12	and	and	CCONJ
ajase-4693	16	13	demand	demand	NOUN
ajase-4693	16	14	,	,	PUNCT
ajase-4693	16	15	which	which	PRON
ajase-4693	16	16	can	can	AUX
ajase-4693	16	17	have	have	VERB
ajase-4693	16	18	a	a	DET
ajase-4693	16	19	favorable	favorable	ADJ
ajase-4693	16	20	or	or	CCONJ
ajase-4693	16	21	negative	negative	ADJ
ajase-4693	16	22	effect	effect	NOUN
ajase-4693	16	23	on	on	ADP
ajase-4693	16	24	a	a	DET
ajase-4693	16	25	number	number	NOUN
ajase-4693	16	26	of	of	ADP
ajase-4693	16	27	economic	economic	ADJ
ajase-4693	16	28	sectors	sector	NOUN
ajase-4693	16	29	(	(	PUNCT
ajase-4693	16	30	gasper	gasper	PROPN
ajase-4693	16	31	&	&	CCONJ
ajase-4693	16	32	mbwambo	mbwambo	PROPN
ajase-4693	16	33	,	,	PUNCT
ajase-4693	16	34	2023	2023	NUM
ajase-4693	16	35	)	)	PUNCT
ajase-4693	16	36	.	.	PUNCT
ajase-4693	17	1	crude	crude	ADJ
ajase-4693	17	2	oil	oil	NOUN
ajase-4693	17	3	is	be	AUX
ajase-4693	17	4	therefore	therefore	ADV
ajase-4693	17	5	still	still	ADV
ajase-4693	17	6	a	a	DET
ajase-4693	17	7	major	major	ADJ
ajase-4693	17	8	economic	economic	ADJ
ajase-4693	17	9	issue	issue	NOUN
ajase-4693	17	10	and	and	CCONJ
ajase-4693	17	11	a	a	DET
ajase-4693	17	12	hot	hot	ADJ
ajase-4693	17	13	topic	topic	NOUN
ajase-4693	17	14	in	in	ADP
ajase-4693	17	15	discussions	discussion	NOUN
ajase-4693	17	16	about	about	ADP
ajase-4693	17	17	international	international	ADJ
ajase-4693	17	18	economic	economic	ADJ
ajase-4693	17	19	policy	policy	NOUN
ajase-4693	17	20	.	.	PUNCT
ajase-4693	18	1	it	it	PRON
ajase-4693	18	2	is	be	AUX
ajase-4693	18	3	clear	clear	ADJ
ajase-4693	18	4	from	from	ADP
ajase-4693	18	5	the	the	DET
ajase-4693	18	6	last	last	ADJ
ajase-4693	18	7	three	three	NUM
ajase-4693	18	8	decades	decade	NOUN
ajase-4693	18	9	that	that	SCONJ
ajase-4693	18	10	the	the	DET
ajase-4693	18	11	housing	housing	NOUN
ajase-4693	18	12	bubblerelated	bubblerelate	VERB
ajase-4693	18	13	financial	financial	ADJ
ajase-4693	18	14	crisis	crisis	NOUN
ajase-4693	18	15	had	have	VERB
ajase-4693	18	16	a	a	DET
ajase-4693	18	17	negative	negative	ADJ
ajase-4693	18	18	effect	effect	NOUN
ajase-4693	18	19	on	on	ADP
ajase-4693	18	20	oil	oil	NOUN
ajase-4693	18	21	prices	price	NOUN
ajase-4693	18	22	,	,	PUNCT
ajase-4693	18	23	which	which	PRON
ajase-4693	18	24	fell	fall	VERB
ajase-4693	18	25	from	from	ADP
ajase-4693	18	26	us$133.88	us$133.88	NOUN
ajase-4693	18	27	per	per	ADP
ajase-4693	18	28	barrel	barrel	NOUN
ajase-4693	18	29	in	in	ADP
ajase-4693	18	30	june	june	PROPN
ajase-4693	18	31	2008	2008	NUM
ajase-4693	18	32	to	to	ADP
ajase-4693	18	33	less	less	ADJ
ajase-4693	18	34	than	than	ADP
ajase-4693	18	35	$	$	SYM
ajase-4693	18	36	40	40	NUM
ajase-4693	18	37	per	per	ADP
ajase-4693	18	38	barrel	barrel	NOUN
ajase-4693	18	39	in	in	ADP
ajase-4693	18	40	the	the	DET
ajase-4693	18	41	months	month	NOUN
ajase-4693	18	42	after	after	ADP
ajase-4693	18	43	the	the	DET
ajase-4693	18	44	disaster	disaster	NOUN
ajase-4693	18	45	.	.	PUNCT
ajase-4693	19	1	following	follow	VERB
ajase-4693	19	2	that	that	PRON
ajase-4693	19	3	,	,	PUNCT
ajase-4693	19	4	prices	price	NOUN
ajase-4693	19	5	rose	rise	VERB
ajase-4693	19	6	to	to	ADP
ajase-4693	19	7	$	$	SYM
ajase-4693	19	8	100	100	NUM
ajase-4693	19	9	in	in	ADP
ajase-4693	19	10	2014	2014	NUM
ajase-4693	19	11	before	before	ADP
ajase-4693	19	12	sharply	sharply	ADV
ajase-4693	19	13	falling	fall	VERB
ajase-4693	19	14	to	to	ADP
ajase-4693	19	15	$	$	SYM
ajase-4693	19	16	30	30	NUM
ajase-4693	19	17	in	in	ADP
ajase-4693	19	18	2016	2016	NUM
ajase-4693	19	19	as	as	ADP
ajase-4693	19	20	a	a	DET
ajase-4693	19	21	result	result	NOUN
ajase-4693	19	22	of	of	ADP
ajase-4693	19	23	an	an	DET
ajase-4693	19	24	increase	increase	NOUN
ajase-4693	19	25	in	in	ADP
ajase-4693	19	26	the	the	DET
ajase-4693	19	27	supply	supply	NOUN
ajase-4693	19	28	of	of	ADP
ajase-4693	19	29	crude	crude	ADJ
ajase-4693	19	30	oil	oil	NOUN
ajase-4693	19	31	.	.	PUNCT
ajase-4693	20	1	the	the	DET
ajase-4693	20	2	start	start	NOUN
ajase-4693	20	3	of	of	ADP
ajase-4693	20	4	the	the	DET
ajase-4693	20	5	covid-19	covid-19	PROPN
ajase-4693	20	6	pandemic	pandemic	NOUN
ajase-4693	20	7	made	make	VERB
ajase-4693	20	8	matters	matter	NOUN
ajase-4693	20	9	worse	worse	ADV
ajase-4693	20	10	and	and	CCONJ
ajase-4693	20	11	caused	cause	VERB
ajase-4693	20	12	prices	price	NOUN
ajase-4693	20	13	to	to	PART
ajase-4693	20	14	drop	drop	VERB
ajase-4693	20	15	to	to	ADP
ajase-4693	20	16	$	$	SYM
ajase-4693	20	17	16.55	16.55	NUM
ajase-4693	20	18	,	,	PUNCT
ajase-4693	20	19	the	the	DET
ajase-4693	20	20	lowest	low	ADJ
ajase-4693	20	21	level	level	NOUN
ajase-4693	20	22	in	in	ADP
ajase-4693	20	23	20	20	NUM
ajase-4693	20	24	years	year	NOUN
ajase-4693	20	25	,	,	PUNCT
ajase-4693	20	26	in	in	ADP
ajase-4693	20	27	april	april	PROPN
ajase-4693	20	28	2020	2020	NUM
ajase-4693	20	29	.	.	PUNCT
ajase-4693	21	1	however	however	ADV
ajase-4693	21	2	,	,	PUNCT
ajase-4693	21	3	prices	price	NOUN
ajase-4693	21	4	saw	see	VERB
ajase-4693	21	5	another	another	DET
ajase-4693	21	6	increase	increase	NOUN
ajase-4693	21	7	as	as	ADP
ajase-4693	21	8	a	a	DET
ajase-4693	21	9	result	result	NOUN
ajase-4693	21	10	of	of	ADP
ajase-4693	21	11	the	the	DET
ajase-4693	21	12	events	event	NOUN
ajase-4693	21	13	in	in	ADP
ajase-4693	21	14	ukraine	ukraine	NOUN
ajase-4693	21	15	.	.	PUNCT
ajase-4693	22	1	countries	country	NOUN
ajase-4693	22	2	that	that	PRON
ajase-4693	22	3	rely	rely	VERB
ajase-4693	22	4	significantly	significantly	ADV
ajase-4693	22	5	on	on	ADP
ajase-4693	22	6	crude	crude	ADJ
ajase-4693	22	7	oil	oil	NOUN
ajase-4693	22	8	are	be	AUX
ajase-4693	22	9	surely	surely	ADV
ajase-4693	22	10	impacted	impact	VERB
ajase-4693	22	11	by	by	ADP
ajase-4693	22	12	these	these	DET
ajase-4693	22	13	global	global	ADJ
ajase-4693	22	14	changes	change	NOUN
ajase-4693	22	15	in	in	ADP
ajase-4693	22	16	crude	crude	ADJ
ajase-4693	22	17	oil	oil	NOUN
ajase-4693	22	18	prices	price	NOUN
ajase-4693	22	19	(	(	PUNCT
ajase-4693	22	20	rodhan	rodhan	NOUN
ajase-4693	22	21	,	,	PUNCT
ajase-4693	22	22	2023	2023	NUM
ajase-4693	22	23	)	)	PUNCT
ajase-4693	22	24	.	.	PUNCT
ajase-4693	23	1	the	the	DET
ajase-4693	23	2	extraction	extraction	NOUN
ajase-4693	23	3	and	and	CCONJ
ajase-4693	23	4	sale	sale	NOUN
ajase-4693	23	5	of	of	ADP
ajase-4693	23	6	crude	crude	ADJ
ajase-4693	23	7	oil	oil	NOUN
ajase-4693	23	8	is	be	AUX
ajase-4693	23	9	nigeria	nigeria	PROPN
ajase-4693	23	10	’s	’s	PART
ajase-4693	23	11	main	main	ADJ
ajase-4693	23	12	source	source	NOUN
ajase-4693	23	13	of	of	ADP
ajase-4693	23	14	revenue	revenue	NOUN
ajase-4693	23	15	.	.	PUNCT
ajase-4693	24	1	following	follow	VERB
ajase-4693	24	2	years	year	NOUN
ajase-4693	24	3	of	of	ADP
ajase-4693	24	4	exploration	exploration	NOUN
ajase-4693	24	5	that	that	PRON
ajase-4693	24	6	started	start	VERB
ajase-4693	24	7	in	in	ADP
ajase-4693	24	8	1938	1938	NUM
ajase-4693	24	9	,	,	PUNCT
ajase-4693	24	10	shell	shell	ADJ
ajase-4693	24	11	d’arcy	d’arcy	PROPN
ajase-4693	24	12	,	,	PUNCT
ajase-4693	24	13	now	now	ADV
ajase-4693	24	14	known	know	VERB
ajase-4693	24	15	as	as	ADP
ajase-4693	24	16	shell	shell	ADJ
ajase-4693	24	17	petroleum	petroleum	NOUN
ajase-4693	24	18	company	company	NOUN
ajase-4693	24	19	,	,	PUNCT
ajase-4693	24	20	made	make	VERB
ajase-4693	24	21	the	the	DET
ajase-4693	24	22	first	first	ADJ
ajase-4693	24	23	commercial	commercial	ADJ
ajase-4693	24	24	oil	oil	NOUN
ajase-4693	24	25	discovery	discovery	NOUN
ajase-4693	24	26	in	in	ADP
ajase-4693	24	27	1956	1956	NUM
ajase-4693	24	28	near	near	ADP
ajase-4693	24	29	oloibiri	oloibiri	NOUN
ajase-4693	24	30	in	in	ADP
ajase-4693	24	31	bayelsa	bayelsa	PROPN
ajase-4693	24	32	state	state	NOUN
ajase-4693	24	33	,	,	PUNCT
ajase-4693	24	34	according	accord	VERB
ajase-4693	24	35	to	to	ADP
ajase-4693	24	36	the	the	DET
ajase-4693	24	37	nigerian	nigerian	ADJ
ajase-4693	24	38	national	national	ADJ
ajase-4693	24	39	petroleum	petroleum	NOUN
ajase-4693	24	40	corporation	corporation	NOUN
ajase-4693	24	41	(	(	PUNCT
ajase-4693	24	42	nnpc	nnpc	NOUN
ajase-4693	24	43	,	,	PUNCT
ajase-4693	24	44	2013	2013	NUM
ajase-4693	24	45	)	)	PUNCT
ajase-4693	24	46	.	.	PUNCT
ajase-4693	25	1	with	with	ADP
ajase-4693	25	2	its	its	PRON
ajase-4693	25	3	first	first	ADJ
ajase-4693	25	4	oil	oil	NOUN
ajase-4693	25	5	field	field	NOUN
ajase-4693	25	6	going	go	VERB
ajase-4693	25	7	online	online	ADV
ajase-4693	25	8	in	in	ADP
ajase-4693	25	9	1958	1958	NUM
ajase-4693	25	10	and	and	CCONJ
ajase-4693	25	11	producing	produce	VERB
ajase-4693	25	12	5,100	5,100	NUM
ajase-4693	25	13	barrels	barrel	NOUN
ajase-4693	25	14	per	per	ADP
ajase-4693	25	15	day	day	NOUN
ajase-4693	25	16	,	,	PUNCT
ajase-4693	25	17	nigeria	nigeria	PROPN
ajase-4693	25	18	’s	’s	PART
ajase-4693	25	19	abundance	abundance	NOUN
ajase-4693	25	20	of	of	ADP
ajase-4693	25	21	oil	oil	NOUN
ajase-4693	25	22	won	win	VERB
ajase-4693	25	23	it	it	PRON
ajase-4693	25	24	a	a	DET
ajase-4693	25	25	prominent	prominent	ADJ
ajase-4693	25	26	place	place	NOUN
ajase-4693	25	27	in	in	ADP
ajase-4693	25	28	the	the	DET
ajase-4693	25	29	world	world	NOUN
ajase-4693	25	30	market	market	NOUN
ajase-4693	25	31	.	.	PUNCT
ajase-4693	26	1	foreign	foreign	ADJ
ajase-4693	26	2	businesses	business	NOUN
ajase-4693	26	3	were	be	AUX
ajase-4693	26	4	then	then	ADV
ajase-4693	26	5	allowed	allow	VERB
ajase-4693	26	6	to	to	PART
ajase-4693	26	7	explore	explore	VERB
ajase-4693	26	8	for	for	ADP
ajase-4693	26	9	oil	oil	NOUN
ajase-4693	26	10	in	in	ADP
ajase-4693	26	11	nigeria	nigeria	PROPN
ajase-4693	26	12	,	,	PUNCT
ajase-4693	26	13	which	which	PRON
ajase-4693	26	14	resulted	result	VERB
ajase-4693	26	15	in	in	ADP
ajase-4693	26	16	the	the	DET
ajase-4693	26	17	oil	oil	NOUN
ajase-4693	26	18	industry	industry	NOUN
ajase-4693	26	19	’s	’s	PART
ajase-4693	26	20	steady	steady	ADJ
ajase-4693	26	21	expansion	expansion	NOUN
ajase-4693	26	22	and	and	CCONJ
ajase-4693	26	23	made	make	VERB
ajase-4693	26	24	nigeria	nigeria	PRON
ajase-4693	26	25	a	a	DET
ajase-4693	26	26	world	world	NOUN
ajase-4693	26	27	leader	leader	NOUN
ajase-4693	26	28	.	.	PUNCT
ajase-4693	27	1	nigeria	nigeria	PROPN
ajase-4693	27	2	currently	currently	ADV
ajase-4693	27	3	produces	produce	VERB
ajase-4693	27	4	the	the	DET
ajase-4693	27	5	most	most	ADJ
ajase-4693	27	6	oil	oil	NOUN
ajase-4693	27	7	in	in	ADP
ajase-4693	27	8	africa	africa	PROPN
ajase-4693	27	9	,	,	PUNCT
ajase-4693	27	10	accounting	account	VERB
ajase-4693	27	11	for	for	ADP
ajase-4693	27	12	33–35	33–35	NUM
ajase-4693	27	13	percent	percent	NOUN
ajase-4693	27	14	of	of	ADP
ajase-4693	27	15	the	the	DET
ajase-4693	27	16	continent	continent	NOUN
ajase-4693	27	17	’s	’s	PART
ajase-4693	27	18	oil	oil	NOUN
ajase-4693	27	19	and	and	CCONJ
ajase-4693	27	20	gas	gas	NOUN
ajase-4693	27	21	reserves	reserve	NOUN
ajase-4693	27	22	,	,	PUNCT
ajase-4693	27	23	or	or	CCONJ
ajase-4693	27	24	1.347	1.347	NUM
ajase-4693	27	25	million	million	NUM
ajase-4693	27	26	barrels	barrel	NOUN
ajase-4693	27	27	a	a	DET
ajase-4693	27	28	day	day	NOUN
ajase-4693	27	29	.	.	PUNCT
ajase-4693	28	1	it	it	PRON
ajase-4693	28	2	is	be	AUX
ajase-4693	28	3	the	the	DET
ajase-4693	28	4	fifthlargest	fifthlarg	ADJ
ajase-4693	28	5	oil	oil	NOUN
ajase-4693	28	6	exporter	exporter	NOUN
ajase-4693	28	7	to	to	ADP
ajase-4693	28	8	the	the	DET
ajase-4693	28	9	united	united	PROPN
ajase-4693	28	10	states	states	PROPN
ajase-4693	28	11	of	of	ADP
ajase-4693	28	12	america	america	PROPN
ajase-4693	28	13	and	and	CCONJ
ajase-4693	28	14	the	the	DET
ajase-4693	28	15	fifth	fifth	ADV
ajase-4693	28	16	-	-	PUNCT
ajase-4693	28	17	largest	large	ADJ
ajase-4693	28	18	exporter	exporter	NOUN
ajase-4693	28	19	in	in	ADP
ajase-4693	28	20	the	the	DET
ajase-4693	28	21	organization	organization	NOUN
ajase-4693	28	22	of	of	ADP
ajase-4693	28	23	petroleum	petroleum	NOUN
ajase-4693	28	24	exporting	export	VERB
ajase-4693	28	25	countries	country	NOUN
ajase-4693	28	26	(	(	PUNCT
ajase-4693	28	27	opec	opec	PROPN
ajase-4693	28	28	)	)	PUNCT
ajase-4693	28	29	(	(	PUNCT
ajase-4693	28	30	mary	mary	PROPN
ajase-4693	28	31	,	,	PUNCT
ajase-4693	28	32	2023	2023	NUM
ajase-4693	28	33	)	)	PUNCT
ajase-4693	28	34	.	.	PUNCT
ajase-4693	29	1	later	later	ADV
ajase-4693	29	2	,	,	PUNCT
ajase-4693	29	3	in	in	ADP
ajase-4693	29	4	1977	1977	NUM
ajase-4693	29	5	,	,	PUNCT
ajase-4693	29	6	the	the	DET
ajase-4693	29	7	nigerian	nigerian	ADJ
ajase-4693	29	8	national	national	ADJ
ajase-4693	29	9	petroleum	petroleum	NOUN
ajase-4693	29	10	corporation	corporation	NOUN
ajase-4693	29	11	(	(	PUNCT
ajase-4693	29	12	nnpc	nnpc	NOUN
ajase-4693	29	13	)	)	PUNCT
ajase-4693	29	14	was	be	AUX
ajase-4693	29	15	established	establish	VERB
ajase-4693	29	16	with	with	ADP
ajase-4693	29	17	the	the	DET
ajase-4693	29	18	intention	intention	NOUN
ajase-4693	29	19	of	of	ADP
ajase-4693	29	20	overseeing	oversee	VERB
ajase-4693	29	21	and	and	CCONJ
ajase-4693	29	22	taking	take	VERB
ajase-4693	29	23	part	part	NOUN
ajase-4693	29	24	in	in	ADP
ajase-4693	29	25	the	the	DET
ajase-4693	29	26	nation	nation	NOUN
ajase-4693	29	27	’s	’s	PART
ajase-4693	29	28	oil	oil	NOUN
ajase-4693	29	29	industry	industry	NOUN
ajase-4693	29	30	(	(	PUNCT
ajase-4693	29	31	nwokeji	nwokeji	ADV
ajase-4693	29	32	,	,	PUNCT
ajase-4693	29	33	2007	2007	NUM
ajase-4693	29	34	)	)	PUNCT
ajase-4693	29	35	.	.	PUNCT
ajase-4693	30	1	the	the	DET
ajase-4693	30	2	nation	nation	NOUN
ajase-4693	30	3	had	have	VERB
ajase-4693	30	4	36.966	36.966	NUM
ajase-4693	30	5	billion	billion	NUM
ajase-4693	30	6	barrels	barrel	NOUN
ajase-4693	30	7	of	of	ADP
ajase-4693	30	8	oil	oil	NOUN
ajase-4693	30	9	and	and	CCONJ
ajase-4693	30	10	condensate	condensate	NOUN
ajase-4693	30	11	reserves	reserve	NOUN
ajase-4693	30	12	in	in	ADP
ajase-4693	30	13	2023	2023	NUM
ajase-4693	30	14	.	.	PUNCT
ajase-4693	31	1	this	this	PRON
ajase-4693	31	2	amounts	amount	VERB
ajase-4693	31	3	to	to	ADP
ajase-4693	31	4	5.906	5.906	NUM
ajase-4693	31	5	billion	billion	NUM
ajase-4693	31	6	barrels	barrel	NOUN
ajase-4693	31	7	of	of	ADP
ajase-4693	31	8	condensate	condensate	NOUN
ajase-4693	31	9	and	and	CCONJ
ajase-4693	31	10	31.060	31.060	NUM
ajase-4693	31	11	billion	billion	NUM
ajase-4693	31	12	barrels	barrel	NOUN
ajase-4693	31	13	of	of	ADP
ajase-4693	31	14	oil	oil	NOUN
ajase-4693	31	15	.	.	PUNCT
ajase-4693	32	1	nigeria	nigeria	PROPN
ajase-4693	32	2	produces	produce	VERB
ajase-4693	32	3	more	more	ADJ
ajase-4693	32	4	than	than	ADP
ajase-4693	32	5	1.5	1.5	NUM
ajase-4693	32	6	million	million	NUM
ajase-4693	32	7	barrels	barrel	NOUN
ajase-4693	32	8	of	of	ADP
ajase-4693	32	9	oil	oil	NOUN
ajase-4693	32	10	per	per	ADP
ajase-4693	32	11	day	day	NOUN
ajase-4693	32	12	,	,	PUNCT
ajase-4693	32	13	with	with	ADP
ajase-4693	32	14	a	a	DET
ajase-4693	32	15	total	total	ADJ
ajase-4693	32	16	oil	oil	NOUN
ajase-4693	32	17	reserve	reserve	NOUN
ajase-4693	32	18	of	of	ADP
ajase-4693	32	19	37.064	37.064	NUM
ajase-4693	32	20	billion	billion	NUM
ajase-4693	32	21	barrels	barrel	NOUN
ajase-4693	32	22	(	(	PUNCT
ajase-4693	32	23	nuprc	nuprc	NOUN
ajase-4693	32	24	,	,	PUNCT
ajase-4693	32	25	2023	2023	NUM
ajase-4693	32	26	)	)	PUNCT
ajase-4693	32	27	.	.	PUNCT
ajase-4693	33	1	nigeria	nigeria	PROPN
ajase-4693	33	2	ranked	rank	VERB
ajase-4693	33	3	11th	11th	ADV
ajase-4693	33	4	on	on	ADP
ajase-4693	33	5	the	the	DET
ajase-4693	33	6	pa	pa	PROPN
ajase-4693	33	7	ge	ge	PROPN
ajase-4693	33	8	42	42	NUM
ajase-4693	33	9	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	33	10	am	be	AUX
ajase-4693	33	11	.	.	PUNCT
ajase-4693	34	1	j.	j.	PROPN
ajase-4693	34	2	appl	appl	PROPN
ajase-4693	34	3	.	.	PROPN
ajase-4693	35	1	stat	stat	PROPN
ajase-4693	35	2	.	.	PUNCT
ajase-4693	36	1	econ	econ	PROPN
ajase-4693	36	2	.	.	PUNCT
ajase-4693	37	1	4(1	4(1	X
ajase-4693	37	2	)	)	PUNCT
ajase-4693	38	1	41	41	NUM
ajase-4693	38	2	-	-	SYM
ajase-4693	38	3	57	57	NUM
ajase-4693	38	4	,	,	PUNCT
ajase-4693	38	5	2025	2025	NUM
ajase-4693	38	6	list	list	NOUN
ajase-4693	38	7	of	of	ADP
ajase-4693	38	8	nations	nation	NOUN
ajase-4693	38	9	with	with	ADP
ajase-4693	38	10	oil	oil	NOUN
ajase-4693	38	11	reserves	reserve	NOUN
ajase-4693	38	12	that	that	PRON
ajase-4693	38	13	exceed	exceed	VERB
ajase-4693	38	14	one	one	NUM
ajase-4693	38	15	billion	billion	NUM
ajase-4693	38	16	barrels	barrel	NOUN
ajase-4693	38	17	(	(	PUNCT
ajase-4693	38	18	38.6	38.6	NUM
ajase-4693	38	19	%	%	NOUN
ajase-4693	38	20	)	)	PUNCT
ajase-4693	38	21	,	,	PUNCT
ajase-4693	38	22	with	with	ADP
ajase-4693	38	23	about	about	ADP
ajase-4693	38	24	37	37	NUM
ajase-4693	38	25	million	million	NUM
ajase-4693	38	26	barrels	barrel	NOUN
ajase-4693	38	27	of	of	ADP
ajase-4693	38	28	known	know	VERB
ajase-4693	38	29	oil	oil	NOUN
ajase-4693	38	30	reserves	reserve	NOUN
ajase-4693	38	31	.	.	PUNCT
ajase-4693	39	1	nigeria	nigeria	PROPN
ajase-4693	39	2	produced	produce	VERB
ajase-4693	39	3	over	over	ADP
ajase-4693	39	4	1.93	1.93	NUM
ajase-4693	39	5	million	million	NUM
ajase-4693	39	6	barrels	barrel	NOUN
ajase-4693	39	7	of	of	ADP
ajase-4693	39	8	oil	oil	NOUN
ajase-4693	39	9	per	per	ADP
ajase-4693	39	10	day	day	NOUN
ajase-4693	39	11	and	and	CCONJ
ajase-4693	39	12	exported	export	VERB
ajase-4693	39	13	85	85	NUM
ajase-4693	39	14	%	%	NOUN
ajase-4693	39	15	of	of	ADP
ajase-4693	39	16	its	its	PRON
ajase-4693	39	17	oil	oil	NOUN
ajase-4693	39	18	production	production	NOUN
ajase-4693	39	19	,	,	PUNCT
ajase-4693	39	20	placing	place	VERB
ajase-4693	39	21	it	it	PRON
ajase-4693	39	22	15th	15th	ADJ
ajase-4693	39	23	in	in	ADP
ajase-4693	39	24	the	the	DET
ajase-4693	39	25	globe	globe	NOUN
ajase-4693	39	26	on	on	ADP
ajase-4693	39	27	the	the	DET
ajase-4693	39	28	list	list	NOUN
ajase-4693	39	29	of	of	ADP
ajase-4693	39	30	nations	nation	NOUN
ajase-4693	39	31	that	that	PRON
ajase-4693	39	32	produce	produce	VERB
ajase-4693	39	33	oil	oil	NOUN
ajase-4693	39	34	that	that	DET
ajase-4693	39	35	year	year	NOUN
ajase-4693	39	36	(	(	PUNCT
ajase-4693	39	37	john	john	PROPN
ajase-4693	39	38	,	,	PUNCT
ajase-4693	39	39	2023	2023	NUM
ajase-4693	39	40	)	)	PUNCT
ajase-4693	39	41	.	.	PUNCT
ajase-4693	40	1	in	in	ADP
ajase-4693	40	2	order	order	NOUN
ajase-4693	40	3	to	to	PART
ajase-4693	40	4	diversify	diversify	VERB
ajase-4693	40	5	the	the	DET
ajase-4693	40	6	economy	economy	NOUN
ajase-4693	40	7	,	,	PUNCT
ajase-4693	40	8	increase	increase	VERB
ajase-4693	40	9	the	the	DET
ajase-4693	40	10	domestic	domestic	ADJ
ajase-4693	40	11	market	market	NOUN
ajase-4693	40	12	,	,	PUNCT
ajase-4693	40	13	and	and	CCONJ
ajase-4693	40	14	lessen	lessen	VERB
ajase-4693	40	15	an	an	DET
ajase-4693	40	16	excessive	excessive	ADJ
ajase-4693	40	17	reliance	reliance	NOUN
ajase-4693	40	18	on	on	ADP
ajase-4693	40	19	crude	crude	ADJ
ajase-4693	40	20	oil	oil	NOUN
ajase-4693	40	21	exports	export	NOUN
ajase-4693	40	22	,	,	PUNCT
ajase-4693	40	23	nigeria	nigeria	PROPN
ajase-4693	40	24	has	have	AUX
ajase-4693	40	25	taken	take	VERB
ajase-4693	40	26	a	a	DET
ajase-4693	40	27	number	number	NOUN
ajase-4693	40	28	of	of	ADP
ajase-4693	40	29	actions	action	NOUN
ajase-4693	40	30	to	to	PART
ajase-4693	40	31	reform	reform	VERB
ajase-4693	40	32	the	the	DET
ajase-4693	40	33	energy	energy	NOUN
ajase-4693	40	34	sector	sector	NOUN
ajase-4693	40	35	,	,	PUNCT
ajase-4693	40	36	including	include	VERB
ajase-4693	40	37	the	the	DET
ajase-4693	40	38	petroleum	petroleum	NOUN
ajase-4693	40	39	industry	industry	NOUN
ajase-4693	40	40	act	act	NOUN
ajase-4693	40	41	in	in	ADP
ajase-4693	40	42	2021	2021	NUM
ajase-4693	40	43	and	and	CCONJ
ajase-4693	40	44	the	the	DET
ajase-4693	40	45	elimination	elimination	NOUN
ajase-4693	40	46	of	of	ADP
ajase-4693	40	47	subsidies	subsidy	NOUN
ajase-4693	40	48	in	in	ADP
ajase-4693	40	49	2023	2023	NUM
ajase-4693	40	50	.	.	PUNCT
ajase-4693	41	1	the	the	DET
ajase-4693	41	2	nigerian	nigerian	ADJ
ajase-4693	41	3	government	government	NOUN
ajase-4693	41	4	raised	raise	VERB
ajase-4693	41	5	the	the	DET
ajase-4693	41	6	price	price	NOUN
ajase-4693	41	7	of	of	ADP
ajase-4693	41	8	petrol	petrol	NOUN
ajase-4693	41	9	at	at	ADP
ajase-4693	41	10	the	the	DET
ajase-4693	41	11	pump	pump	NOUN
ajase-4693	41	12	from	from	ADP
ajase-4693	41	13	the	the	DET
ajase-4693	41	14	regulated	regulated	ADJ
ajase-4693	41	15	price	price	NOUN
ajase-4693	41	16	of	of	ADP
ajase-4693	41	17	n185	n185	NUM
ajase-4693	41	18	to	to	PART
ajase-4693	41	19	more	more	ADJ
ajase-4693	41	20	than	than	ADP
ajase-4693	41	21	n700	n700	NUM
ajase-4693	41	22	per	per	ADP
ajase-4693	41	23	liter	liter	NOUN
ajase-4693	41	24	in	in	ADP
ajase-4693	41	25	may	may	PROPN
ajase-4693	41	26	2023	2023	NUM
ajase-4693	41	27	and	and	CCONJ
ajase-4693	41	28	announced	announce	VERB
ajase-4693	41	29	the	the	DET
ajase-4693	41	30	elimination	elimination	NOUN
ajase-4693	41	31	of	of	ADP
ajase-4693	41	32	the	the	DET
ajase-4693	41	33	fuel	fuel	NOUN
ajase-4693	41	34	subsidy	subsidy	NOUN
ajase-4693	41	35	.	.	PUNCT
ajase-4693	42	1	an	an	DET
ajase-4693	42	2	unusual	unusual	ADJ
ajase-4693	42	3	protest	protest	NOUN
ajase-4693	42	4	against	against	ADP
ajase-4693	42	5	the	the	DET
ajase-4693	42	6	government	government	NOUN
ajase-4693	42	7	’s	’s	PART
ajase-4693	42	8	decision	decision	NOUN
ajase-4693	42	9	to	to	PART
ajase-4693	42	10	raise	raise	VERB
ajase-4693	42	11	the	the	DET
ajase-4693	42	12	price	price	NOUN
ajase-4693	42	13	of	of	ADP
ajase-4693	42	14	fuel	fuel	NOUN
ajase-4693	42	15	pumps	pump	NOUN
ajase-4693	42	16	was	be	AUX
ajase-4693	42	17	sparked	spark	VERB
ajase-4693	42	18	by	by	ADP
ajase-4693	42	19	this	this	DET
ajase-4693	42	20	rise	rise	NOUN
ajase-4693	42	21	.	.	PUNCT
ajase-4693	43	1	the	the	DET
ajase-4693	43	2	elimination	elimination	NOUN
ajase-4693	43	3	of	of	ADP
ajase-4693	43	4	the	the	DET
ajase-4693	43	5	premium	premium	ADJ
ajase-4693	43	6	motor	motor	PROPN
ajase-4693	43	7	spirit	spirit	PROPN
ajase-4693	43	8	(	(	PUNCT
ajase-4693	43	9	pms	pms	PROPN
ajase-4693	43	10	)	)	PUNCT
ajase-4693	43	11	gasoline	gasoline	NOUN
ajase-4693	43	12	subsidy	subsidy	NOUN
ajase-4693	43	13	is	be	AUX
ajase-4693	43	14	one	one	NUM
ajase-4693	43	15	of	of	ADP
ajase-4693	43	16	the	the	DET
ajase-4693	43	17	most	most	ADV
ajase-4693	43	18	controversial	controversial	ADJ
ajase-4693	43	19	topics	topic	NOUN
ajase-4693	43	20	in	in	ADP
ajase-4693	43	21	nigeria	nigeria	PROPN
ajase-4693	43	22	right	right	ADV
ajase-4693	43	23	now	now	ADV
ajase-4693	43	24	(	(	PUNCT
ajase-4693	43	25	odewale	odewale	NOUN
ajase-4693	43	26	,	,	PUNCT
ajase-4693	43	27	2023	2023	NUM
ajase-4693	43	28	)	)	PUNCT
ajase-4693	43	29	.	.	PUNCT
ajase-4693	44	1	the	the	DET
ajase-4693	44	2	subsidy	subsidy	NOUN
ajase-4693	44	3	is	be	AUX
ajase-4693	44	4	a	a	DET
ajase-4693	44	5	type	type	NOUN
ajase-4693	44	6	of	of	ADP
ajase-4693	44	7	price	price	NOUN
ajase-4693	44	8	manipulation	manipulation	NOUN
ajase-4693	44	9	in	in	ADP
ajase-4693	44	10	which	which	PRON
ajase-4693	44	11	the	the	DET
ajase-4693	44	12	government	government	NOUN
ajase-4693	44	13	sets	set	VERB
ajase-4693	44	14	the	the	DET
ajase-4693	44	15	pump	pump	NOUN
ajase-4693	44	16	price	price	NOUN
ajase-4693	44	17	for	for	SCONJ
ajase-4693	44	18	consumers	consumer	NOUN
ajase-4693	44	19	to	to	PART
ajase-4693	44	20	purchase	purchase	VERB
ajase-4693	44	21	and	and	CCONJ
ajase-4693	44	22	reimburses	reimburse	VERB
ajase-4693	44	23	the	the	DET
ajase-4693	44	24	store	store	NOUN
ajase-4693	44	25	for	for	ADP
ajase-4693	44	26	the	the	DET
ajase-4693	44	27	difference	difference	NOUN
ajase-4693	44	28	between	between	ADP
ajase-4693	44	29	the	the	DET
ajase-4693	44	30	official	official	ADJ
ajase-4693	44	31	or	or	CCONJ
ajase-4693	44	32	regulated	regulated	ADJ
ajase-4693	44	33	price	price	NOUN
ajase-4693	44	34	per	per	ADP
ajase-4693	44	35	liter	liter	NOUN
ajase-4693	44	36	and	and	CCONJ
ajase-4693	44	37	the	the	DET
ajase-4693	44	38	actual	actual	ADJ
ajase-4693	44	39	market	market	NOUN
ajase-4693	44	40	price	price	NOUN
ajase-4693	44	41	.	.	PUNCT
ajase-4693	45	1	subsidies	subsidy	NOUN
ajase-4693	45	2	,	,	PUNCT
ajase-4693	45	3	in	in	ADP
ajase-4693	45	4	my	my	PRON
ajase-4693	45	5	opinion	opinion	NOUN
ajase-4693	45	6	,	,	PUNCT
ajase-4693	45	7	are	be	AUX
ajase-4693	45	8	the	the	DET
ajase-4693	45	9	additional	additional	ADJ
ajase-4693	45	10	funds	fund	NOUN
ajase-4693	45	11	that	that	PRON
ajase-4693	45	12	the	the	DET
ajase-4693	45	13	government	government	NOUN
ajase-4693	45	14	spent	spend	VERB
ajase-4693	45	15	or	or	CCONJ
ajase-4693	45	16	incurred	incur	VERB
ajase-4693	45	17	in	in	ADP
ajase-4693	45	18	order	order	NOUN
ajase-4693	45	19	to	to	PART
ajase-4693	45	20	lower	lower	VERB
ajase-4693	45	21	the	the	DET
ajase-4693	45	22	price	price	NOUN
ajase-4693	45	23	of	of	ADP
ajase-4693	45	24	pms	pm	NOUN
ajase-4693	45	25	pumps	pump	NOUN
ajase-4693	45	26	for	for	ADP
ajase-4693	45	27	those	those	PRON
ajase-4693	45	28	with	with	ADP
ajase-4693	45	29	lower	low	ADJ
ajase-4693	45	30	incomes	income	NOUN
ajase-4693	45	31	.	.	PUNCT
ajase-4693	46	1	nigeria	nigeria	PROPN
ajase-4693	46	2	’s	’s	PART
ajase-4693	46	3	level	level	NOUN
ajase-4693	46	4	of	of	ADP
ajase-4693	46	5	living	living	NOUN
ajase-4693	46	6	will	will	AUX
ajase-4693	46	7	be	be	AUX
ajase-4693	46	8	significantly	significantly	ADV
ajase-4693	46	9	impacted	impact	VERB
ajase-4693	46	10	by	by	ADP
ajase-4693	46	11	the	the	DET
ajase-4693	46	12	elimination	elimination	NOUN
ajase-4693	46	13	of	of	ADP
ajase-4693	46	14	the	the	DET
ajase-4693	46	15	petroleum	petroleum	NOUN
ajase-4693	46	16	subsidy	subsidy	NOUN
ajase-4693	46	17	,	,	PUNCT
ajase-4693	46	18	particularly	particularly	ADV
ajase-4693	46	19	for	for	ADP
ajase-4693	46	20	the	the	DET
ajase-4693	46	21	already	already	ADV
ajase-4693	46	22	underprivileged	underprivileged	ADJ
ajase-4693	46	23	populations	population	NOUN
ajase-4693	46	24	.	.	PUNCT
ajase-4693	47	1	the	the	DET
ajase-4693	47	2	price	price	NOUN
ajase-4693	47	3	of	of	ADP
ajase-4693	47	4	gasoline	gasoline	NOUN
ajase-4693	47	5	pumps	pump	NOUN
ajase-4693	47	6	has	have	AUX
ajase-4693	47	7	increased	increase	VERB
ajase-4693	47	8	as	as	ADP
ajase-4693	47	9	a	a	DET
ajase-4693	47	10	result	result	NOUN
ajase-4693	47	11	of	of	ADP
ajase-4693	47	12	the	the	DET
ajase-4693	47	13	elimination	elimination	NOUN
ajase-4693	47	14	of	of	ADP
ajase-4693	47	15	the	the	DET
ajase-4693	47	16	petroleum	petroleum	NOUN
ajase-4693	47	17	subsidies	subsidy	NOUN
ajase-4693	47	18	,	,	PUNCT
ajase-4693	47	19	raising	raise	VERB
ajase-4693	47	20	the	the	DET
ajase-4693	47	21	expense	expense	NOUN
ajase-4693	47	22	of	of	ADP
ajase-4693	47	23	food	food	NOUN
ajase-4693	47	24	,	,	PUNCT
ajase-4693	47	25	transportation	transportation	NOUN
ajase-4693	47	26	,	,	PUNCT
ajase-4693	47	27	and	and	CCONJ
ajase-4693	47	28	other	other	ADJ
ajase-4693	47	29	necessities	necessity	NOUN
ajase-4693	47	30	.	.	PUNCT
ajase-4693	48	1	when	when	SCONJ
ajase-4693	48	2	compared	compare	VERB
ajase-4693	48	3	year	year	NOUN
ajase-4693	48	4	-	-	PUNCT
ajase-4693	48	5	over	over	ADP
ajase-4693	48	6	-	-	PUNCT
ajase-4693	48	7	year	year	NOUN
ajase-4693	48	8	,	,	PUNCT
ajase-4693	48	9	the	the	DET
ajase-4693	48	10	food	food	NOUN
ajase-4693	48	11	inflation	inflation	NOUN
ajase-4693	48	12	rate	rate	NOUN
ajase-4693	48	13	in	in	ADP
ajase-4693	48	14	may	may	PROPN
ajase-4693	48	15	2023	2023	NUM
ajase-4693	48	16	was	be	AUX
ajase-4693	48	17	24.82	24.82	NUM
ajase-4693	48	18	%	%	NOUN
ajase-4693	48	19	,	,	PUNCT
ajase-4693	48	20	5.33	5.33	NUM
ajase-4693	48	21	%	%	NOUN
ajase-4693	48	22	higher	high	ADJ
ajase-4693	48	23	than	than	ADP
ajase-4693	48	24	the	the	DET
ajase-4693	48	25	rate	rate	NOUN
ajase-4693	48	26	in	in	ADP
ajase-4693	48	27	may	may	PROPN
ajase-4693	48	28	2022	2022	NUM
ajase-4693	48	29	(	(	PUNCT
ajase-4693	48	30	19.50	19.50	NUM
ajase-4693	48	31	%	%	NOUN
ajase-4693	48	32	)	)	PUNCT
ajase-4693	48	33	.	.	PUNCT
ajase-4693	49	1	the	the	DET
ajase-4693	49	2	transportation	transportation	NOUN
ajase-4693	49	3	and	and	CCONJ
ajase-4693	49	4	storage	storage	NOUN
ajase-4693	49	5	industry	industry	NOUN
ajase-4693	49	6	,	,	PUNCT
ajase-4693	49	7	which	which	PRON
ajase-4693	49	8	contributes	contribute	VERB
ajase-4693	49	9	roughly	roughly	ADV
ajase-4693	49	10	0.89	0.89	NUM
ajase-4693	49	11	%	%	NOUN
ajase-4693	49	12	of	of	ADP
ajase-4693	49	13	the	the	DET
ajase-4693	49	14	gdp	gdp	NOUN
ajase-4693	49	15	,	,	PUNCT
ajase-4693	49	16	saw	see	VERB
ajase-4693	49	17	the	the	DET
ajase-4693	49	18	biggest	big	ADJ
ajase-4693	49	19	fall	fall	NOUN
ajase-4693	49	20	of	of	ADP
ajase-4693	49	21	any	any	DET
ajase-4693	49	22	sector	sector	NOUN
ajase-4693	49	23	in	in	ADP
ajase-4693	49	24	the	the	DET
ajase-4693	49	25	second	second	ADJ
ajase-4693	49	26	quarter	quarter	NOUN
ajase-4693	49	27	of	of	ADP
ajase-4693	49	28	2023	2023	NUM
ajase-4693	49	29	,	,	PUNCT
ajase-4693	49	30	contracting	contracting	NOUN
ajase-4693	49	31	by	by	ADP
ajase-4693	49	32	an	an	DET
ajase-4693	49	33	astounding	astounding	ADJ
ajase-4693	49	34	50.64	50.64	NUM
ajase-4693	49	35	%	%	NOUN
ajase-4693	49	36	.	.	PUNCT
ajase-4693	50	1	the	the	DET
ajase-4693	50	2	average	average	ADJ
ajase-4693	50	3	fare	fare	NOUN
ajase-4693	50	4	passengers	passenger	NOUN
ajase-4693	50	5	paid	pay	VERB
ajase-4693	50	6	for	for	ADP
ajase-4693	50	7	bus	bus	NOUN
ajase-4693	50	8	trips	trip	NOUN
ajase-4693	50	9	within	within	ADP
ajase-4693	50	10	the	the	DET
ajase-4693	50	11	city	city	NOUN
ajase-4693	50	12	each	each	DET
ajase-4693	50	13	drop	drop	NOUN
ajase-4693	50	14	rose	rise	VERB
ajase-4693	50	15	by	by	ADP
ajase-4693	50	16	97.88	97.88	NUM
ajase-4693	50	17	%	%	NOUN
ajase-4693	50	18	from	from	ADP
ajase-4693	50	19	n649.59	n649.59	ADJ
ajase-4693	50	20	in	in	ADP
ajase-4693	50	21	may	may	PROPN
ajase-4693	50	22	2023	2023	NUM
ajase-4693	50	23	to	to	ADP
ajase-4693	50	24	n1,285.41	n1,285.41	PROPN
ajase-4693	50	25	in	in	ADP
ajase-4693	50	26	june	june	PROPN
ajase-4693	50	27	2023	2023	NUM
ajase-4693	50	28	,	,	PUNCT
ajase-4693	50	29	according	accord	VERB
ajase-4693	50	30	to	to	ADP
ajase-4693	50	31	data	datum	NOUN
ajase-4693	50	32	from	from	ADP
ajase-4693	50	33	the	the	DET
ajase-4693	50	34	nbs	nbs	PROPN
ajase-4693	50	35	transportation	transportation	PROPN
ajase-4693	50	36	watch	watch	PROPN
ajase-4693	50	37	.	.	PUNCT
ajase-4693	51	1	it	it	PRON
ajase-4693	51	2	increased	increase	VERB
ajase-4693	51	3	by	by	ADP
ajase-4693	51	4	120.63	120.63	NUM
ajase-4693	51	5	%	%	NOUN
ajase-4693	51	6	year	year	NOUN
ajase-4693	51	7	over	over	ADP
ajase-4693	51	8	year	year	NOUN
ajase-4693	51	9	from	from	ADP
ajase-4693	51	10	n583	n583	PROPN
ajase-4693	51	11	in	in	ADP
ajase-4693	51	12	june	june	PROPN
ajase-4693	51	13	2022	2022	NUM
ajase-4693	51	14	(	(	PUNCT
ajase-4693	51	15	nbs	nbs	PROPN
ajase-4693	51	16	,	,	PUNCT
ajase-4693	51	17	2023	2023	NUM
ajase-4693	51	18	)	)	PUNCT
ajase-4693	51	19	.	.	PUNCT
ajase-4693	52	1	for	for	ADP
ajase-4693	52	2	nigerians	nigerian	NOUN
ajase-4693	52	3	,	,	PUNCT
ajase-4693	52	4	floating	float	VERB
ajase-4693	52	5	the	the	DET
ajase-4693	52	6	country	country	NOUN
ajase-4693	52	7	’s	’s	PART
ajase-4693	52	8	currency	currency	NOUN
ajase-4693	52	9	has	have	VERB
ajase-4693	52	10	socioeconomic	socioeconomic	ADJ
ajase-4693	52	11	ramifications	ramification	NOUN
ajase-4693	52	12	as	as	ADV
ajase-4693	52	13	well	well	ADV
ajase-4693	52	14	,	,	PUNCT
ajase-4693	52	15	hurting	hurt	VERB
ajase-4693	52	16	residents	resident	NOUN
ajase-4693	52	17	’	'	PUNCT
ajase-4693	52	18	purchasing	purchasing	NOUN
ajase-4693	52	19	power	power	NOUN
ajase-4693	52	20	and	and	CCONJ
ajase-4693	52	21	their	their	PRON
ajase-4693	52	22	capacity	capacity	NOUN
ajase-4693	52	23	to	to	PART
ajase-4693	52	24	pay	pay	VERB
ajase-4693	52	25	for	for	ADP
ajase-4693	52	26	necessities	necessity	NOUN
ajase-4693	52	27	.	.	PUNCT
ajase-4693	53	1	strong	strong	ADJ
ajase-4693	53	2	social	social	ADJ
ajase-4693	53	3	safety	safety	NOUN
ajase-4693	53	4	nets	net	NOUN
ajase-4693	53	5	,	,	PUNCT
ajase-4693	53	6	focused	focused	ADJ
ajase-4693	53	7	interventions	intervention	NOUN
ajase-4693	53	8	,	,	PUNCT
ajase-4693	53	9	and	and	CCONJ
ajase-4693	53	10	transitionprotective	transitionprotective	ADJ
ajase-4693	53	11	legislation	legislation	NOUN
ajase-4693	53	12	would	would	AUX
ajase-4693	53	13	be	be	AUX
ajase-4693	53	14	necessary	necessary	ADJ
ajase-4693	53	15	to	to	PART
ajase-4693	53	16	mitigate	mitigate	VERB
ajase-4693	53	17	these	these	DET
ajase-4693	53	18	consequences	consequence	NOUN
ajase-4693	53	19	.	.	PUNCT
ajase-4693	54	1	low	low	ADJ
ajase-4693	54	2	-	-	PUNCT
ajase-4693	54	3	income	income	NOUN
ajase-4693	54	4	families	family	NOUN
ajase-4693	54	5	and	and	CCONJ
ajase-4693	54	6	individuals	individual	NOUN
ajase-4693	54	7	’	'	PUNCT
ajase-4693	54	8	budgets	budget	NOUN
ajase-4693	54	9	are	be	AUX
ajase-4693	54	10	strained	strain	VERB
ajase-4693	54	11	as	as	ADP
ajase-4693	54	12	a	a	DET
ajase-4693	54	13	result	result	NOUN
ajase-4693	54	14	,	,	PUNCT
ajase-4693	54	15	which	which	PRON
ajase-4693	54	16	lowers	lower	VERB
ajase-4693	54	17	their	their	PRON
ajase-4693	54	18	level	level	NOUN
ajase-4693	54	19	of	of	ADP
ajase-4693	54	20	living	living	NOUN
ajase-4693	54	21	.	.	PUNCT
ajase-4693	55	1	additionally	additionally	ADV
ajase-4693	55	2	,	,	PUNCT
ajase-4693	55	3	rising	rise	VERB
ajase-4693	55	4	gasoline	gasoline	NOUN
ajase-4693	55	5	prices	price	NOUN
ajase-4693	55	6	have	have	AUX
ajase-4693	55	7	caused	cause	VERB
ajase-4693	55	8	inflationary	inflationary	ADJ
ajase-4693	55	9	pressures	pressure	NOUN
ajase-4693	55	10	throughout	throughout	ADP
ajase-4693	55	11	the	the	DET
ajase-4693	55	12	economy	economy	NOUN
ajase-4693	55	13	,	,	PUNCT
ajase-4693	55	14	raising	raise	VERB
ajase-4693	55	15	the	the	DET
ajase-4693	55	16	cost	cost	NOUN
ajase-4693	55	17	of	of	ADP
ajase-4693	55	18	products	product	NOUN
ajase-4693	55	19	and	and	CCONJ
ajase-4693	55	20	services	service	NOUN
ajase-4693	55	21	.	.	PUNCT
ajase-4693	56	1	people	people	NOUN
ajase-4693	56	2	with	with	ADP
ajase-4693	56	3	fixed	fix	VERB
ajase-4693	56	4	incomes	income	NOUN
ajase-4693	56	5	are	be	AUX
ajase-4693	56	6	disproportionately	disproportionately	ADV
ajase-4693	56	7	affected	affect	VERB
ajase-4693	56	8	by	by	ADP
ajase-4693	56	9	inflation	inflation	NOUN
ajase-4693	56	10	,	,	PUNCT
ajase-4693	56	11	which	which	PRON
ajase-4693	56	12	makes	make	VERB
ajase-4693	56	13	poverty	poverty	NOUN
ajase-4693	56	14	worse	bad	ADJ
ajase-4693	56	15	.	.	PUNCT
ajase-4693	57	1	low	low	ADJ
ajase-4693	57	2	-	-	PUNCT
ajase-4693	57	3	income	income	NOUN
ajase-4693	57	4	people	people	NOUN
ajase-4693	57	5	bear	bear	VERB
ajase-4693	57	6	a	a	DET
ajase-4693	57	7	disproportionate	disproportionate	ADJ
ajase-4693	57	8	amount	amount	NOUN
ajase-4693	57	9	of	of	ADP
ajase-4693	57	10	the	the	DET
ajase-4693	57	11	burden	burden	NOUN
ajase-4693	57	12	of	of	ADP
ajase-4693	57	13	rising	rise	VERB
ajase-4693	57	14	living	living	NOUN
ajase-4693	57	15	expenses	expense	NOUN
ajase-4693	57	16	and	and	CCONJ
ajase-4693	57	17	petroleum	petroleum	NOUN
ajase-4693	57	18	pump	pump	NOUN
ajase-4693	57	19	prices	price	NOUN
ajase-4693	57	20	,	,	PUNCT
ajase-4693	57	21	which	which	PRON
ajase-4693	57	22	exacerbates	exacerbate	VERB
ajase-4693	57	23	the	the	DET
ajase-4693	57	24	nation	nation	NOUN
ajase-4693	57	25	’s	’s	PART
ajase-4693	57	26	income	income	NOUN
ajase-4693	57	27	inequality	inequality	NOUN
ajase-4693	57	28	and	and	CCONJ
ajase-4693	57	29	widens	widen	VERB
ajase-4693	57	30	the	the	DET
ajase-4693	57	31	income	income	NOUN
ajase-4693	57	32	gap	gap	NOUN
ajase-4693	57	33	(	(	PUNCT
ajase-4693	57	34	yakubu	yakubu	PROPN
ajase-4693	57	35	et	et	PROPN
ajase-4693	57	36	al	al	PROPN
ajase-4693	57	37	.	.	PROPN
ajase-4693	57	38	,	,	PUNCT
ajase-4693	57	39	2023	2023	NUM
ajase-4693	57	40	)	)	PUNCT
ajase-4693	57	41	.	.	PUNCT
ajase-4693	58	1	it	it	PRON
ajase-4693	58	2	is	be	AUX
ajase-4693	58	3	commonly	commonly	ADV
ajase-4693	58	4	acknowledged	acknowledge	VERB
ajase-4693	58	5	that	that	SCONJ
ajase-4693	58	6	the	the	DET
ajase-4693	58	7	fluctuations	fluctuation	NOUN
ajase-4693	58	8	in	in	ADP
ajase-4693	58	9	oil	oil	NOUN
ajase-4693	58	10	prices	price	NOUN
ajase-4693	58	11	have	have	VERB
ajase-4693	58	12	a	a	DET
ajase-4693	58	13	substantial	substantial	ADJ
ajase-4693	58	14	impact	impact	NOUN
ajase-4693	58	15	on	on	ADP
ajase-4693	58	16	economic	economic	ADJ
ajase-4693	58	17	activity	activity	NOUN
ajase-4693	58	18	.	.	PUNCT
ajase-4693	59	1	commodity	commodity	NOUN
ajase-4693	59	2	market	market	NOUN
ajase-4693	59	3	price	price	NOUN
ajase-4693	59	4	fluctuations	fluctuation	NOUN
ajase-4693	59	5	are	be	AUX
ajase-4693	59	6	frequently	frequently	ADV
ajase-4693	59	7	influenced	influence	VERB
ajase-4693	59	8	by	by	ADP
ajase-4693	59	9	changes	change	NOUN
ajase-4693	59	10	in	in	ADP
ajase-4693	59	11	oil	oil	NOUN
ajase-4693	59	12	prices	price	NOUN
ajase-4693	59	13	,	,	PUNCT
ajase-4693	59	14	which	which	PRON
ajase-4693	59	15	can	can	AUX
ajase-4693	59	16	cause	cause	VERB
ajase-4693	59	17	economic	economic	ADJ
ajase-4693	59	18	slowdowns	slowdown	NOUN
ajase-4693	59	19	and	and	CCONJ
ajase-4693	59	20	price	price	NOUN
ajase-4693	59	21	swings	swing	NOUN
ajase-4693	59	22	for	for	ADP
ajase-4693	59	23	other	other	ADJ
ajase-4693	59	24	commodities	commodity	NOUN
ajase-4693	59	25	when	when	SCONJ
ajase-4693	59	26	oil	oil	NOUN
ajase-4693	59	27	prices	price	NOUN
ajase-4693	59	28	abruptly	abruptly	ADV
ajase-4693	59	29	rise	rise	VERB
ajase-4693	59	30	or	or	CCONJ
ajase-4693	59	31	fall	fall	VERB
ajase-4693	59	32	.	.	PUNCT
ajase-4693	60	1	accordingly	accordingly	ADV
ajase-4693	60	2	,	,	PUNCT
ajase-4693	60	3	predicting	predict	VERB
ajase-4693	60	4	the	the	DET
ajase-4693	60	5	price	price	NOUN
ajase-4693	60	6	of	of	ADP
ajase-4693	60	7	crude	crude	ADJ
ajase-4693	60	8	oil	oil	NOUN
ajase-4693	60	9	is	be	AUX
ajase-4693	60	10	an	an	DET
ajase-4693	60	11	important	important	ADJ
ajase-4693	60	12	field	field	NOUN
ajase-4693	60	13	of	of	ADP
ajase-4693	60	14	study	study	NOUN
ajase-4693	60	15	,	,	PUNCT
ajase-4693	60	16	although	although	SCONJ
ajase-4693	60	17	it	it	PRON
ajase-4693	60	18	faces	face	VERB
ajase-4693	60	19	inherent	inherent	ADJ
ajase-4693	60	20	challenges	challenge	NOUN
ajase-4693	60	21	including	include	VERB
ajase-4693	60	22	excessive	excessive	ADJ
ajase-4693	60	23	volatility	volatility	NOUN
ajase-4693	60	24	(	(	PUNCT
ajase-4693	60	25	wang	wang	PROPN
ajase-4693	60	26	et	et	PROPN
ajase-4693	60	27	al	al	PROPN
ajase-4693	60	28	.	.	PROPN
ajase-4693	60	29	,	,	PUNCT
ajase-4693	60	30	2004	2004	NUM
ajase-4693	60	31	)	)	PUNCT
ajase-4693	60	32	.	.	PUNCT
ajase-4693	61	1	while	while	SCONJ
ajase-4693	61	2	limited	limited	ADJ
ajase-4693	61	3	liquidity	liquidity	NOUN
ajase-4693	61	4	and	and	CCONJ
ajase-4693	61	5	occasional	occasional	ADJ
ajase-4693	61	6	trade	trade	NOUN
ajase-4693	61	7	in	in	ADP
ajase-4693	61	8	imperfect	imperfect	ADJ
ajase-4693	61	9	markets	market	NOUN
ajase-4693	61	10	may	may	AUX
ajase-4693	61	11	cause	cause	VERB
ajase-4693	61	12	a	a	DET
ajase-4693	61	13	delay	delay	NOUN
ajase-4693	61	14	in	in	ADP
ajase-4693	61	15	responding	respond	VERB
ajase-4693	61	16	to	to	ADP
ajase-4693	61	17	new	new	ADJ
ajase-4693	61	18	information	information	NOUN
ajase-4693	61	19	,	,	PUNCT
ajase-4693	61	20	oil	oil	NOUN
ajase-4693	61	21	prices	price	NOUN
ajase-4693	61	22	may	may	AUX
ajase-4693	61	23	not	not	PART
ajase-4693	61	24	always	always	ADV
ajase-4693	61	25	react	react	VERB
ajase-4693	61	26	immediately	immediately	ADV
ajase-4693	61	27	to	to	ADP
ajase-4693	61	28	it	it	PRON
ajase-4693	61	29	(	(	PUNCT
ajase-4693	61	30	monoyios	monoyios	PROPN
ajase-4693	61	31	&	&	CCONJ
ajase-4693	61	32	sarno	sarno	PROPN
ajase-4693	61	33	2002	2002	NUM
ajase-4693	61	34	)	)	PUNCT
ajase-4693	61	35	.	.	PUNCT
ajase-4693	62	1	according	accord	VERB
ajase-4693	62	2	to	to	ADP
ajase-4693	62	3	this	this	DET
ajase-4693	62	4	viewpoint	viewpoint	NOUN
ajase-4693	62	5	,	,	PUNCT
ajase-4693	62	6	a	a	DET
ajase-4693	62	7	substantial	substantial	ADJ
ajase-4693	62	8	body	body	NOUN
ajase-4693	62	9	of	of	ADP
ajase-4693	62	10	research	research	NOUN
ajase-4693	62	11	has	have	AUX
ajase-4693	62	12	been	be	AUX
ajase-4693	62	13	done	do	VERB
ajase-4693	62	14	on	on	ADP
ajase-4693	62	15	enhancing	enhance	VERB
ajase-4693	62	16	econometric	econometric	ADJ
ajase-4693	62	17	models	model	NOUN
ajase-4693	62	18	’	'	PUNCT
ajase-4693	62	19	capacity	capacity	NOUN
ajase-4693	62	20	to	to	PART
ajase-4693	62	21	simulate	simulate	VERB
ajase-4693	62	22	oil	oil	NOUN
ajase-4693	62	23	prices	price	NOUN
ajase-4693	62	24	.	.	PUNCT
ajase-4693	63	1	a	a	DET
ajase-4693	63	2	portion	portion	NOUN
ajase-4693	63	3	of	of	ADP
ajase-4693	63	4	the	the	DET
ajase-4693	63	5	research	research	NOUN
ajase-4693	63	6	uses	use	VERB
ajase-4693	63	7	different	different	ADJ
ajase-4693	63	8	garch	garch	NOUN
ajase-4693	63	9	models	model	NOUN
ajase-4693	63	10	to	to	PART
ajase-4693	63	11	examine	examine	VERB
ajase-4693	63	12	the	the	DET
ajase-4693	63	13	trajectory	trajectory	NOUN
ajase-4693	63	14	of	of	ADP
ajase-4693	63	15	oil	oil	NOUN
ajase-4693	63	16	prices	price	NOUN
ajase-4693	63	17	.	.	PUNCT
ajase-4693	64	1	alessandri	alessandri	ADJ
ajase-4693	64	2	and	and	CCONJ
ajase-4693	64	3	mumtaz	mumtaz	PROPN
ajase-4693	64	4	(	(	PUNCT
ajase-4693	64	5	2019	2019	NUM
ajase-4693	64	6	)	)	PUNCT
ajase-4693	64	7	,	,	PUNCT
ajase-4693	64	8	popp	popp	PROPN
ajase-4693	64	9	and	and	CCONJ
ajase-4693	64	10	zhang	zhang	PROPN
ajase-4693	64	11	(	(	PUNCT
ajase-4693	64	12	2016	2016	NUM
ajase-4693	64	13	)	)	PUNCT
ajase-4693	64	14	,	,	PUNCT
ajase-4693	64	15	adams	adams	PROPN
ajase-4693	64	16	et	et	PROPN
ajase-4693	64	17	al	al	PROPN
ajase-4693	64	18	.	.	PROPN
ajase-4693	65	1	(	(	PUNCT
ajase-4693	65	2	2024	2024	NUM
ajase-4693	65	3	)	)	PUNCT
ajase-4693	65	4	,	,	PUNCT
ajase-4693	65	5	and	and	CCONJ
ajase-4693	65	6	van	van	PROPN
ajase-4693	65	7	robays	robay	NOUN
ajase-4693	65	8	(	(	PUNCT
ajase-4693	65	9	2016	2016	NUM
ajase-4693	65	10	)	)	PUNCT
ajase-4693	65	11	are	be	AUX
ajase-4693	65	12	only	only	ADV
ajase-4693	65	13	a	a	DET
ajase-4693	65	14	few	few	ADJ
ajase-4693	65	15	of	of	ADP
ajase-4693	65	16	the	the	DET
ajase-4693	65	17	research	research	NOUN
ajase-4693	65	18	that	that	PRON
ajase-4693	65	19	have	have	AUX
ajase-4693	65	20	demonstrated	demonstrate	VERB
ajase-4693	65	21	the	the	DET
ajase-4693	65	22	substantial	substantial	ADJ
ajase-4693	65	23	influence	influence	NOUN
ajase-4693	65	24	of	of	ADP
ajase-4693	65	25	economic	economic	ADJ
ajase-4693	65	26	factors	factor	NOUN
ajase-4693	65	27	on	on	ADP
ajase-4693	65	28	rising	rise	VERB
ajase-4693	65	29	volatility	volatility	NOUN
ajase-4693	65	30	,	,	PUNCT
ajase-4693	65	31	particularly	particularly	ADV
ajase-4693	65	32	during	during	ADP
ajase-4693	65	33	times	time	NOUN
ajase-4693	65	34	of	of	ADP
ajase-4693	65	35	regime	regime	NOUN
ajase-4693	65	36	transition	transition	NOUN
ajase-4693	65	37	.	.	PUNCT
ajase-4693	66	1	the	the	DET
ajase-4693	66	2	forecasting	forecasting	NOUN
ajase-4693	66	3	skills	skill	NOUN
ajase-4693	66	4	of	of	ADP
ajase-4693	66	5	single	single	ADJ
ajase-4693	66	6	-	-	PUNCT
ajase-4693	66	7	regime	regime	NOUN
ajase-4693	66	8	models	model	NOUN
ajase-4693	66	9	are	be	AUX
ajase-4693	66	10	significantly	significantly	ADV
ajase-4693	66	11	diminished	diminish	VERB
ajase-4693	66	12	by	by	ADP
ajase-4693	66	13	regime	regime	NOUN
ajase-4693	66	14	shifts	shift	NOUN
ajase-4693	66	15	,	,	PUNCT
ajase-4693	66	16	which	which	PRON
ajase-4693	66	17	are	be	AUX
ajase-4693	66	18	influenced	influence	VERB
ajase-4693	66	19	by	by	ADP
ajase-4693	66	20	a	a	DET
ajase-4693	66	21	variety	variety	NOUN
ajase-4693	66	22	of	of	ADP
ajase-4693	66	23	economic	economic	ADJ
ajase-4693	66	24	factors	factor	NOUN
ajase-4693	66	25	.	.	PUNCT
ajase-4693	67	1	additionally	additionally	ADV
ajase-4693	67	2	,	,	PUNCT
ajase-4693	67	3	by	by	ADP
ajase-4693	67	4	upsetting	upset	VERB
ajase-4693	67	5	the	the	DET
ajase-4693	67	6	trends	trend	NOUN
ajase-4693	67	7	shown	show	VERB
ajase-4693	67	8	in	in	ADP
ajase-4693	67	9	economic	economic	ADJ
ajase-4693	67	10	time	time	NOUN
ajase-4693	67	11	series	series	NOUN
ajase-4693	67	12	,	,	PUNCT
ajase-4693	67	13	economic	economic	ADJ
ajase-4693	67	14	considerations	consideration	NOUN
ajase-4693	67	15	have	have	VERB
ajase-4693	67	16	a	a	DET
ajase-4693	67	17	major	major	ADJ
ajase-4693	67	18	impact	impact	NOUN
ajase-4693	67	19	on	on	ADP
ajase-4693	67	20	business	business	NOUN
ajase-4693	67	21	cycles	cycle	NOUN
ajase-4693	67	22	.	.	PUNCT
ajase-4693	68	1	for	for	ADP
ajase-4693	68	2	example	example	NOUN
ajase-4693	68	3	,	,	PUNCT
ajase-4693	68	4	the	the	DET
ajase-4693	68	5	performance	performance	NOUN
ajase-4693	68	6	of	of	ADP
ajase-4693	68	7	econometric	econometric	ADJ
ajase-4693	68	8	models	model	NOUN
ajase-4693	68	9	was	be	AUX
ajase-4693	68	10	significantly	significantly	ADV
ajase-4693	68	11	impacted	impact	VERB
ajase-4693	68	12	by	by	ADP
ajase-4693	68	13	the	the	DET
ajase-4693	68	14	oil	oil	NOUN
ajase-4693	68	15	crises	crisis	NOUN
ajase-4693	68	16	of	of	ADP
ajase-4693	68	17	1974	1974	NUM
ajase-4693	68	18	and	and	CCONJ
ajase-4693	68	19	1979	1979	NUM
ajase-4693	68	20	.	.	PUNCT
ajase-4693	69	1	because	because	SCONJ
ajase-4693	69	2	of	of	ADP
ajase-4693	69	3	this	this	PRON
ajase-4693	69	4	,	,	PUNCT
ajase-4693	69	5	conventional	conventional	ADJ
ajase-4693	69	6	volatility	volatility	NOUN
ajase-4693	69	7	models	model	NOUN
ajase-4693	69	8	that	that	PRON
ajase-4693	69	9	do	do	AUX
ajase-4693	69	10	not	not	PART
ajase-4693	69	11	consider	consider	VERB
ajase-4693	69	12	regime	regime	NOUN
ajase-4693	69	13	-	-	PUNCT
ajase-4693	69	14	switching	switch	VERB
ajase-4693	69	15	features	feature	NOUN
ajase-4693	69	16	,	,	PUNCT
ajase-4693	69	17	including	include	VERB
ajase-4693	69	18	those	those	PRON
ajase-4693	69	19	brought	bring	VERB
ajase-4693	69	20	on	on	ADP
ajase-4693	69	21	by	by	ADP
ajase-4693	69	22	oil	oil	NOUN
ajase-4693	69	23	shocks	shock	NOUN
ajase-4693	69	24	,	,	PUNCT
ajase-4693	69	25	are	be	AUX
ajase-4693	69	26	no	no	ADV
ajase-4693	69	27	longer	long	ADV
ajase-4693	69	28	sufficient	sufficient	ADJ
ajase-4693	69	29	to	to	PART
ajase-4693	69	30	simulate	simulate	VERB
ajase-4693	69	31	volatility	volatility	NOUN
ajase-4693	69	32	in	in	ADP
ajase-4693	69	33	gasoline	gasoline	NOUN
ajase-4693	69	34	prices	price	NOUN
ajase-4693	69	35	.	.	PUNCT
ajase-4693	70	1	garch	garch	NOUN
ajase-4693	70	2	-	-	PUNCT
ajase-4693	70	3	type	type	NOUN
ajase-4693	70	4	models	model	NOUN
ajase-4693	70	5	(	(	PUNCT
ajase-4693	70	6	ahmed	ahmed	PROPN
ajase-4693	70	7	&	&	CCONJ
ajase-4693	70	8	shabri	shabri	NOUN
ajase-4693	70	9	,	,	PUNCT
ajase-4693	70	10	2014	2014	NUM
ajase-4693	70	11	;	;	PUNCT
ajase-4693	70	12	wacuka	wacuka	PROPN
ajase-4693	70	13	ng’ang’a	ng’ang’a	PROPN
ajase-4693	70	14	&	&	CCONJ
ajase-4693	70	15	oleche	oleche	PROPN
ajase-4693	70	16	,	,	PUNCT
ajase-4693	70	17	2022	2022	NUM
ajase-4693	70	18	;	;	PUNCT
ajase-4693	70	19	adams	adams	PROPN
ajase-4693	70	20	&	&	CCONJ
ajase-4693	70	21	bello	bello	PROPN
ajase-4693	70	22	,	,	PUNCT
ajase-4693	70	23	2022	2022	NUM
ajase-4693	70	24	;	;	PUNCT
ajase-4693	70	25	deebom	deebom	NOUN
ajase-4693	70	26	&	&	CCONJ
ajase-4693	70	27	essi	essi	PROPN
ajase-4693	70	28	,	,	PUNCT
ajase-4693	70	29	2017	2017	NUM
ajase-4693	70	30	)	)	PUNCT
ajase-4693	70	31	,	,	PUNCT
ajase-4693	70	32	support	support	VERB
ajase-4693	70	33	vector	vector	NOUN
ajase-4693	70	34	machines	machine	NOUN
ajase-4693	70	35	(	(	PUNCT
ajase-4693	70	36	svm	svm	PROPN
ajase-4693	70	37	)	)	PUNCT
ajase-4693	70	38	,	,	PUNCT
ajase-4693	70	39	which	which	PRON
ajase-4693	70	40	forecast	forecast	VERB
ajase-4693	70	41	data	datum	NOUN
ajase-4693	70	42	with	with	ADP
ajase-4693	70	43	high	high	ADJ
ajase-4693	70	44	volatility	volatility	NOUN
ajase-4693	70	45	(	(	PUNCT
ajase-4693	70	46	okasha	okasha	PROPN
ajase-4693	70	47	,	,	PUNCT
ajase-4693	70	48	2014	2014	NUM
ajase-4693	70	49	)	)	PUNCT
ajase-4693	70	50	,	,	PUNCT
ajase-4693	70	51	and	and	CCONJ
ajase-4693	70	52	autoregressive	autoregressive	ADJ
ajase-4693	70	53	integrated	integrated	ADJ
ajase-4693	70	54	moving	move	VERB
ajase-4693	70	55	average	average	NOUN
ajase-4693	70	56	(	(	PUNCT
ajase-4693	70	57	arima	arima	PROPN
ajase-4693	70	58	)	)	PUNCT
ajase-4693	70	59	,	,	PUNCT
ajase-4693	70	60	also	also	ADV
ajase-4693	70	61	known	know	VERB
ajase-4693	70	62	as	as	ADP
ajase-4693	70	63	the	the	DET
ajase-4693	70	64	box	box	PROPN
ajase-4693	70	65	-	-	PUNCT
ajase-4693	70	66	jenkins	jenkins	PROPN
ajase-4693	70	67	methodology	methodology	NOUN
ajase-4693	70	68	(	(	PUNCT
ajase-4693	70	69	shambulingappa	shambulingappa	NOUN
ajase-4693	70	70	et	et	PROPN
ajase-4693	70	71	al	al	PROPN
ajase-4693	70	72	.	.	PROPN
ajase-4693	70	73	,	,	PUNCT
ajase-4693	70	74	2020	2020	NUM
ajase-4693	70	75	;	;	PUNCT
ajase-4693	70	76	awujola	awujola	PROPN
ajase-4693	70	77	et	et	PROPN
ajase-4693	70	78	al	al	PROPN
ajase-4693	70	79	.	.	PROPN
ajase-4693	70	80	,	,	PUNCT
ajase-4693	70	81	2015	2015	NUM
ajase-4693	70	82	;	;	PUNCT
ajase-4693	70	83	rodhan	rodhan	NOUN
ajase-4693	70	84	&	&	CCONJ
ajase-4693	70	85	jaaz	jaaz	PROPN
ajase-4693	70	86	,	,	PUNCT
ajase-4693	70	87	2022	2022	NUM
ajase-4693	70	88	)	)	PUNCT
ajase-4693	70	89	are	be	AUX
ajase-4693	70	90	some	some	PRON
ajase-4693	70	91	of	of	ADP
ajase-4693	70	92	the	the	DET
ajase-4693	70	93	analytical	analytical	ADJ
ajase-4693	70	94	techniques	technique	NOUN
ajase-4693	70	95	that	that	PRON
ajase-4693	70	96	have	have	AUX
ajase-4693	70	97	gained	gain	VERB
ajase-4693	70	98	a	a	DET
ajase-4693	70	99	lot	lot	NOUN
ajase-4693	70	100	of	of	ADP
ajase-4693	70	101	attention	attention	NOUN
ajase-4693	70	102	recently	recently	ADV
ajase-4693	70	103	in	in	ADP
ajase-4693	70	104	crude	crude	ADJ
ajase-4693	70	105	oil	oil	NOUN
ajase-4693	70	106	forecasting	forecasting	NOUN
ajase-4693	70	107	.	.	PUNCT
ajase-4693	71	1	since	since	SCONJ
ajase-4693	71	2	the	the	DET
ajase-4693	71	3	symmetric	symmetric	ADJ
ajase-4693	71	4	models	model	NOUN
ajase-4693	71	5	of	of	ADP
ajase-4693	71	6	the	the	DET
ajase-4693	71	7	garch	garch	NOUN
ajase-4693	71	8	family	family	NOUN
ajase-4693	71	9	are	be	AUX
ajase-4693	71	10	better	well	ADJ
ajase-4693	71	11	at	at	ADP
ajase-4693	71	12	predicting	predict	VERB
ajase-4693	71	13	the	the	DET
ajase-4693	71	14	price	price	NOUN
ajase-4693	71	15	of	of	ADP
ajase-4693	71	16	crude	crude	ADJ
ajase-4693	71	17	oil	oil	NOUN
ajase-4693	71	18	,	,	PUNCT
ajase-4693	71	19	they	they	PRON
ajase-4693	71	20	are	be	AUX
ajase-4693	71	21	regarded	regard	VERB
ajase-4693	71	22	as	as	ADP
ajase-4693	71	23	fitted	fit	VERB
ajase-4693	71	24	models	model	NOUN
ajase-4693	71	25	(	(	PUNCT
ajase-4693	71	26	haque	haque	PROPN
ajase-4693	71	27	et	et	PROPN
ajase-4693	71	28	al	al	PROPN
ajase-4693	71	29	.	.	PROPN
ajase-4693	71	30	,	,	PUNCT
ajase-4693	71	31	2021	2021	NUM
ajase-4693	71	32	;	;	PUNCT
ajase-4693	71	33	arachchi	arachchi	PROPN
ajase-4693	71	34	,	,	PUNCT
ajase-4693	71	35	2018	2018	NUM
ajase-4693	71	36	;	;	PUNCT
ajase-4693	71	37	herrera	herrera	NOUN
ajase-4693	71	38	et	et	PROPN
ajase-4693	71	39	al	al	PROPN
ajase-4693	71	40	.	.	PROPN
ajase-4693	71	41	,	,	PUNCT
ajase-4693	71	42	2018	2018	NUM
ajase-4693	71	43	)	)	PUNCT
ajase-4693	71	44	.	.	PUNCT
ajase-4693	72	1	they	they	PRON
ajase-4693	72	2	are	be	AUX
ajase-4693	72	3	seen	see	VERB
ajase-4693	72	4	as	as	ADP
ajase-4693	72	5	crucial	crucial	ADJ
ajase-4693	72	6	for	for	ADP
ajase-4693	72	7	figuring	figure	VERB
ajase-4693	72	8	out	out	ADP
ajase-4693	72	9	how	how	SCONJ
ajase-4693	72	10	volatile	volatile	ADJ
ajase-4693	72	11	various	various	ADJ
ajase-4693	72	12	commodities	commodity	NOUN
ajase-4693	72	13	are	be	AUX
ajase-4693	72	14	(	(	PUNCT
ajase-4693	72	15	charles	charles	PROPN
ajase-4693	72	16	&	&	CCONJ
ajase-4693	72	17	darné	darné	NOUN
ajase-4693	72	18	,	,	PUNCT
ajase-4693	72	19	2021	2021	NUM
ajase-4693	72	20	)	)	PUNCT
ajase-4693	72	21	.	.	PUNCT
ajase-4693	73	1	by	by	ADP
ajase-4693	73	2	taking	take	VERB
ajase-4693	73	3	into	into	ADP
ajase-4693	73	4	consideration	consideration	NOUN
ajase-4693	73	5	the	the	DET
ajase-4693	73	6	effects	effect	NOUN
ajase-4693	73	7	of	of	ADP
ajase-4693	73	8	leverage	leverage	NOUN
ajase-4693	73	9	,	,	PUNCT
ajase-4693	73	10	volatility	volatility	NOUN
ajase-4693	73	11	clustering	clustering	NOUN
ajase-4693	73	12	,	,	PUNCT
ajase-4693	73	13	and	and	CCONJ
ajase-4693	73	14	leptokurtosis	leptokurtosis	NOUN
ajase-4693	73	15	in	in	ADP
ajase-4693	73	16	the	the	DET
ajase-4693	73	17	time	time	NOUN
ajase-4693	73	18	series	series	PROPN
ajase-4693	73	19	analysis	analysis	NOUN
ajase-4693	73	20	,	,	PUNCT
ajase-4693	73	21	the	the	DET
ajase-4693	73	22	gjr	gjr	NOUN
ajase-4693	73	23	-	-	PUNCT
ajase-4693	73	24	garch	garch	NOUN
ajase-4693	73	25	model	model	NOUN
ajase-4693	73	26	further	far	ADV
ajase-4693	73	27	sets	set	VERB
ajase-4693	73	28	itself	itself	PRON
ajase-4693	73	29	apart	apart	ADV
ajase-4693	73	30	from	from	ADP
ajase-4693	73	31	other	other	ADJ
ajase-4693	73	32	forecasting	forecasting	NOUN
ajase-4693	73	33	models	model	NOUN
ajase-4693	73	34	.	.	PUNCT
ajase-4693	74	1	furthermore	furthermore	ADV
ajase-4693	74	2	,	,	PUNCT
ajase-4693	74	3	it	it	PRON
ajase-4693	74	4	is	be	AUX
ajase-4693	74	5	discovered	discover	VERB
ajase-4693	74	6	that	that	SCONJ
ajase-4693	74	7	both	both	CCONJ
ajase-4693	74	8	symmetric	symmetric	ADJ
ajase-4693	74	9	and	and	CCONJ
ajase-4693	74	10	asymmetric	asymmetric	ADJ
ajase-4693	74	11	models	model	NOUN
ajase-4693	74	12	are	be	AUX
ajase-4693	74	13	successful	successful	ADJ
ajase-4693	74	14	in	in	ADP
ajase-4693	74	15	capturing	capture	VERB
ajase-4693	74	16	volatility	volatility	NOUN
ajase-4693	74	17	(	(	PUNCT
ajase-4693	74	18	ekong	ekong	NOUN
ajase-4693	74	19	&	&	CCONJ
ajase-4693	74	20	onye	onye	NOUN
ajase-4693	74	21	,	,	PUNCT
ajase-4693	74	22	2017	2017	NUM
ajase-4693	74	23	)	)	PUNCT
ajase-4693	74	24	.	.	PUNCT
ajase-4693	75	1	a	a	DET
ajase-4693	75	2	crucial	crucial	ADJ
ajase-4693	75	3	part	part	NOUN
ajase-4693	75	4	of	of	ADP
ajase-4693	75	5	many	many	ADJ
ajase-4693	75	6	financial	financial	ADJ
ajase-4693	75	7	decision	decision	NOUN
ajase-4693	75	8	-	-	PUNCT
ajase-4693	75	9	making	make	VERB
ajase-4693	75	10	procedures	procedure	NOUN
ajase-4693	75	11	is	be	AUX
ajase-4693	75	12	the	the	DET
ajase-4693	75	13	examination	examination	NOUN
ajase-4693	75	14	of	of	ADP
ajase-4693	75	15	financial	financial	ADJ
ajase-4693	75	16	time	time	NOUN
ajase-4693	75	17	series	series	PROPN
ajase-4693	75	18	volatility	volatility	NOUN
ajase-4693	75	19	.	.	PUNCT
ajase-4693	76	1	building	build	VERB
ajase-4693	76	2	less	less	ADV
ajase-4693	76	3	risky	risky	ADJ
ajase-4693	76	4	portfolios	portfolio	NOUN
ajase-4693	76	5	,	,	PUNCT
ajase-4693	76	6	maximizing	maximize	VERB
ajase-4693	76	7	asset	asset	NOUN
ajase-4693	76	8	allocation	allocation	NOUN
ajase-4693	76	9	,	,	PUNCT
ajase-4693	76	10	and	and	CCONJ
ajase-4693	76	11	increasing	increase	VERB
ajase-4693	76	12	returns	return	NOUN
ajase-4693	76	13	all	all	PRON
ajase-4693	76	14	depend	depend	VERB
ajase-4693	76	15	on	on	ADP
ajase-4693	76	16	accurate	accurate	ADJ
ajase-4693	76	17	volatility	volatility	NOUN
ajase-4693	76	18	forecasts	forecast	NOUN
ajase-4693	76	19	.	.	PUNCT
ajase-4693	77	1	as	as	ADP
ajase-4693	77	2	a	a	DET
ajase-4693	77	3	result	result	NOUN
ajase-4693	77	4	,	,	PUNCT
ajase-4693	77	5	pa	pa	PROPN
ajase-4693	77	6	ge	ge	PROPN
ajase-4693	77	7	43	43	NUM
ajase-4693	77	8	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	77	9	am	be	AUX
ajase-4693	77	10	.	.	PUNCT
ajase-4693	78	1	j.	j.	PROPN
ajase-4693	78	2	appl	appl	PROPN
ajase-4693	78	3	.	.	PROPN
ajase-4693	79	1	stat	stat	PROPN
ajase-4693	79	2	.	.	PUNCT
ajase-4693	80	1	econ	econ	PROPN
ajase-4693	80	2	.	.	PUNCT
ajase-4693	81	1	4(1	4(1	X
ajase-4693	81	2	)	)	PUNCT
ajase-4693	82	1	41	41	NUM
ajase-4693	82	2	-	-	SYM
ajase-4693	82	3	57	57	NUM
ajase-4693	82	4	,	,	PUNCT
ajase-4693	82	5	2025	2025	NUM
ajase-4693	82	6	accurate	accurate	ADJ
ajase-4693	82	7	volatility	volatility	NOUN
ajase-4693	82	8	forecasting	forecasting	NOUN
ajase-4693	82	9	and	and	CCONJ
ajase-4693	82	10	analysis	analysis	NOUN
ajase-4693	82	11	have	have	AUX
ajase-4693	82	12	become	become	VERB
ajase-4693	82	13	more	more	ADV
ajase-4693	82	14	crucial	crucial	ADJ
ajase-4693	82	15	in	in	ADP
ajase-4693	82	16	recent	recent	ADJ
ajase-4693	82	17	years	year	NOUN
ajase-4693	82	18	.	.	PUNCT
ajase-4693	83	1	the	the	DET
ajase-4693	83	2	best	good	ADJ
ajase-4693	83	3	choice	choice	NOUN
ajase-4693	83	4	of	of	ADP
ajase-4693	83	5	volatility	volatility	NOUN
ajase-4693	83	6	models	model	NOUN
ajase-4693	83	7	,	,	PUNCT
ajase-4693	83	8	however	however	ADV
ajase-4693	83	9	,	,	PUNCT
ajase-4693	83	10	is	be	AUX
ajase-4693	83	11	hotly	hotly	ADV
ajase-4693	83	12	debated	debate	VERB
ajase-4693	83	13	,	,	PUNCT
ajase-4693	83	14	which	which	PRON
ajase-4693	83	15	presents	present	VERB
ajase-4693	83	16	a	a	DET
ajase-4693	83	17	problem	problem	NOUN
ajase-4693	83	18	for	for	ADP
ajase-4693	83	19	researchers	researcher	NOUN
ajase-4693	83	20	because	because	SCONJ
ajase-4693	83	21	the	the	DET
ajase-4693	83	22	choice	choice	NOUN
ajase-4693	83	23	has	have	VERB
ajase-4693	83	24	an	an	DET
ajase-4693	83	25	immediate	immediate	ADJ
ajase-4693	83	26	effect	effect	NOUN
ajase-4693	83	27	on	on	ADP
ajase-4693	83	28	their	their	PRON
ajase-4693	83	29	findings	finding	NOUN
ajase-4693	83	30	.	.	PUNCT
ajase-4693	84	1	in	in	ADP
ajase-4693	84	2	order	order	NOUN
ajase-4693	84	3	to	to	PART
ajase-4693	84	4	solve	solve	VERB
ajase-4693	84	5	the	the	DET
ajase-4693	84	6	problem	problem	NOUN
ajase-4693	84	7	of	of	ADP
ajase-4693	84	8	volatility	volatility	NOUN
ajase-4693	84	9	forecasting	forecasting	NOUN
ajase-4693	84	10	,	,	PUNCT
ajase-4693	84	11	this	this	DET
ajase-4693	84	12	paper	paper	NOUN
ajase-4693	84	13	suggests	suggest	VERB
ajase-4693	84	14	using	use	VERB
ajase-4693	84	15	stochastic	stochastic	ADJ
ajase-4693	84	16	models	model	NOUN
ajase-4693	84	17	and	and	CCONJ
ajase-4693	84	18	garch	garch	NOUN
ajase-4693	84	19	-	-	PUNCT
ajase-4693	84	20	type	type	NOUN
ajase-4693	84	21	models	model	NOUN
ajase-4693	84	22	.	.	PUNCT
ajase-4693	85	1	this	this	DET
ajase-4693	85	2	study	study	NOUN
ajase-4693	85	3	intends	intend	VERB
ajase-4693	85	4	to	to	PART
ajase-4693	85	5	add	add	VERB
ajase-4693	85	6	to	to	ADP
ajase-4693	85	7	the	the	DET
ajase-4693	85	8	continuing	continue	VERB
ajase-4693	85	9	discussion	discussion	NOUN
ajase-4693	85	10	on	on	ADP
ajase-4693	85	11	the	the	DET
ajase-4693	85	12	best	good	ADJ
ajase-4693	85	13	techniques	technique	NOUN
ajase-4693	85	14	for	for	ADP
ajase-4693	85	15	volatility	volatility	NOUN
ajase-4693	85	16	analysis	analysis	NOUN
ajase-4693	85	17	in	in	ADP
ajase-4693	85	18	financial	financial	ADJ
ajase-4693	85	19	time	time	NOUN
ajase-4693	85	20	series	series	NOUN
ajase-4693	85	21	by	by	ADP
ajase-4693	85	22	assessing	assess	VERB
ajase-4693	85	23	several	several	ADJ
ajase-4693	85	24	risk	risk	NOUN
ajase-4693	85	25	models	model	NOUN
ajase-4693	85	26	.	.	PUNCT
ajase-4693	86	1	a	a	DET
ajase-4693	86	2	comparison	comparison	NOUN
ajase-4693	86	3	of	of	ADP
ajase-4693	86	4	the	the	DET
ajase-4693	86	5	forecasting	forecasting	NOUN
ajase-4693	86	6	capabilities	capability	NOUN
ajase-4693	86	7	of	of	ADP
ajase-4693	86	8	various	various	ADJ
ajase-4693	86	9	garch	garch	NOUN
ajase-4693	86	10	-	-	PUNCT
ajase-4693	86	11	type	type	NOUN
ajase-4693	86	12	models	model	NOUN
ajase-4693	86	13	and	and	CCONJ
ajase-4693	86	14	the	the	DET
ajase-4693	86	15	heston	heston	PROPN
ajase-4693	86	16	stochastic	stochastic	PROPN
ajase-4693	86	17	volatility	volatility	NOUN
ajase-4693	86	18	model	model	NOUN
ajase-4693	86	19	was	be	AUX
ajase-4693	86	20	also	also	ADV
ajase-4693	86	21	presented	present	VERB
ajase-4693	86	22	in	in	ADP
ajase-4693	86	23	the	the	DET
ajase-4693	86	24	study	study	NOUN
ajase-4693	86	25	.	.	PUNCT
ajase-4693	87	1	literature	literature	NOUN
ajase-4693	87	2	review	review	VERB
ajase-4693	87	3	numerous	numerous	ADJ
ajase-4693	87	4	econometric	econometric	ADJ
ajase-4693	87	5	models	model	NOUN
ajase-4693	87	6	have	have	AUX
ajase-4693	87	7	been	be	AUX
ajase-4693	87	8	used	use	VERB
ajase-4693	87	9	to	to	PART
ajase-4693	87	10	forecast	forecast	VERB
ajase-4693	87	11	the	the	DET
ajase-4693	87	12	volatility	volatility	NOUN
ajase-4693	87	13	of	of	ADP
ajase-4693	87	14	crude	crude	ADJ
ajase-4693	87	15	oil	oil	NOUN
ajase-4693	87	16	prices	price	NOUN
ajase-4693	87	17	.	.	PUNCT
ajase-4693	88	1	with	with	ADP
ajase-4693	88	2	an	an	DET
ajase-4693	88	3	emphasis	emphasis	NOUN
ajase-4693	88	4	on	on	ADP
ajase-4693	88	5	garch	garch	NOUN
ajase-4693	88	6	-	-	PUNCT
ajase-4693	88	7	type	type	NOUN
ajase-4693	88	8	models	model	NOUN
ajase-4693	88	9	,	,	PUNCT
ajase-4693	88	10	regime	regime	NOUN
ajase-4693	88	11	-	-	PUNCT
ajase-4693	88	12	switching	switch	VERB
ajase-4693	88	13	models	model	NOUN
ajase-4693	88	14	,	,	PUNCT
ajase-4693	88	15	arima	arima	NOUN
ajase-4693	88	16	models	model	NOUN
ajase-4693	88	17	,	,	PUNCT
ajase-4693	88	18	and	and	CCONJ
ajase-4693	88	19	the	the	DET
ajase-4693	88	20	macroeconomic	macroeconomic	ADJ
ajase-4693	88	21	ramifications	ramification	NOUN
ajase-4693	88	22	of	of	ADP
ajase-4693	88	23	oil	oil	NOUN
ajase-4693	88	24	price	price	NOUN
ajase-4693	88	25	volatility	volatility	NOUN
ajase-4693	88	26	,	,	PUNCT
ajase-4693	88	27	this	this	DET
ajase-4693	88	28	study	study	NOUN
ajase-4693	88	29	looks	look	VERB
ajase-4693	88	30	at	at	ADP
ajase-4693	88	31	the	the	DET
ajase-4693	88	32	main	main	ADJ
ajase-4693	88	33	approaches	approach	NOUN
ajase-4693	88	34	and	and	CCONJ
ajase-4693	88	35	conclusions	conclusion	NOUN
ajase-4693	88	36	from	from	ADP
ajase-4693	88	37	earlier	early	ADJ
ajase-4693	88	38	studies	study	NOUN
ajase-4693	88	39	.	.	PUNCT
ajase-4693	89	1	garch	garch	NOUN
ajase-4693	89	2	-	-	PUNCT
ajase-4693	89	3	type	type	NOUN
ajase-4693	89	4	models	model	NOUN
ajase-4693	89	5	for	for	ADP
ajase-4693	89	6	forecasting	forecast	VERB
ajase-4693	89	7	oil	oil	NOUN
ajase-4693	89	8	price	price	NOUN
ajase-4693	89	9	volatility	volatility	NOUN
ajase-4693	89	10	crude	crude	ADJ
ajase-4693	89	11	oil	oil	NOUN
ajase-4693	89	12	price	price	NOUN
ajase-4693	89	13	volatility	volatility	NOUN
ajase-4693	89	14	has	have	AUX
ajase-4693	89	15	been	be	AUX
ajase-4693	89	16	widely	widely	ADV
ajase-4693	89	17	modeled	model	VERB
ajase-4693	89	18	and	and	CCONJ
ajase-4693	89	19	predicted	predict	VERB
ajase-4693	89	20	using	use	VERB
ajase-4693	89	21	garch	garch	NOUN
ajase-4693	89	22	models	model	NOUN
ajase-4693	89	23	and	and	CCONJ
ajase-4693	89	24	its	its	PRON
ajase-4693	89	25	extensions	extension	NOUN
ajase-4693	89	26	.	.	PUNCT
ajase-4693	90	1	saltik	saltik	NOUN
ajase-4693	90	2	et	et	PROPN
ajase-4693	90	3	al	al	PROPN
ajase-4693	90	4	.	.	PUNCT
ajase-4693	91	1	(	(	PUNCT
ajase-4693	91	2	2016	2016	NUM
ajase-4693	91	3	)	)	PUNCT
ajase-4693	91	4	used	use	VERB
ajase-4693	91	5	the	the	DET
ajase-4693	91	6	garch	garch	NOUN
ajase-4693	91	7	,	,	PUNCT
ajase-4693	91	8	igarch	igarch	NOUN
ajase-4693	91	9	,	,	PUNCT
ajase-4693	91	10	gjr	gjr	NOUN
ajase-4693	91	11	-	-	PUNCT
ajase-4693	91	12	garch	garch	NOUN
ajase-4693	91	13	,	,	PUNCT
ajase-4693	91	14	egarch	egarch	NOUN
ajase-4693	91	15	,	,	PUNCT
ajase-4693	91	16	figarch	figarch	NOUN
ajase-4693	91	17	,	,	PUNCT
ajase-4693	91	18	and	and	CCONJ
ajase-4693	91	19	fiaparch	fiaparch	NOUN
ajase-4693	91	20	models	model	NOUN
ajase-4693	91	21	to	to	PART
ajase-4693	91	22	examine	examine	VERB
ajase-4693	91	23	the	the	DET
ajase-4693	91	24	return	return	NOUN
ajase-4693	91	25	volatility	volatility	NOUN
ajase-4693	91	26	of	of	ADP
ajase-4693	91	27	henry	henry	PROPN
ajase-4693	91	28	hub	hub	PROPN
ajase-4693	91	29	natural	natural	ADJ
ajase-4693	91	30	gas	gas	NOUN
ajase-4693	91	31	and	and	CCONJ
ajase-4693	91	32	wti	wti	PROPN
ajase-4693	91	33	crude	crude	ADJ
ajase-4693	91	34	oil	oil	NOUN
ajase-4693	91	35	over	over	ADP
ajase-4693	91	36	various	various	ADJ
ajase-4693	91	37	time	time	NOUN
ajase-4693	91	38	periods	period	NOUN
ajase-4693	91	39	.	.	PUNCT
ajase-4693	92	1	according	accord	VERB
ajase-4693	92	2	to	to	ADP
ajase-4693	92	3	their	their	PRON
ajase-4693	92	4	research	research	NOUN
ajase-4693	92	5	,	,	PUNCT
ajase-4693	92	6	asymmetric	asymmetric	ADJ
ajase-4693	92	7	and	and	CCONJ
ajase-4693	92	8	integrated	integrated	ADJ
ajase-4693	92	9	garch	garch	NOUN
ajase-4693	92	10	models	model	NOUN
ajase-4693	92	11	outperformed	outperform	VERB
ajase-4693	92	12	ordinary	ordinary	ADJ
ajase-4693	92	13	garch	garch	NOUN
ajase-4693	92	14	models	model	NOUN
ajase-4693	92	15	in	in	ADP
ajase-4693	92	16	terms	term	NOUN
ajase-4693	92	17	of	of	ADP
ajase-4693	92	18	forecast	forecast	NOUN
ajase-4693	92	19	accuracy	accuracy	NOUN
ajase-4693	92	20	.	.	PUNCT
ajase-4693	93	1	in	in	ADP
ajase-4693	93	2	particular	particular	ADJ
ajase-4693	93	3	,	,	PUNCT
ajase-4693	93	4	according	accord	VERB
ajase-4693	93	5	to	to	ADP
ajase-4693	93	6	mean	mean	VERB
ajase-4693	93	7	square	square	ADJ
ajase-4693	93	8	error	error	NOUN
ajase-4693	93	9	(	(	PUNCT
ajase-4693	93	10	mse	mse	NOUN
ajase-4693	93	11	)	)	PUNCT
ajase-4693	93	12	and	and	CCONJ
ajase-4693	93	13	mean	mean	VERB
ajase-4693	93	14	absolute	absolute	ADJ
ajase-4693	93	15	error	error	NOUN
ajase-4693	93	16	(	(	PUNCT
ajase-4693	93	17	mae	mae	PROPN
ajase-4693	93	18	)	)	PUNCT
ajase-4693	93	19	criteria	criterion	NOUN
ajase-4693	93	20	,	,	PUNCT
ajase-4693	93	21	figarch	figarch	NOUN
ajase-4693	93	22	under	under	ADP
ajase-4693	93	23	skew	skew	NOUN
ajase-4693	93	24	student	student	NOUN
ajase-4693	93	25	-	-	PUNCT
ajase-4693	93	26	t	t	NOUN
ajase-4693	93	27	performed	perform	VERB
ajase-4693	93	28	best	well	ADV
ajase-4693	93	29	for	for	ADP
ajase-4693	93	30	one	one	NUM
ajase-4693	93	31	period	period	NOUN
ajase-4693	93	32	,	,	PUNCT
ajase-4693	93	33	whereas	whereas	SCONJ
ajase-4693	93	34	egarch	egarch	NOUN
ajase-4693	93	35	under	under	ADP
ajase-4693	93	36	the	the	DET
ajase-4693	93	37	generalized	generalize	VERB
ajase-4693	93	38	error	error	NOUN
ajase-4693	93	39	distribution	distribution	NOUN
ajase-4693	93	40	was	be	AUX
ajase-4693	93	41	optimal	optimal	ADJ
ajase-4693	93	42	for	for	ADP
ajase-4693	93	43	another	another	PRON
ajase-4693	93	44	.	.	PUNCT
ajase-4693	94	1	similarly	similarly	ADV
ajase-4693	94	2	,	,	PUNCT
ajase-4693	94	3	herrera	herrera	NOUN
ajase-4693	94	4	et	et	PROPN
ajase-4693	94	5	al	al	PROPN
ajase-4693	94	6	.	.	PROPN
ajase-4693	95	1	(	(	PUNCT
ajase-4693	95	2	2018	2018	NUM
ajase-4693	95	3	)	)	PUNCT
ajase-4693	95	4	discovered	discover	VERB
ajase-4693	95	5	that	that	SCONJ
ajase-4693	95	6	because	because	SCONJ
ajase-4693	95	7	of	of	ADP
ajase-4693	95	8	the	the	DET
ajase-4693	95	9	strong	strong	ADJ
ajase-4693	95	10	kurtosis	kurtosis	NOUN
ajase-4693	95	11	in	in	ADP
ajase-4693	95	12	oil	oil	NOUN
ajase-4693	95	13	returns	return	NOUN
ajase-4693	95	14	,	,	PUNCT
ajase-4693	95	15	models	model	NOUN
ajase-4693	95	16	with	with	ADP
ajase-4693	95	17	a	a	DET
ajase-4693	95	18	student	student	NOUN
ajase-4693	95	19	-	-	PUNCT
ajase-4693	95	20	t	t	NOUN
ajase-4693	95	21	distribution	distribution	NOUN
ajase-4693	95	22	outperformed	outperform	VERB
ajase-4693	95	23	those	those	PRON
ajase-4693	95	24	with	with	ADP
ajase-4693	95	25	a	a	DET
ajase-4693	95	26	normal	normal	ADJ
ajase-4693	95	27	distribution	distribution	NOUN
ajase-4693	95	28	.	.	PUNCT
ajase-4693	96	1	they	they	PRON
ajase-4693	96	2	came	come	VERB
ajase-4693	96	3	to	to	ADP
ajase-4693	96	4	the	the	DET
ajase-4693	96	5	conclusion	conclusion	NOUN
ajase-4693	96	6	that	that	SCONJ
ajase-4693	96	7	egarch(1,1	egarch(1,1	NOUN
ajase-4693	96	8	)	)	PUNCT
ajase-4693	96	9	was	be	AUX
ajase-4693	96	10	better	well	ADJ
ajase-4693	96	11	for	for	ADP
ajase-4693	96	12	medium	medium	ADJ
ajase-4693	96	13	-	-	PUNCT
ajase-4693	96	14	term	term	NOUN
ajase-4693	96	15	forecasting	forecasting	NOUN
ajase-4693	96	16	,	,	PUNCT
ajase-4693	96	17	whereas	whereas	SCONJ
ajase-4693	96	18	garch(1,1	garch(1,1	NOUN
ajase-4693	96	19	)	)	PUNCT
ajase-4693	96	20	and	and	CCONJ
ajase-4693	96	21	riskmetrics	riskmetric	NOUN
ajase-4693	96	22	models	model	NOUN
ajase-4693	96	23	performed	perform	VERB
ajase-4693	96	24	best	good	ADJ
ajase-4693	96	25	for	for	ADP
ajase-4693	96	26	short	short	ADJ
ajase-4693	96	27	-	-	PUNCT
ajase-4693	96	28	term	term	NOUN
ajase-4693	96	29	projections	projection	NOUN
ajase-4693	96	30	.	.	PUNCT
ajase-4693	97	1	kutu	kutu	PROPN
ajase-4693	97	2	and	and	CCONJ
ajase-4693	97	3	ngalawa	ngalawa	PROPN
ajase-4693	97	4	(	(	PUNCT
ajase-4693	97	5	2017	2017	NUM
ajase-4693	97	6	)	)	PUNCT
ajase-4693	97	7	confirmed	confirm	VERB
ajase-4693	97	8	a	a	DET
ajase-4693	97	9	significant	significant	ADJ
ajase-4693	97	10	negative	negative	ADJ
ajase-4693	97	11	influence	influence	NOUN
ajase-4693	97	12	of	of	ADP
ajase-4693	97	13	oil	oil	NOUN
ajase-4693	97	14	price	price	NOUN
ajase-4693	97	15	shocks	shock	NOUN
ajase-4693	97	16	on	on	ADP
ajase-4693	97	17	the	the	DET
ajase-4693	97	18	south	south	ADJ
ajase-4693	97	19	african	african	ADJ
ajase-4693	97	20	currency	currency	NOUN
ajase-4693	97	21	rate	rate	NOUN
ajase-4693	97	22	using	use	VERB
ajase-4693	97	23	the	the	DET
ajase-4693	97	24	egarch	egarch	NOUN
ajase-4693	97	25	(	(	PUNCT
ajase-4693	97	26	1,1	1,1	NUM
ajase-4693	97	27	)	)	PUNCT
ajase-4693	97	28	model	model	NOUN
ajase-4693	97	29	.	.	PUNCT
ajase-4693	98	1	several	several	ADJ
ajase-4693	98	2	autoregressive	autoregressive	ADJ
ajase-4693	98	3	models	model	NOUN
ajase-4693	98	4	were	be	AUX
ajase-4693	98	5	used	use	VERB
ajase-4693	98	6	in	in	ADP
ajase-4693	98	7	other	other	ADJ
ajase-4693	98	8	research	research	NOUN
ajase-4693	98	9	,	,	PUNCT
ajase-4693	98	10	including	include	VERB
ajase-4693	98	11	agnolucci	agnolucci	PROPN
ajase-4693	98	12	(	(	PUNCT
ajase-4693	98	13	2009	2009	NUM
ajase-4693	98	14	)	)	PUNCT
ajase-4693	98	15	and	and	CCONJ
ajase-4693	98	16	ramzan	ramzan	PROPN
ajase-4693	98	17	et	et	PROPN
ajase-4693	98	18	al	al	PROPN
ajase-4693	98	19	.	.	PROPN
ajase-4693	99	1	(	(	PUNCT
ajase-4693	99	2	2012	2012	NUM
ajase-4693	99	3	)	)	PUNCT
ajase-4693	99	4	,	,	PUNCT
ajase-4693	99	5	to	to	PART
ajase-4693	99	6	confirm	confirm	VERB
ajase-4693	99	7	the	the	DET
ajase-4693	99	8	persistence	persistence	NOUN
ajase-4693	99	9	of	of	ADP
ajase-4693	99	10	volatility	volatility	NOUN
ajase-4693	99	11	in	in	ADP
ajase-4693	99	12	oil	oil	NOUN
ajase-4693	99	13	return	return	NOUN
ajase-4693	99	14	series	series	NOUN
ajase-4693	99	15	.	.	PUNCT
ajase-4693	100	1	the	the	DET
ajase-4693	100	2	necessity	necessity	NOUN
ajase-4693	100	3	of	of	ADP
ajase-4693	100	4	proactive	proactive	ADJ
ajase-4693	100	5	monetary	monetary	ADJ
ajase-4693	100	6	policy	policy	NOUN
ajase-4693	100	7	interventions	intervention	NOUN
ajase-4693	100	8	was	be	AUX
ajase-4693	100	9	highlighted	highlight	VERB
ajase-4693	100	10	by	by	ADP
ajase-4693	100	11	fasanya	fasanya	ADJ
ajase-4693	100	12	and	and	CCONJ
ajase-4693	100	13	adekoya	adekoya	PROPN
ajase-4693	100	14	(	(	PUNCT
ajase-4693	100	15	2017	2017	NUM
ajase-4693	100	16	)	)	PUNCT
ajase-4693	100	17	,	,	PUNCT
ajase-4693	100	18	who	who	PRON
ajase-4693	100	19	evaluated	evaluate	VERB
ajase-4693	100	20	symmetric	symmetric	ADJ
ajase-4693	100	21	(	(	PUNCT
ajase-4693	100	22	garch	garch	NOUN
ajase-4693	100	23	,	,	PUNCT
ajase-4693	100	24	garch	garch	NOUN
ajase-4693	100	25	-	-	PUNCT
ajase-4693	100	26	m	m	NOUN
ajase-4693	100	27	)	)	PUNCT
ajase-4693	100	28	and	and	CCONJ
ajase-4693	100	29	asymmetric	asymmetric	ADJ
ajase-4693	100	30	(	(	PUNCT
ajase-4693	100	31	egarch	egarch	NOUN
ajase-4693	100	32	,	,	PUNCT
ajase-4693	100	33	tgarch	tgarch	NOUN
ajase-4693	100	34	)	)	PUNCT
ajase-4693	100	35	models	model	NOUN
ajase-4693	100	36	and	and	CCONJ
ajase-4693	100	37	concluded	conclude	VERB
ajase-4693	100	38	that	that	SCONJ
ajase-4693	100	39	egarch	egarch	PROPN
ajase-4693	100	40	was	be	AUX
ajase-4693	100	41	the	the	DET
ajase-4693	100	42	most	most	ADV
ajase-4693	100	43	suitable	suitable	ADJ
ajase-4693	100	44	for	for	ADP
ajase-4693	100	45	simulating	simulate	VERB
ajase-4693	100	46	inflation	inflation	NOUN
ajase-4693	100	47	volatility	volatility	NOUN
ajase-4693	100	48	.	.	PUNCT
ajase-4693	101	1	regime	regime	NOUN
ajase-4693	101	2	-	-	PUNCT
ajase-4693	101	3	switching	switch	VERB
ajase-4693	101	4	and	and	CCONJ
ajase-4693	101	5	alternative	alternative	ADJ
ajase-4693	101	6	volatility	volatility	NOUN
ajase-4693	101	7	models	model	NOUN
ajase-4693	101	8	garch	garch	NOUN
ajase-4693	101	9	models	model	NOUN
ajase-4693	101	10	have	have	AUX
ajase-4693	101	11	been	be	AUX
ajase-4693	101	12	investigated	investigate	VERB
ajase-4693	101	13	in	in	ADP
ajase-4693	101	14	a	a	DET
ajase-4693	101	15	number	number	NOUN
ajase-4693	101	16	of	of	ADP
ajase-4693	101	17	studies	study	NOUN
ajase-4693	101	18	to	to	PART
ajase-4693	101	19	account	account	VERB
ajase-4693	101	20	for	for	ADP
ajase-4693	101	21	structural	structural	ADJ
ajase-4693	101	22	shifts	shift	NOUN
ajase-4693	101	23	in	in	ADP
ajase-4693	101	24	the	the	DET
ajase-4693	101	25	volatility	volatility	NOUN
ajase-4693	101	26	of	of	ADP
ajase-4693	101	27	oil	oil	NOUN
ajase-4693	101	28	prices	price	NOUN
ajase-4693	101	29	.	.	PUNCT
ajase-4693	102	1	zhang	zhang	PROPN
ajase-4693	102	2	et	et	PROPN
ajase-4693	102	3	al	al	PROPN
ajase-4693	102	4	.	.	PROPN
ajase-4693	103	1	(	(	PUNCT
ajase-4693	103	2	2019	2019	NUM
ajase-4693	103	3	)	)	PUNCT
ajase-4693	103	4	looked	look	VERB
ajase-4693	103	5	at	at	ADP
ajase-4693	103	6	both	both	PRON
ajase-4693	103	7	regimeswitching	regimeswitching	NOUN
ajase-4693	103	8	and	and	CCONJ
ajase-4693	103	9	single	single	ADJ
ajase-4693	103	10	-	-	PUNCT
ajase-4693	103	11	regime	regime	NOUN
ajase-4693	103	12	garch	garch	NOUN
ajase-4693	103	13	models	model	NOUN
ajase-4693	103	14	and	and	CCONJ
ajase-4693	103	15	found	find	VERB
ajase-4693	103	16	that	that	SCONJ
ajase-4693	103	17	simpler	simple	ADJ
ajase-4693	103	18	single	single	ADJ
ajase-4693	103	19	-	-	PUNCT
ajase-4693	103	20	regime	regime	NOUN
ajase-4693	103	21	models	model	NOUN
ajase-4693	103	22	frequently	frequently	ADV
ajase-4693	103	23	performed	perform	VERB
ajase-4693	103	24	better	well	ADV
ajase-4693	103	25	than	than	ADP
ajase-4693	103	26	more	more	ADV
ajase-4693	103	27	intricate	intricate	ADJ
ajase-4693	103	28	regime	regime	NOUN
ajase-4693	103	29	-	-	PUNCT
ajase-4693	103	30	switching	switch	VERB
ajase-4693	103	31	models	model	NOUN
ajase-4693	103	32	.	.	PUNCT
ajase-4693	104	1	to	to	PART
ajase-4693	104	2	account	account	VERB
ajase-4693	104	3	for	for	ADP
ajase-4693	104	4	long	long	ADJ
ajase-4693	104	5	-	-	PUNCT
ajase-4693	104	6	range	range	NOUN
ajase-4693	104	7	dependence	dependence	NOUN
ajase-4693	104	8	in	in	ADP
ajase-4693	104	9	financial	financial	ADJ
ajase-4693	104	10	time	time	NOUN
ajase-4693	104	11	series	series	PROPN
ajase-4693	104	12	,	,	PUNCT
ajase-4693	104	13	li	li	PROPN
ajase-4693	104	14	et	et	PROPN
ajase-4693	104	15	al	al	PROPN
ajase-4693	104	16	.	.	PROPN
ajase-4693	105	1	(	(	PUNCT
ajase-4693	105	2	2013	2013	NUM
ajase-4693	105	3	)	)	PUNCT
ajase-4693	105	4	developed	develop	VERB
ajase-4693	105	5	the	the	DET
ajase-4693	105	6	mixture	mixture	NOUN
ajase-4693	105	7	memory	memory	NOUN
ajase-4693	105	8	garch	garch	NOUN
ajase-4693	105	9	(	(	PUNCT
ajase-4693	105	10	mm	mm	NOUN
ajase-4693	105	11	-	-	PUNCT
ajase-4693	105	12	garch	garch	NOUN
ajase-4693	105	13	)	)	PUNCT
ajase-4693	105	14	model	model	NOUN
ajase-4693	105	15	,	,	PUNCT
ajase-4693	105	16	which	which	PRON
ajase-4693	105	17	combined	combine	VERB
ajase-4693	105	18	the	the	DET
ajase-4693	105	19	conventional	conventional	ADJ
ajase-4693	105	20	garch	garch	NOUN
ajase-4693	105	21	and	and	CCONJ
ajase-4693	105	22	figarch	figarch	NOUN
ajase-4693	105	23	models	model	NOUN
ajase-4693	105	24	.	.	PUNCT
ajase-4693	106	1	according	accord	VERB
ajase-4693	106	2	to	to	ADP
ajase-4693	106	3	klein	klein	PROPN
ajase-4693	106	4	and	and	CCONJ
ajase-4693	106	5	walther	walther	NOUN
ajase-4693	106	6	(	(	PUNCT
ajase-4693	106	7	2016	2016	NUM
ajase-4693	106	8	)	)	PUNCT
ajase-4693	106	9	,	,	PUNCT
ajase-4693	106	10	mm	mm	PROPN
ajase-4693	106	11	-	-	PUNCT
ajase-4693	106	12	garch	garch	NOUN
ajase-4693	106	13	models	model	NOUN
ajase-4693	106	14	performed	perform	VERB
ajase-4693	106	15	better	well	ADV
ajase-4693	106	16	in	in	ADP
ajase-4693	106	17	variance	variance	NOUN
ajase-4693	106	18	and	and	CCONJ
ajase-4693	106	19	value	value	NOUN
ajase-4693	106	20	-	-	PUNCT
ajase-4693	106	21	at	at	ADP
ajase-4693	106	22	-	-	PUNCT
ajase-4693	106	23	risk	risk	NOUN
ajase-4693	106	24	forecasting	forecasting	NOUN
ajase-4693	106	25	than	than	ADP
ajase-4693	106	26	conventional	conventional	ADJ
ajase-4693	106	27	garch	garch	NOUN
ajase-4693	106	28	models	model	NOUN
ajase-4693	106	29	.	.	PUNCT
ajase-4693	107	1	an	an	DET
ajase-4693	107	2	empirical	empirical	ADJ
ajase-4693	107	3	investigation	investigation	NOUN
ajase-4693	107	4	contrasting	contrast	VERB
ajase-4693	107	5	the	the	DET
ajase-4693	107	6	mrs	mrs	PROPN
ajase-4693	107	7	-	-	PUNCT
ajase-4693	107	8	garch	garch	NOUN
ajase-4693	107	9	(	(	PUNCT
ajase-4693	107	10	markov	markov	NOUN
ajase-4693	107	11	regime	regime	NOUN
ajase-4693	107	12	-	-	PUNCT
ajase-4693	107	13	switching	switch	VERB
ajase-4693	107	14	garch	garch	NOUN
ajase-4693	107	15	)	)	PUNCT
ajase-4693	107	16	model	model	NOUN
ajase-4693	107	17	with	with	ADP
ajase-4693	107	18	conventional	conventional	ADJ
ajase-4693	107	19	garch	garch	NOUN
ajase-4693	107	20	models	model	NOUN
ajase-4693	107	21	was	be	AUX
ajase-4693	107	22	carried	carry	VERB
ajase-4693	107	23	out	out	ADP
ajase-4693	107	24	by	by	ADP
ajase-4693	107	25	zhang	zhang	PROPN
ajase-4693	107	26	et	et	PROPN
ajase-4693	107	27	al	al	PROPN
ajase-4693	107	28	.	.	PROPN
ajase-4693	108	1	(	(	PUNCT
ajase-4693	108	2	2019	2019	NUM
ajase-4693	108	3	)	)	PUNCT
ajase-4693	108	4	.	.	PUNCT
ajase-4693	109	1	their	their	PRON
ajase-4693	109	2	results	result	NOUN
ajase-4693	109	3	indicated	indicate	VERB
ajase-4693	109	4	that	that	SCONJ
ajase-4693	109	5	whereas	whereas	SCONJ
ajase-4693	109	6	regime	regime	NOUN
ajase-4693	109	7	-	-	PUNCT
ajase-4693	109	8	switching	switch	VERB
ajase-4693	109	9	models	model	NOUN
ajase-4693	109	10	improved	improve	VERB
ajase-4693	109	11	in	in	ADP
ajase-4693	109	12	-	-	PUNCT
ajase-4693	109	13	sample	sample	NOUN
ajase-4693	109	14	estimates	estimate	NOUN
ajase-4693	109	15	,	,	PUNCT
ajase-4693	109	16	their	their	PRON
ajase-4693	109	17	out	out	ADV
ajase-4693	109	18	-	-	PUNCT
ajase-4693	109	19	of	of	ADP
ajase-4693	109	20	-	-	PUNCT
ajase-4693	109	21	sample	sample	NOUN
ajase-4693	109	22	forecasting	forecasting	NOUN
ajase-4693	109	23	performance	performance	NOUN
ajase-4693	109	24	was	be	AUX
ajase-4693	109	25	not	not	PART
ajase-4693	109	26	always	always	ADV
ajase-4693	109	27	enhanced	enhance	VERB
ajase-4693	109	28	.	.	PUNCT
ajase-4693	110	1	the	the	DET
ajase-4693	110	2	significance	significance	NOUN
ajase-4693	110	3	of	of	ADP
ajase-4693	110	4	mean	mean	ADJ
ajase-4693	110	5	equation	equation	NOUN
ajase-4693	110	6	optimality	optimality	NOUN
ajase-4693	110	7	was	be	AUX
ajase-4693	110	8	further	far	ADV
ajase-4693	110	9	highlighted	highlight	VERB
ajase-4693	110	10	by	by	ADP
ajase-4693	110	11	hasanov	hasanov	PROPN
ajase-4693	110	12	et	et	PROPN
ajase-4693	110	13	al	al	PROPN
ajase-4693	110	14	.	.	PROPN
ajase-4693	111	1	(	(	PUNCT
ajase-4693	111	2	2020	2020	NUM
ajase-4693	111	3	)	)	PUNCT
ajase-4693	111	4	,	,	PUNCT
ajase-4693	111	5	who	who	PRON
ajase-4693	111	6	showed	show	VERB
ajase-4693	111	7	that	that	DET
ajase-4693	111	8	garch	garch	NOUN
ajase-4693	111	9	models	model	NOUN
ajase-4693	111	10	with	with	ADP
ajase-4693	111	11	optimal	optimal	ADJ
ajase-4693	111	12	mean	mean	NOUN
ajase-4693	111	13	equations	equation	NOUN
ajase-4693	111	14	generated	generate	VERB
ajase-4693	111	15	better	well	ADJ
ajase-4693	111	16	predictions	prediction	NOUN
ajase-4693	111	17	.	.	PUNCT
ajase-4693	112	1	arima	arima	NOUN
ajase-4693	112	2	models	model	NOUN
ajase-4693	112	3	in	in	ADP
ajase-4693	112	4	crude	crude	ADJ
ajase-4693	112	5	oil	oil	NOUN
ajase-4693	112	6	price	price	NOUN
ajase-4693	112	7	forecasting	forecasting	NOUN
ajase-4693	112	8	forecasting	forecasting	NOUN
ajase-4693	112	9	has	have	AUX
ajase-4693	112	10	made	make	VERB
ajase-4693	112	11	extensive	extensive	ADJ
ajase-4693	112	12	use	use	NOUN
ajase-4693	112	13	of	of	ADP
ajase-4693	112	14	arima	arima	NOUN
ajase-4693	112	15	models	model	NOUN
ajase-4693	112	16	in	in	ADP
ajase-4693	112	17	addition	addition	NOUN
ajase-4693	112	18	to	to	ADP
ajase-4693	112	19	garch	garch	NOUN
ajase-4693	112	20	-	-	PUNCT
ajase-4693	112	21	type	type	NOUN
ajase-4693	112	22	models	model	NOUN
ajase-4693	112	23	.	.	PUNCT
ajase-4693	113	1	when	when	SCONJ
ajase-4693	113	2	selvi	selvi	PROPN
ajase-4693	113	3	et	et	PROPN
ajase-4693	113	4	al	al	PROPN
ajase-4693	113	5	.	.	PROPN
ajase-4693	114	1	(	(	PUNCT
ajase-4693	114	2	2018	2018	NUM
ajase-4693	114	3	)	)	PUNCT
ajase-4693	114	4	used	use	VERB
ajase-4693	114	5	arima	arima	PROPN
ajase-4693	114	6	to	to	PART
ajase-4693	114	7	anticipate	anticipate	VERB
ajase-4693	114	8	crude	crude	ADJ
ajase-4693	114	9	oil	oil	NOUN
ajase-4693	114	10	prices	price	NOUN
ajase-4693	114	11	from	from	ADP
ajase-4693	114	12	2017	2017	NUM
ajase-4693	114	13	to	to	ADP
ajase-4693	114	14	2021	2021	NUM
ajase-4693	114	15	,	,	PUNCT
ajase-4693	114	16	they	they	PRON
ajase-4693	114	17	found	find	VERB
ajase-4693	114	18	that	that	SCONJ
ajase-4693	114	19	prices	price	NOUN
ajase-4693	114	20	would	would	AUX
ajase-4693	114	21	continue	continue	VERB
ajase-4693	114	22	to	to	PART
ajase-4693	114	23	grow	grow	VERB
ajase-4693	114	24	,	,	PUNCT
ajase-4693	114	25	highlighting	highlight	VERB
ajase-4693	114	26	the	the	DET
ajase-4693	114	27	necessity	necessity	NOUN
ajase-4693	114	28	of	of	ADP
ajase-4693	114	29	price	price	NOUN
ajase-4693	114	30	stability	stability	NOUN
ajase-4693	114	31	measures	measure	NOUN
ajase-4693	114	32	.	.	PUNCT
ajase-4693	115	1	in	in	ADP
ajase-4693	115	2	line	line	NOUN
ajase-4693	115	3	with	with	ADP
ajase-4693	115	4	selvi	selvi	PROPN
ajase-4693	115	5	et	et	PROPN
ajase-4693	115	6	al	al	PROPN
ajase-4693	115	7	.	.	PROPN
ajase-4693	116	1	(	(	PUNCT
ajase-4693	116	2	2018	2018	NUM
ajase-4693	116	3	)	)	PUNCT
ajase-4693	116	4	,	,	PUNCT
ajase-4693	116	5	shah	shah	PROPN
ajase-4693	116	6	&	&	CCONJ
ajase-4693	116	7	kiruthiga	kiruthiga	PROPN
ajase-4693	116	8	(	(	PUNCT
ajase-4693	116	9	2020	2020	NUM
ajase-4693	116	10	)	)	PUNCT
ajase-4693	116	11	determined	determine	VERB
ajase-4693	116	12	that	that	SCONJ
ajase-4693	116	13	arima	arima	PROPN
ajase-4693	116	14	(	(	PUNCT
ajase-4693	116	15	0,1,4	0,1,4	NOUN
ajase-4693	116	16	)	)	PUNCT
ajase-4693	116	17	was	be	AUX
ajase-4693	116	18	the	the	DET
ajase-4693	116	19	best	good	ADJ
ajase-4693	116	20	model	model	NOUN
ajase-4693	116	21	for	for	ADP
ajase-4693	116	22	predicting	predict	VERB
ajase-4693	116	23	crude	crude	ADJ
ajase-4693	116	24	oil	oil	NOUN
ajase-4693	116	25	prices	price	NOUN
ajase-4693	116	26	.	.	PUNCT
ajase-4693	117	1	similarly	similarly	ADV
ajase-4693	117	2	,	,	PUNCT
ajase-4693	117	3	rodhan	rodhan	NOUN
ajase-4693	117	4	&	&	CCONJ
ajase-4693	117	5	jaaz	jaaz	PROPN
ajase-4693	117	6	(	(	PUNCT
ajase-4693	117	7	2022	2022	NUM
ajase-4693	117	8	)	)	PUNCT
ajase-4693	117	9	discovered	discover	VERB
ajase-4693	117	10	that	that	SCONJ
ajase-4693	117	11	arima	arima	PROPN
ajase-4693	117	12	(	(	PUNCT
ajase-4693	117	13	1,1,4	1,1,4	NUM
ajase-4693	117	14	)	)	PUNCT
ajase-4693	117	15	produced	produce	VERB
ajase-4693	117	16	the	the	DET
ajase-4693	117	17	most	most	ADV
ajase-4693	117	18	accurate	accurate	ADJ
ajase-4693	117	19	forecasts	forecast	NOUN
ajase-4693	117	20	after	after	ADP
ajase-4693	117	21	examining	examine	VERB
ajase-4693	117	22	375	375	NUM
ajase-4693	117	23	months	month	NOUN
ajase-4693	117	24	of	of	ADP
ajase-4693	117	25	wti	wti	PROPN
ajase-4693	117	26	crude	crude	ADJ
ajase-4693	117	27	oil	oil	NOUN
ajase-4693	117	28	price	price	NOUN
ajase-4693	117	29	data	datum	NOUN
ajase-4693	117	30	.	.	PUNCT
ajase-4693	118	1	macroeconomic	macroeconomic	ADJ
ajase-4693	118	2	implications	implication	NOUN
ajase-4693	118	3	of	of	ADP
ajase-4693	118	4	oil	oil	NOUN
ajase-4693	118	5	price	price	NOUN
ajase-4693	118	6	volatility	volatility	NOUN
ajase-4693	118	7	one	one	NUM
ajase-4693	118	8	important	important	ADJ
ajase-4693	118	9	topic	topic	NOUN
ajase-4693	118	10	of	of	ADP
ajase-4693	118	11	study	study	NOUN
ajase-4693	118	12	has	have	AUX
ajase-4693	118	13	been	be	AUX
ajase-4693	118	14	how	how	SCONJ
ajase-4693	118	15	the	the	DET
ajase-4693	118	16	volatility	volatility	NOUN
ajase-4693	118	17	of	of	ADP
ajase-4693	118	18	crude	crude	ADJ
ajase-4693	118	19	oil	oil	NOUN
ajase-4693	118	20	prices	price	NOUN
ajase-4693	118	21	affects	affect	VERB
ajase-4693	118	22	macroeconomic	macroeconomic	ADJ
ajase-4693	118	23	factors	factor	NOUN
ajase-4693	118	24	.	.	PUNCT
ajase-4693	119	1	using	use	VERB
ajase-4693	119	2	the	the	DET
ajase-4693	119	3	arch	arch	ADJ
ajase-4693	119	4	,	,	PUNCT
ajase-4693	119	5	garch	garch	NOUN
ajase-4693	119	6	,	,	PUNCT
ajase-4693	119	7	and	and	CCONJ
ajase-4693	119	8	egarch	egarch	NOUN
ajase-4693	119	9	models	model	NOUN
ajase-4693	119	10	,	,	PUNCT
ajase-4693	119	11	sekati	sekati	PROPN
ajase-4693	119	12	et	et	PROPN
ajase-4693	119	13	al	al	PROPN
ajase-4693	119	14	.	.	PROPN
ajase-4693	120	1	(	(	PUNCT
ajase-4693	120	2	2020	2020	NUM
ajase-4693	120	3	)	)	PUNCT
ajase-4693	120	4	investigated	investigate	VERB
ajase-4693	120	5	how	how	SCONJ
ajase-4693	120	6	south	south	PROPN
ajase-4693	120	7	africa	africa	PROPN
ajase-4693	120	8	’s	’s	PART
ajase-4693	120	9	gdp	gdp	PROPN
ajase-4693	120	10	,	,	PUNCT
ajase-4693	120	11	inflation	inflation	NOUN
ajase-4693	120	12	rate	rate	NOUN
ajase-4693	120	13	,	,	PUNCT
ajase-4693	120	14	and	and	CCONJ
ajase-4693	120	15	currency	currency	NOUN
ajase-4693	120	16	rates	rate	NOUN
ajase-4693	120	17	affected	affect	VERB
ajase-4693	120	18	the	the	DET
ajase-4693	120	19	price	price	NOUN
ajase-4693	120	20	of	of	ADP
ajase-4693	120	21	oil	oil	NOUN
ajase-4693	120	22	globally	globally	ADV
ajase-4693	120	23	.	.	PUNCT
ajase-4693	121	1	according	accord	VERB
ajase-4693	121	2	to	to	ADP
ajase-4693	121	3	their	their	PRON
ajase-4693	121	4	findings	finding	NOUN
ajase-4693	121	5	,	,	PUNCT
ajase-4693	121	6	a	a	DET
ajase-4693	121	7	1	1	NUM
ajase-4693	121	8	%	%	NOUN
ajase-4693	121	9	increase	increase	NOUN
ajase-4693	121	10	in	in	ADP
ajase-4693	121	11	each	each	DET
ajase-4693	121	12	indicator	indicator	NOUN
ajase-4693	121	13	had	have	VERB
ajase-4693	121	14	a	a	DET
ajase-4693	121	15	varied	varied	ADJ
ajase-4693	121	16	impact	impact	NOUN
ajase-4693	121	17	on	on	ADP
ajase-4693	121	18	oil	oil	NOUN
ajase-4693	121	19	prices	price	NOUN
ajase-4693	121	20	,	,	PUNCT
ajase-4693	121	21	with	with	ADP
ajase-4693	121	22	gdp	gdp	NOUN
ajase-4693	121	23	and	and	CCONJ
ajase-4693	121	24	exchange	exchange	NOUN
ajase-4693	121	25	rates	rate	NOUN
ajase-4693	121	26	having	have	VERB
ajase-4693	121	27	a	a	DET
ajase-4693	121	28	positive	positive	ADJ
ajase-4693	121	29	effect	effect	NOUN
ajase-4693	121	30	and	and	CCONJ
ajase-4693	121	31	inflation	inflation	NOUN
ajase-4693	121	32	having	have	VERB
ajase-4693	121	33	a	a	DET
ajase-4693	121	34	negative	negative	ADJ
ajase-4693	121	35	one	one	NUM
ajase-4693	121	36	.	.	PUNCT
ajase-4693	122	1	these	these	DET
ajase-4693	122	2	findings	finding	NOUN
ajase-4693	122	3	,	,	PUNCT
ajase-4693	122	4	however	however	ADV
ajase-4693	122	5	,	,	PUNCT
ajase-4693	122	6	were	be	AUX
ajase-4693	122	7	in	in	ADP
ajase-4693	122	8	contrast	contrast	NOUN
ajase-4693	122	9	to	to	ADP
ajase-4693	122	10	those	those	PRON
ajase-4693	122	11	of	of	ADP
ajase-4693	122	12	kutu	kutu	NOUN
ajase-4693	122	13	and	and	CCONJ
ajase-4693	122	14	ngalawa	ngalawa	NOUN
ajase-4693	122	15	(	(	PUNCT
ajase-4693	122	16	2017	2017	NUM
ajase-4693	122	17	)	)	PUNCT
ajase-4693	122	18	,	,	PUNCT
ajase-4693	122	19	who	who	PRON
ajase-4693	122	20	discovered	discover	VERB
ajase-4693	122	21	that	that	SCONJ
ajase-4693	122	22	shocks	shock	NOUN
ajase-4693	122	23	to	to	ADP
ajase-4693	122	24	the	the	DET
ajase-4693	122	25	price	price	NOUN
ajase-4693	122	26	of	of	ADP
ajase-4693	122	27	crude	crude	ADJ
ajase-4693	122	28	oil	oil	NOUN
ajase-4693	122	29	had	have	VERB
ajase-4693	122	30	a	a	DET
ajase-4693	122	31	negative	negative	ADJ
ajase-4693	122	32	impact	impact	NOUN
ajase-4693	122	33	on	on	ADP
ajase-4693	122	34	exchange	exchange	NOUN
ajase-4693	122	35	rates	rate	NOUN
ajase-4693	122	36	.	.	PUNCT
ajase-4693	123	1	numerous	numerous	ADJ
ajase-4693	123	2	studies	study	NOUN
ajase-4693	123	3	emphasize	emphasize	VERB
ajase-4693	123	4	the	the	DET
ajase-4693	123	5	detrimental	detrimental	ADJ
ajase-4693	123	6	consequences	consequence	NOUN
ajase-4693	123	7	of	of	ADP
ajase-4693	123	8	volatility	volatility	NOUN
ajase-4693	123	9	in	in	ADP
ajase-4693	123	10	the	the	DET
ajase-4693	123	11	price	price	NOUN
ajase-4693	123	12	of	of	ADP
ajase-4693	123	13	crude	crude	ADJ
ajase-4693	123	14	oil	oil	NOUN
ajase-4693	123	15	on	on	ADP
ajase-4693	123	16	economic	economic	ADJ
ajase-4693	123	17	stability	stability	NOUN
ajase-4693	123	18	,	,	PUNCT
ajase-4693	123	19	especially	especially	ADV
ajase-4693	123	20	in	in	ADP
ajase-4693	123	21	developing	develop	VERB
ajase-4693	123	22	nations	nation	NOUN
ajase-4693	123	23	.	.	PUNCT
ajase-4693	124	1	according	accord	VERB
ajase-4693	124	2	to	to	ADP
ajase-4693	124	3	yildirim	yildirim	PROPN
ajase-4693	124	4	(	(	PUNCT
ajase-4693	124	5	2017	2017	NUM
ajase-4693	124	6	)	)	PUNCT
ajase-4693	124	7	and	and	CCONJ
ajase-4693	124	8	demirer	demirer	VERB
ajase-4693	124	9	et	et	PROPN
ajase-4693	124	10	al	al	PROPN
ajase-4693	124	11	.	.	PUNCT
ajase-4693	124	12	(	(	PUNCT
ajase-4693	124	13	2018	2018	NUM
ajase-4693	124	14	)	)	PUNCT
ajase-4693	124	15	,	,	PUNCT
ajase-4693	124	16	living	living	NOUN
ajase-4693	124	17	standards	standard	NOUN
ajase-4693	124	18	are	be	AUX
ajase-4693	124	19	adversely	adversely	ADV
ajase-4693	124	20	affected	affect	VERB
ajase-4693	124	21	by	by	ADP
ajase-4693	124	22	ongoing	ongoing	ADJ
ajase-4693	124	23	changes	change	NOUN
ajase-4693	124	24	in	in	ADP
ajase-4693	124	25	the	the	DET
ajase-4693	124	26	price	price	NOUN
ajase-4693	124	27	of	of	ADP
ajase-4693	124	28	oil	oil	NOUN
ajase-4693	124	29	.	.	PUNCT
ajase-4693	125	1	crude	crude	ADJ
ajase-4693	125	2	oil	oil	NOUN
ajase-4693	125	3	prices	price	NOUN
ajase-4693	125	4	are	be	AUX
ajase-4693	125	5	more	more	ADV
ajase-4693	125	6	volatile	volatile	ADJ
ajase-4693	125	7	than	than	ADP
ajase-4693	125	8	those	those	PRON
ajase-4693	125	9	of	of	ADP
ajase-4693	125	10	other	other	ADJ
ajase-4693	125	11	non	non	ADJ
ajase-4693	125	12	-	-	ADJ
ajase-4693	125	13	financial	financial	ADJ
ajase-4693	125	14	assets	asset	NOUN
ajase-4693	125	15	,	,	PUNCT
ajase-4693	125	16	which	which	PRON
ajase-4693	125	17	adds	add	VERB
ajase-4693	125	18	to	to	ADP
ajase-4693	125	19	economic	economic	ADJ
ajase-4693	125	20	uncertainty	uncertainty	NOUN
ajase-4693	125	21	,	,	PUNCT
ajase-4693	125	22	according	accord	VERB
ajase-4693	125	23	to	to	ADP
ajase-4693	125	24	adelman	adelman	PROPN
ajase-4693	125	25	(	(	PUNCT
ajase-4693	125	26	2000	2000	NUM
ajase-4693	125	27	)	)	PUNCT
ajase-4693	125	28	and	and	CCONJ
ajase-4693	125	29	lipsky	lipsky	ADJ
ajase-4693	125	30	(	(	PUNCT
ajase-4693	125	31	2009	2009	NUM
ajase-4693	125	32	)	)	PUNCT
ajase-4693	125	33	.	.	PUNCT
ajase-4693	126	1	in	in	ADP
ajase-4693	126	2	their	their	PRON
ajase-4693	126	3	analysis	analysis	NOUN
ajase-4693	126	4	of	of	ADP
ajase-4693	126	5	oil	oil	NOUN
ajase-4693	126	6	price	price	NOUN
ajase-4693	126	7	volatility	volatility	NOUN
ajase-4693	126	8	from	from	ADP
ajase-4693	126	9	an	an	DET
ajase-4693	126	10	investing	investing	NOUN
ajase-4693	126	11	standpoint	standpoint	NOUN
ajase-4693	126	12	,	,	PUNCT
ajase-4693	126	13	liu	liu	PROPN
ajase-4693	126	14	et	et	PROPN
ajase-4693	126	15	al	al	PROPN
ajase-4693	126	16	.	.	PROPN
ajase-4693	127	1	(	(	PUNCT
ajase-4693	127	2	2022	2022	NUM
ajase-4693	127	3	)	)	PUNCT
ajase-4693	127	4	concluded	conclude	VERB
ajase-4693	127	5	that	that	SCONJ
ajase-4693	127	6	no	no	DET
ajase-4693	127	7	single	single	ADJ
ajase-4693	127	8	model	model	NOUN
ajase-4693	127	9	consistently	consistently	ADV
ajase-4693	127	10	pa	pa	PROPN
ajase-4693	127	11	ge	ge	PROPN
ajase-4693	127	12	44	44	NUM
ajase-4693	127	13	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	127	14	am	be	AUX
ajase-4693	127	15	.	.	PUNCT
ajase-4693	128	1	j.	j.	PROPN
ajase-4693	128	2	appl	appl	PROPN
ajase-4693	128	3	.	.	PROPN
ajase-4693	129	1	stat	stat	PROPN
ajase-4693	129	2	.	.	PUNCT
ajase-4693	130	1	econ	econ	PROPN
ajase-4693	130	2	.	.	PUNCT
ajase-4693	131	1	4(1	4(1	X
ajase-4693	131	2	)	)	PUNCT
ajase-4693	132	1	41	41	NUM
ajase-4693	132	2	-	-	SYM
ajase-4693	132	3	57	57	NUM
ajase-4693	132	4	,	,	PUNCT
ajase-4693	132	5	2025	2025	NUM
ajase-4693	132	6	outperformed	outperform	VERB
ajase-4693	132	7	others	other	NOUN
ajase-4693	132	8	,	,	PUNCT
ajase-4693	132	9	supporting	support	VERB
ajase-4693	132	10	the	the	DET
ajase-4693	132	11	use	use	NOUN
ajase-4693	132	12	of	of	ADP
ajase-4693	132	13	a	a	DET
ajase-4693	132	14	variety	variety	NOUN
ajase-4693	132	15	of	of	ADP
ajase-4693	132	16	models	model	NOUN
ajase-4693	132	17	to	to	PART
ajase-4693	132	18	increase	increase	VERB
ajase-4693	132	19	forecasting	forecasting	NOUN
ajase-4693	132	20	accuracy	accuracy	NOUN
ajase-4693	132	21	.	.	PUNCT
ajase-4693	133	1	according	accord	VERB
ajase-4693	133	2	to	to	ADP
ajase-4693	133	3	the	the	DET
ajase-4693	133	4	literature	literature	NOUN
ajase-4693	133	5	evaluation	evaluation	NOUN
ajase-4693	133	6	,	,	PUNCT
ajase-4693	133	7	asymmetric	asymmetric	ADJ
ajase-4693	133	8	and	and	CCONJ
ajase-4693	133	9	integrated	integrate	VERB
ajase-4693	133	10	garch	garch	NOUN
ajase-4693	133	11	models	model	NOUN
ajase-4693	133	12	outperform	outperform	VERB
ajase-4693	133	13	symmetric	symmetric	ADJ
ajase-4693	133	14	models	model	NOUN
ajase-4693	133	15	in	in	ADP
ajase-4693	133	16	terms	term	NOUN
ajase-4693	133	17	of	of	ADP
ajase-4693	133	18	forecasting	forecast	VERB
ajase-4693	133	19	the	the	DET
ajase-4693	133	20	volatility	volatility	NOUN
ajase-4693	133	21	of	of	ADP
ajase-4693	133	22	crude	crude	ADJ
ajase-4693	133	23	oil	oil	NOUN
ajase-4693	133	24	prices	price	NOUN
ajase-4693	133	25	.	.	PUNCT
ajase-4693	134	1	regimeswitching	regimeswitching	NOUN
ajase-4693	134	2	models	model	NOUN
ajase-4693	134	3	may	may	AUX
ajase-4693	134	4	not	not	PART
ajase-4693	134	5	always	always	ADV
ajase-4693	134	6	increase	increase	VERB
ajase-4693	134	7	predicting	predict	VERB
ajase-4693	134	8	accuracy	accuracy	NOUN
ajase-4693	134	9	,	,	PUNCT
ajase-4693	134	10	although	although	SCONJ
ajase-4693	134	11	they	they	PRON
ajase-4693	134	12	do	do	AUX
ajase-4693	134	13	show	show	VERB
ajase-4693	134	14	promise	promise	NOUN
ajase-4693	134	15	for	for	ADP
ajase-4693	134	16	in	in	ADP
ajase-4693	134	17	-	-	PUNCT
ajase-4693	134	18	sample	sample	NOUN
ajase-4693	134	19	analysis	analysis	NOUN
ajase-4693	134	20	.	.	PUNCT
ajase-4693	135	1	while	while	SCONJ
ajase-4693	135	2	macroeconomic	macroeconomic	ADJ
ajase-4693	135	3	models	model	NOUN
ajase-4693	135	4	highlight	highlight	VERB
ajase-4693	135	5	the	the	DET
ajase-4693	135	6	wider	wide	ADJ
ajase-4693	135	7	economic	economic	ADJ
ajase-4693	135	8	ramifications	ramification	NOUN
ajase-4693	135	9	of	of	ADP
ajase-4693	135	10	oil	oil	NOUN
ajase-4693	135	11	price	price	NOUN
ajase-4693	135	12	volatility	volatility	NOUN
ajase-4693	135	13	,	,	PUNCT
ajase-4693	135	14	arima	arima	NOUN
ajase-4693	135	15	models	model	NOUN
ajase-4693	135	16	are	be	AUX
ajase-4693	135	17	nevertheless	nevertheless	ADV
ajase-4693	135	18	useful	useful	ADJ
ajase-4693	135	19	for	for	ADP
ajase-4693	135	20	short	short	ADJ
ajase-4693	135	21	-	-	PUNCT
ajase-4693	135	22	term	term	NOUN
ajase-4693	135	23	price	price	NOUN
ajase-4693	135	24	forecasting	forecasting	NOUN
ajase-4693	135	25	.	.	PUNCT
ajase-4693	136	1	materials	material	NOUN
ajase-4693	136	2	and	and	CCONJ
ajase-4693	136	3	methods	method	NOUN
ajase-4693	136	4	data	datum	NOUN
ajase-4693	136	5	description	description	NOUN
ajase-4693	136	6	and	and	CCONJ
ajase-4693	136	7	source	source	VERB
ajase-4693	136	8	the	the	DET
ajase-4693	136	9	central	central	ADJ
ajase-4693	136	10	bank	bank	PROPN
ajase-4693	136	11	of	of	ADP
ajase-4693	136	12	nigeria	nigeria	PROPN
ajase-4693	136	13	website	website	NOUN
ajase-4693	136	14	provided	provide	VERB
ajase-4693	136	15	daily	daily	ADJ
ajase-4693	136	16	crude	crude	ADJ
ajase-4693	136	17	oil	oil	NOUN
ajase-4693	136	18	prices	price	NOUN
ajase-4693	136	19	from	from	ADP
ajase-4693	136	20	january	january	PROPN
ajase-4693	136	21	2010	2010	NUM
ajase-4693	136	22	to	to	ADP
ajase-4693	136	23	december	december	PROPN
ajase-4693	136	24	2023	2023	NUM
ajase-4693	136	25	for	for	ADP
ajase-4693	136	26	modeling	modeling	NOUN
ajase-4693	136	27	and	and	CCONJ
ajase-4693	136	28	forecasting	forecasting	NOUN
ajase-4693	136	29	purposes	purpose	NOUN
ajase-4693	136	30	.	.	PUNCT
ajase-4693	137	1	because	because	SCONJ
ajase-4693	137	2	brent	brent	PROPN
ajase-4693	137	3	crude	crude	PROPN
ajase-4693	137	4	oil	oil	NOUN
ajase-4693	137	5	is	be	AUX
ajase-4693	137	6	regarded	regard	VERB
ajase-4693	137	7	as	as	ADP
ajase-4693	137	8	the	the	DET
ajase-4693	137	9	standard	standard	NOUN
ajase-4693	137	10	for	for	ADP
ajase-4693	137	11	crude	crude	ADJ
ajase-4693	137	12	oils	oil	NOUN
ajase-4693	137	13	in	in	ADP
ajase-4693	137	14	europe	europe	PROPN
ajase-4693	137	15	and	and	CCONJ
ajase-4693	137	16	africa	africa	PROPN
ajase-4693	137	17	,	,	PUNCT
ajase-4693	137	18	this	this	DET
ajase-4693	137	19	information	information	NOUN
ajase-4693	137	20	was	be	AUX
ajase-4693	137	21	used	use	VERB
ajase-4693	137	22	.	.	PUNCT
ajase-4693	138	1	another	another	DET
ajase-4693	138	2	way	way	NOUN
ajase-4693	138	3	that	that	PRON
ajase-4693	138	4	crude	crude	ADJ
ajase-4693	138	5	oil	oil	NOUN
ajase-4693	138	6	is	be	AUX
ajase-4693	138	7	exchanged	exchange	VERB
ajase-4693	138	8	is	be	AUX
ajase-4693	138	9	either	either	CCONJ
ajase-4693	138	10	on	on	ADP
ajase-4693	138	11	its	its	PRON
ajase-4693	138	12	own	own	ADJ
ajase-4693	138	13	or	or	CCONJ
ajase-4693	138	14	in	in	ADP
ajase-4693	138	15	relation	relation	NOUN
ajase-4693	138	16	to	to	ADP
ajase-4693	138	17	other	other	ADJ
ajase-4693	138	18	forms	form	NOUN
ajase-4693	138	19	of	of	ADP
ajase-4693	138	20	crude	crude	ADJ
ajase-4693	138	21	oil	oil	NOUN
ajase-4693	138	22	.	.	PUNCT
ajase-4693	139	1	another	another	DET
ajase-4693	139	2	factor	factor	NOUN
ajase-4693	139	3	in	in	ADP
ajase-4693	139	4	this	this	DET
ajase-4693	139	5	choice	choice	NOUN
ajase-4693	139	6	was	be	AUX
ajase-4693	139	7	the	the	DET
ajase-4693	139	8	data	data	NOUN
ajase-4693	139	9	’s	’s	PART
ajase-4693	139	10	accessibility	accessibility	NOUN
ajase-4693	139	11	during	during	ADP
ajase-4693	139	12	the	the	DET
ajase-4693	139	13	specified	specified	ADJ
ajase-4693	139	14	time	time	NOUN
ajase-4693	139	15	window	window	NOUN
ajase-4693	139	16	.	.	PUNCT
ajase-4693	140	1	continuously	continuously	ADV
ajase-4693	140	2	compounded	compound	VERB
ajase-4693	140	3	daily	daily	ADJ
ajase-4693	140	4	stock	stock	NOUN
ajase-4693	140	5	returns	return	NOUN
ajase-4693	140	6	are	be	AUX
ajase-4693	140	7	fitted	fit	VERB
ajase-4693	140	8	to	to	ADP
ajase-4693	140	9	conditional	conditional	ADJ
ajase-4693	140	10	variance	variance	NOUN
ajase-4693	140	11	models	model	NOUN
ajase-4693	140	12	.	.	PUNCT
ajase-4693	141	1	yt	yt	VERB
ajase-4693	141	2	=	=	NUM
ajase-4693	141	3	100(lnktlnk(t-1	100(lnktlnk(t-1	NUM
ajase-4693	141	4	)	)	PUNCT
ajase-4693	141	5	)	)	PUNCT
ajase-4693	142	1	(	(	PUNCT
ajase-4693	142	2	1	1	X
ajase-4693	142	3	)	)	PUNCT
ajase-4693	142	4	where	where	SCONJ
ajase-4693	142	5	kt	kt	PROPN
ajase-4693	142	6	=	=	SYM
ajase-4693	142	7	current	current	ADJ
ajase-4693	142	8	period	period	NOUN
ajase-4693	142	9	of	of	ADP
ajase-4693	142	10	stock	stock	NOUN
ajase-4693	142	11	market	market	NOUN
ajase-4693	142	12	exchange	exchange	NOUN
ajase-4693	142	13	,	,	PUNCT
ajase-4693	142	14	k(t1)=	k(t1)=	X
ajase-4693	142	15	previous	previous	ADJ
ajase-4693	142	16	period	period	NOUN
ajase-4693	142	17	stock	stock	NOUN
ajase-4693	142	18	market	market	NOUN
ajase-4693	142	19	exchange	exchange	NOUN
ajase-4693	142	20	,	,	PUNCT
ajase-4693	142	21	yt=	yt=	PROPN
ajase-4693	142	22	current	current	ADJ
ajase-4693	142	23	period	period	NOUN
ajase-4693	142	24	stock	stock	NOUN
ajase-4693	142	25	returns	return	NOUN
ajase-4693	142	26	(	(	PUNCT
ajase-4693	142	27	stock	stock	NOUN
ajase-4693	142	28	market	market	NOUN
ajase-4693	142	29	exchange	exchange	NOUN
ajase-4693	142	30	-rt	-rt	NOUN
ajase-4693	142	31	)	)	PUNCT
ajase-4693	142	32	,	,	PUNCT
ajase-4693	142	33	and	and	CCONJ
ajase-4693	142	34	ω(t-1)=	ω(t-1)=	NUM
ajase-4693	142	35	all	all	DET
ajase-4693	142	36	stock	stock	NOUN
ajase-4693	142	37	returns	return	VERB
ajase-4693	142	38	up	up	ADP
ajase-4693	142	39	to	to	ADP
ajase-4693	142	40	the	the	DET
ajase-4693	142	41	immediate	immediate	ADJ
ajase-4693	142	42	past	past	NOUN
ajase-4693	142	43	.	.	PUNCT
ajase-4693	143	1	model	model	PROPN
ajase-4693	143	2	’s	’s	PART
ajase-4693	143	3	description	description	NOUN
ajase-4693	143	4	the	the	DET
ajase-4693	143	5	models	model	NOUN
ajase-4693	143	6	used	use	VERB
ajase-4693	143	7	to	to	PART
ajase-4693	143	8	estimate	estimate	VERB
ajase-4693	143	9	the	the	DET
ajase-4693	143	10	volatility	volatility	NOUN
ajase-4693	143	11	of	of	ADP
ajase-4693	143	12	crude	crude	ADJ
ajase-4693	143	13	oil	oil	NOUN
ajase-4693	143	14	prices	price	NOUN
ajase-4693	143	15	are	be	AUX
ajase-4693	143	16	introduced	introduce	VERB
ajase-4693	143	17	in	in	ADP
ajase-4693	143	18	this	this	DET
ajase-4693	143	19	section	section	NOUN
ajase-4693	143	20	.	.	PUNCT
ajase-4693	144	1	the	the	DET
ajase-4693	144	2	features	feature	NOUN
ajase-4693	144	3	of	of	ADP
ajase-4693	144	4	the	the	DET
ajase-4693	144	5	historical	historical	ADJ
ajase-4693	144	6	crude	crude	ADJ
ajase-4693	144	7	oil	oil	NOUN
ajase-4693	144	8	spot	spot	NOUN
ajase-4693	144	9	price	price	NOUN
ajase-4693	144	10	data	datum	NOUN
ajase-4693	144	11	are	be	AUX
ajase-4693	144	12	used	use	VERB
ajase-4693	144	13	to	to	PART
ajase-4693	144	14	establish	establish	VERB
ajase-4693	144	15	the	the	DET
ajase-4693	144	16	modeling	modeling	NOUN
ajase-4693	144	17	approach	approach	NOUN
ajase-4693	144	18	that	that	PRON
ajase-4693	144	19	is	be	AUX
ajase-4693	144	20	used	use	VERB
ajase-4693	144	21	.	.	PUNCT
ajase-4693	145	1	the	the	DET
ajase-4693	145	2	best	good	ADJ
ajase-4693	145	3	models	model	NOUN
ajase-4693	145	4	of	of	ADP
ajase-4693	145	5	price	price	NOUN
ajase-4693	145	6	volatility	volatility	NOUN
ajase-4693	145	7	are	be	AUX
ajase-4693	145	8	not	not	PART
ajase-4693	145	9	universally	universally	ADV
ajase-4693	145	10	agreed	agree	VERB
ajase-4693	145	11	upon	upon	SCONJ
ajase-4693	145	12	since	since	SCONJ
ajase-4693	145	13	energy	energy	NOUN
ajase-4693	145	14	prices	price	NOUN
ajase-4693	145	15	have	have	VERB
ajase-4693	145	16	complicated	complicated	ADJ
ajase-4693	145	17	characteristics	characteristic	NOUN
ajase-4693	145	18	.	.	PUNCT
ajase-4693	146	1	the	the	DET
ajase-4693	146	2	following	follow	VERB
ajase-4693	146	3	are	be	AUX
ajase-4693	146	4	the	the	DET
ajase-4693	146	5	procedures	procedure	NOUN
ajase-4693	146	6	used	use	VERB
ajase-4693	146	7	to	to	PART
ajase-4693	146	8	model	model	VERB
ajase-4693	146	9	the	the	DET
ajase-4693	146	10	volatility	volatility	NOUN
ajase-4693	146	11	:	:	PUNCT
ajase-4693	146	12	examine	examine	VERB
ajase-4693	146	13	past	past	ADJ
ajase-4693	146	14	data	datum	NOUN
ajase-4693	146	15	to	to	PART
ajase-4693	146	16	determine	determine	VERB
ajase-4693	146	17	its	its	PRON
ajase-4693	146	18	characteristics	characteristic	NOUN
ajase-4693	146	19	;	;	PUNCT
ajase-4693	146	20	verify	verify	VERB
ajase-4693	146	21	if	if	SCONJ
ajase-4693	146	22	the	the	DET
ajase-4693	146	23	observations	observation	NOUN
ajase-4693	146	24	are	be	AUX
ajase-4693	146	25	normal	normal	ADJ
ajase-4693	146	26	.	.	PUNCT
ajase-4693	147	1	verify	verify	VERB
ajase-4693	147	2	the	the	DET
ajase-4693	147	3	series	series	NOUN
ajase-4693	147	4	’	'	PUNCT
ajase-4693	147	5	stationarity	stationarity	NOUN
ajase-4693	147	6	and	and	CCONJ
ajase-4693	147	7	look	look	VERB
ajase-4693	147	8	for	for	ADP
ajase-4693	147	9	arch	arch	ADJ
ajase-4693	147	10	effects	effect	NOUN
ajase-4693	147	11	;	;	PUNCT
ajase-4693	147	12	the	the	DET
ajase-4693	147	13	lagrange	lagrange	NOUN
ajase-4693	147	14	multiplier	multipli	ADJ
ajase-4693	147	15	test	test	NOUN
ajase-4693	147	16	is	be	AUX
ajase-4693	147	17	used	use	VERB
ajase-4693	147	18	to	to	PART
ajase-4693	147	19	find	find	VERB
ajase-4693	147	20	out	out	ADP
ajase-4693	147	21	whether	whether	SCONJ
ajase-4693	147	22	arch	arch	ADJ
ajase-4693	147	23	(	(	PUNCT
ajase-4693	147	24	autoregressive	autoregressive	ADJ
ajase-4693	147	25	integrated	integrated	ADJ
ajase-4693	147	26	moving	moving	NOUN
ajase-4693	147	27	-	-	PUNCT
ajase-4693	147	28	average	average	NOUN
ajase-4693	147	29	)	)	PUNCT
ajase-4693	147	30	effects	effect	NOUN
ajase-4693	147	31	are	be	AUX
ajase-4693	147	32	present	present	ADJ
ajase-4693	147	33	,	,	PUNCT
ajase-4693	147	34	and	and	CCONJ
ajase-4693	147	35	the	the	DET
ajase-4693	147	36	augmented	augment	VERB
ajase-4693	147	37	dickey	dickey	NOUN
ajase-4693	147	38	-	-	PUNCT
ajase-4693	147	39	fuller	full	ADJ
ajase-4693	147	40	(	(	PUNCT
ajase-4693	147	41	adf	adf	NOUN
ajase-4693	147	42	)	)	PUNCT
ajase-4693	147	43	and	and	CCONJ
ajase-4693	147	44	philips	philips	PROPN
ajase-4693	147	45	perron	perron	PROPN
ajase-4693	147	46	(	(	PUNCT
ajase-4693	147	47	pp	pp	ADJ
ajase-4693	147	48	)	)	PUNCT
ajase-4693	147	49	tests	test	NOUN
ajase-4693	147	50	are	be	AUX
ajase-4693	147	51	used	use	VERB
ajase-4693	147	52	to	to	PART
ajase-4693	147	53	check	check	VERB
ajase-4693	147	54	for	for	ADP
ajase-4693	147	55	stationarity	stationarity	NOUN
ajase-4693	147	56	.	.	PUNCT
ajase-4693	148	1	describe	describe	VERB
ajase-4693	148	2	the	the	DET
ajase-4693	148	3	estimate	estimate	NOUN
ajase-4693	148	4	processes	process	NOUN
ajase-4693	148	5	for	for	ADP
ajase-4693	148	6	the	the	DET
ajase-4693	148	7	five	five	NUM
ajase-4693	148	8	garch	garch	NOUN
ajase-4693	148	9	type	type	NOUN
ajase-4693	148	10	models	model	NOUN
ajase-4693	148	11	and	and	CCONJ
ajase-4693	148	12	the	the	DET
ajase-4693	148	13	heston	heston	PROPN
ajase-4693	148	14	stochastic	stochastic	PROPN
ajase-4693	148	15	model	model	NOUN
ajase-4693	148	16	that	that	PRON
ajase-4693	148	17	were	be	AUX
ajase-4693	148	18	utilized	utilize	VERB
ajase-4693	148	19	in	in	ADP
ajase-4693	148	20	this	this	DET
ajase-4693	148	21	work	work	NOUN
ajase-4693	148	22	to	to	PART
ajase-4693	148	23	model	model	VERB
ajase-4693	148	24	and	and	CCONJ
ajase-4693	148	25	forecast	forecast	VERB
ajase-4693	148	26	the	the	DET
ajase-4693	148	27	price	price	NOUN
ajase-4693	148	28	and	and	CCONJ
ajase-4693	148	29	return	return	NOUN
ajase-4693	148	30	of	of	ADP
ajase-4693	148	31	crude	crude	ADJ
ajase-4693	148	32	oil	oil	NOUN
ajase-4693	148	33	.	.	PUNCT
ajase-4693	149	1	the	the	DET
ajase-4693	149	2	best	well	ADV
ajase-4693	149	3	-	-	PUNCT
ajase-4693	149	4	fitting	fit	VERB
ajase-4693	149	5	model	model	NOUN
ajase-4693	149	6	is	be	AUX
ajase-4693	149	7	then	then	ADV
ajase-4693	149	8	selected	select	VERB
ajase-4693	149	9	by	by	ADP
ajase-4693	149	10	comparing	compare	VERB
ajase-4693	149	11	the	the	DET
ajase-4693	149	12	results	result	NOUN
ajase-4693	149	13	with	with	ADP
ajase-4693	149	14	the	the	DET
ajase-4693	149	15	predicting	predict	VERB
ajase-4693	149	16	outcomes	outcome	NOUN
ajase-4693	149	17	.	.	PUNCT
ajase-4693	150	1	garch	garch	NOUN
ajase-4693	150	2	-	-	PUNCT
ajase-4693	150	3	type	type	NOUN
ajase-4693	150	4	models	model	NOUN
ajase-4693	150	5	engle	engle	NOUN
ajase-4693	150	6	(	(	PUNCT
ajase-4693	150	7	1982	1982	NUM
ajase-4693	150	8	)	)	PUNCT
ajase-4693	150	9	created	create	VERB
ajase-4693	150	10	the	the	DET
ajase-4693	150	11	fundamental	fundamental	ADJ
ajase-4693	150	12	concept	concept	NOUN
ajase-4693	150	13	of	of	ADP
ajase-4693	150	14	the	the	DET
ajase-4693	150	15	auto	auto	NOUN
ajase-4693	150	16	regressive	regressive	ADJ
ajase-4693	150	17	conditional	conditional	ADJ
ajase-4693	150	18	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	150	19	(	(	PUNCT
ajase-4693	150	20	arch	arch	NOUN
ajase-4693	150	21	)	)	PUNCT
ajase-4693	150	22	model	model	NOUN
ajase-4693	150	23	in	in	ADP
ajase-4693	150	24	his	his	PRON
ajase-4693	150	25	groundbreaking	groundbreake	VERB
ajase-4693	150	26	study	study	NOUN
ajase-4693	150	27	.	.	PUNCT
ajase-4693	151	1	in	in	ADP
ajase-4693	151	2	the	the	DET
ajase-4693	151	3	literature	literature	NOUN
ajase-4693	151	4	,	,	PUNCT
ajase-4693	151	5	the	the	DET
ajase-4693	151	6	arch	arch	ADJ
ajase-4693	151	7	model	model	NOUN
ajase-4693	151	8	and	and	CCONJ
ajase-4693	151	9	its	its	PRON
ajase-4693	151	10	later	later	ADV
ajase-4693	151	11	generalized	generalized	ADJ
ajase-4693	151	12	versions	version	NOUN
ajase-4693	151	13	are	be	AUX
ajase-4693	151	14	widely	widely	ADV
ajase-4693	151	15	recognized	recognize	VERB
ajase-4693	151	16	for	for	ADP
ajase-4693	151	17	their	their	PRON
ajase-4693	151	18	capacity	capacity	NOUN
ajase-4693	151	19	to	to	PART
ajase-4693	151	20	capture	capture	VERB
ajase-4693	151	21	the	the	DET
ajase-4693	151	22	most	most	ADV
ajase-4693	151	23	significant	significant	ADJ
ajase-4693	151	24	stylized	stylize	VERB
ajase-4693	151	25	facts	fact	NOUN
ajase-4693	151	26	found	find	VERB
ajase-4693	151	27	in	in	ADP
ajase-4693	151	28	all	all	DET
ajase-4693	151	29	volatility	volatility	NOUN
ajase-4693	151	30	measures	measure	NOUN
ajase-4693	151	31	(	(	PUNCT
ajase-4693	151	32	e.g.	e.g.	ADV
ajase-4693	151	33	,	,	PUNCT
ajase-4693	151	34	squared	square	VERB
ajase-4693	151	35	log	log	NOUN
ajase-4693	151	36	-	-	PUNCT
ajase-4693	151	37	returns	return	NOUN
ajase-4693	151	38	,	,	PUNCT
ajase-4693	151	39	absolute	absolute	ADJ
ajase-4693	151	40	log	log	NOUN
ajase-4693	151	41	-	-	PUNCT
ajase-4693	151	42	returns	return	NOUN
ajase-4693	151	43	,	,	PUNCT
ajase-4693	151	44	etc	etc	X
ajase-4693	151	45	.	.	X
ajase-4693	151	46	)	)	PUNCT
ajase-4693	151	47	,	,	PUNCT
ajase-4693	151	48	such	such	ADJ
ajase-4693	151	49	as	as	ADP
ajase-4693	151	50	clustering	clustering	ADJ
ajase-4693	151	51	effects	effect	NOUN
ajase-4693	151	52	,	,	PUNCT
ajase-4693	151	53	long	long	ADJ
ajase-4693	151	54	-	-	PUNCT
ajase-4693	151	55	memory	memory	NOUN
ajase-4693	151	56	and	and	CCONJ
ajase-4693	151	57	short	short	ADJ
ajase-4693	151	58	-	-	PUNCT
ajase-4693	151	59	memory	memory	NOUN
ajase-4693	151	60	effects	effect	NOUN
ajase-4693	151	61	,	,	PUNCT
ajase-4693	151	62	and	and	CCONJ
ajase-4693	151	63	asymmetric	asymmetric	ADJ
ajase-4693	151	64	leverage	leverage	NOUN
ajase-4693	151	65	effects	effect	NOUN
ajase-4693	151	66	.	.	PUNCT
ajase-4693	152	1	five	five	NUM
ajase-4693	152	2	distinct	distinct	ADJ
ajase-4693	152	3	garch	garch	NOUN
ajase-4693	152	4	models	model	NOUN
ajase-4693	152	5	that	that	PRON
ajase-4693	152	6	were	be	AUX
ajase-4693	152	7	employed	employ	VERB
ajase-4693	152	8	in	in	ADP
ajase-4693	152	9	this	this	DET
ajase-4693	152	10	study	study	NOUN
ajase-4693	152	11	are	be	AUX
ajase-4693	152	12	presented	present	VERB
ajase-4693	152	13	below	below	ADP
ajase-4693	152	14	.	.	PUNCT
ajase-4693	153	1	models	model	NOUN
ajase-4693	153	2	of	of	ADP
ajase-4693	153	3	volatility	volatility	NOUN
ajase-4693	153	4	the	the	DET
ajase-4693	153	5	family	family	NOUN
ajase-4693	153	6	of	of	ADP
ajase-4693	153	7	autoregressive	autoregressive	ADJ
ajase-4693	153	8	conditional	conditional	ADJ
ajase-4693	153	9	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	153	10	(	(	PUNCT
ajase-4693	153	11	arch	arch	ADJ
ajase-4693	153	12	)	)	PUNCT
ajase-4693	153	13	models	model	NOUN
ajase-4693	153	14	.	.	PUNCT
ajase-4693	154	1	every	every	DET
ajase-4693	154	2	arch	arch	ADJ
ajase-4693	154	3	or	or	CCONJ
ajase-4693	154	4	garch	garch	NOUN
ajase-4693	154	5	family	family	NOUN
ajase-4693	154	6	model	model	NOUN
ajase-4693	154	7	requires	require	VERB
ajase-4693	154	8	two	two	NUM
ajase-4693	154	9	distinct	distinct	ADJ
ajase-4693	154	10	specifications	specification	NOUN
ajase-4693	154	11	:	:	PUNCT
ajase-4693	154	12	the	the	DET
ajase-4693	154	13	mean	mean	ADJ
ajase-4693	154	14	and	and	CCONJ
ajase-4693	154	15	variance	variance	NOUN
ajase-4693	154	16	equations	equation	NOUN
ajase-4693	154	17	.	.	PUNCT
ajase-4693	155	1	according	accord	VERB
ajase-4693	155	2	to	to	ADP
ajase-4693	155	3	engel	engel	PROPN
ajase-4693	155	4	,	,	PUNCT
ajase-4693	155	5	conditional	conditional	ADJ
ajase-4693	155	6	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	155	7	in	in	ADP
ajase-4693	155	8	a	a	DET
ajase-4693	155	9	return	return	NOUN
ajase-4693	155	10	series	series	NOUN
ajase-4693	155	11	,	,	PUNCT
ajase-4693	155	12	can	can	AUX
ajase-4693	155	13	be	be	AUX
ajase-4693	155	14	modeled	model	VERB
ajase-4693	155	15	using	use	VERB
ajase-4693	155	16	arch	arch	ADJ
ajase-4693	155	17	model	model	NOUN
ajase-4693	155	18	expressing	express	VERB
ajase-4693	155	19	the	the	DET
ajase-4693	155	20	mean	mean	ADJ
ajase-4693	155	21	equation	equation	NOUN
ajase-4693	155	22	in	in	ADP
ajase-4693	155	23	the	the	DET
ajase-4693	155	24	form	form	NOUN
ajase-4693	155	25	:	:	PUNCT
ajase-4693	155	26	yt	yt	PROPN
ajase-4693	155	27	=	=	PUNCT
ajase-4693	155	28	e(t-1	e(t-1	PROPN
ajase-4693	155	29	)	)	PUNCT
ajase-4693	155	30	(	(	PUNCT
ajase-4693	155	31	yt	yt	PROPN
ajase-4693	155	32	)	)	PUNCT
ajase-4693	156	1	+	+	CCONJ
ajase-4693	156	2	εt	εt	PROPN
ajase-4693	156	3	(	(	PUNCT
ajase-4693	156	4	2	2	NUM
ajase-4693	156	5	)	)	PUNCT
ajase-4693	156	6	such	such	ADJ
ajase-4693	156	7	that	that	SCONJ
ajase-4693	156	8	εt	εt	PROPN
ajase-4693	156	9	=	=	NOUN
ajase-4693	156	10	φt	φt	NOUN
ajase-4693	156	11	σt	σt	ADP
ajase-4693	156	12	equation	equation	NOUN
ajase-4693	156	13	2	2	NUM
ajase-4693	156	14	is	be	AUX
ajase-4693	156	15	the	the	DET
ajase-4693	156	16	mean	mean	ADJ
ajase-4693	156	17	equation	equation	NOUN
ajase-4693	156	18	which	which	PRON
ajase-4693	156	19	also	also	ADV
ajase-4693	156	20	applies	apply	VERB
ajase-4693	156	21	to	to	ADP
ajase-4693	156	22	other	other	ADJ
ajase-4693	156	23	garch	garch	NOUN
ajase-4693	156	24	family	family	NOUN
ajase-4693	156	25	model	model	NOUN
ajase-4693	156	26	.	.	PUNCT
ajase-4693	157	1	e(t-1	e(t-1	PROPN
ajase-4693	157	2	)	)	PUNCT
ajase-4693	157	3	is	be	AUX
ajase-4693	157	4	expectation	expectation	NOUN
ajase-4693	157	5	conditional	conditional	ADJ
ajase-4693	157	6	on	on	ADP
ajase-4693	157	7	information	information	NOUN
ajase-4693	157	8	available	available	ADJ
ajase-4693	157	9	at	at	ADP
ajase-4693	157	10	time	time	PROPN
ajase-4693	157	11	t-1	t-1	PROPN
ajase-4693	157	12	,	,	PUNCT
ajase-4693	157	13	εt	εt	PROPN
ajase-4693	157	14	is	be	AUX
ajase-4693	157	15	error	error	NOUN
ajase-4693	157	16	generated	generate	VERB
ajase-4693	157	17	from	from	ADP
ajase-4693	157	18	the	the	DET
ajase-4693	157	19	mean	mean	ADJ
ajase-4693	157	20	equation	equation	NOUN
ajase-4693	157	21	at	at	ADP
ajase-4693	157	22	time	time	NOUN
ajase-4693	157	23	t	t	PROPN
ajase-4693	157	24	and	and	CCONJ
ajase-4693	157	25	φt	φt	NOUN
ajase-4693	157	26	is	be	AUX
ajase-4693	157	27	a	a	DET
ajase-4693	157	28	sequence	sequence	NOUN
ajase-4693	157	29	of	of	ADP
ajase-4693	157	30	independent	independent	ADJ
ajase-4693	157	31	,	,	PUNCT
ajase-4693	157	32	identically	identically	ADV
ajase-4693	157	33	distributed	distribute	VERB
ajase-4693	157	34	(	(	PUNCT
ajase-4693	157	35	iid	iid	NOUN
ajase-4693	157	36	)	)	PUNCT
ajase-4693	157	37	random	random	ADJ
ajase-4693	157	38	variables	variable	NOUN
ajase-4693	157	39	with	with	ADP
ajase-4693	157	40	zero	zero	NUM
ajase-4693	157	41	mean	mean	NOUN
ajase-4693	157	42	and	and	CCONJ
ajase-4693	157	43	unit	unit	NOUN
ajase-4693	157	44	variance	variance	NOUN
ajase-4693	157	45	.	.	PUNCT
ajase-4693	158	1	e	e	X
ajase-4693	158	2	{	{	PUNCT
ajase-4693	158	3	εt⁄ω(t-1)}=0	εt⁄ω(t-1)}=0	PROPN
ajase-4693	158	4	;	;	PUNCT
ajase-4693	158	5	and	and	CCONJ
ajase-4693	158	6	σ2	σ2	NOUN
ajase-4693	158	7	t=	t=	PROPN
ajase-4693	158	8	{	{	PUNCT
ajase-4693	158	9	(	(	PUNCT
ajase-4693	158	10	ε2	ε2	ADJ
ajase-4693	158	11	t)⁄ω(t-1	t)⁄ω(t-1	NUM
ajase-4693	158	12	)	)	PUNCT
ajase-4693	158	13	}	}	PUNCT
ajase-4693	158	14	is	be	AUX
ajase-4693	158	15	a	a	DET
ajase-4693	158	16	nontrivial	nontrivial	ADJ
ajase-4693	158	17	positive	positive	ADJ
ajase-4693	158	18	valued	value	VERB
ajase-4693	158	19	parametric	parametric	ADJ
ajase-4693	158	20	function	function	NOUN
ajase-4693	158	21	of	of	ADP
ajase-4693	158	22	ω(t-1	ω(t-1	PROPN
ajase-4693	158	23	)	)	PUNCT
ajase-4693	158	24	.	.	PUNCT
ajase-4693	159	1	the	the	DET
ajase-4693	159	2	variance	variance	NOUN
ajase-4693	159	3	equation	equation	NOUN
ajase-4693	159	4	for	for	ADP
ajase-4693	159	5	an	an	DET
ajase-4693	159	6	arch	arch	ADJ
ajase-4693	159	7	model	model	NOUN
ajase-4693	159	8	of	of	ADP
ajase-4693	159	9	order	order	NOUN
ajase-4693	159	10	q	q	X
ajase-4693	159	11	is	be	AUX
ajase-4693	159	12	given	give	VERB
ajase-4693	159	13	as	as	ADP
ajase-4693	159	14	:	:	PUNCT
ajase-4693	159	15	σ2	σ2	PROPN
ajase-4693	159	16	t	t	PROPN
ajase-4693	159	17	=	=	SYM
ajase-4693	159	18	α0	α0	PROPN
ajase-4693	159	19	+	+	X
ajase-4693	159	20	∑q	∑q	PROPN
ajase-4693	159	21	(	(	PUNCT
ajase-4693	159	22	i=1	i=1	X
ajase-4693	159	23	)	)	PUNCT
ajase-4693	159	24	αi	αi	VERB
ajase-4693	159	25	ε	ε	PROPN
ajase-4693	159	26	2	2	NUM
ajase-4693	159	27	(	(	PUNCT
ajase-4693	159	28	t-1	t-1	PROPN
ajase-4693	159	29	)	)	PUNCT
ajase-4693	160	1	+	+	NUM
ajase-4693	160	2	μt	μt	NOUN
ajase-4693	160	3	(	(	PUNCT
ajase-4693	160	4	3	3	NUM
ajase-4693	160	5	)	)	PUNCT
ajase-4693	160	6	where	where	SCONJ
ajase-4693	160	7	α0	α0	ADJ
ajase-4693	160	8	>	>	X
ajase-4693	160	9	0	0	PROPN
ajase-4693	160	10	,	,	PUNCT
ajase-4693	160	11	αi	αi	VERB
ajase-4693	160	12	≥	≥	NUM
ajase-4693	160	13	0	0	NUM
ajase-4693	160	14	,	,	PUNCT
ajase-4693	160	15	i=1,	i=1,	NOUN
ajase-4693	160	16	…	…	PUNCT
ajase-4693	160	17	,q	,q	NOUN
ajase-4693	160	18	,	,	PUNCT
ajase-4693	160	19	and	and	CCONJ
ajase-4693	160	20	αq	αq	ADP
ajase-4693	160	21	>	>	SYM
ajase-4693	160	22	0	0	NUM
ajase-4693	160	23	in	in	ADP
ajase-4693	160	24	practical	practical	ADJ
ajase-4693	160	25	application	application	NOUN
ajase-4693	160	26	of	of	ADP
ajase-4693	160	27	arch	arch	NOUN
ajase-4693	160	28	(	(	PUNCT
ajase-4693	160	29	q	q	NOUN
ajase-4693	160	30	)	)	PUNCT
ajase-4693	160	31	model	model	NOUN
ajase-4693	160	32	,	,	PUNCT
ajase-4693	160	33	the	the	DET
ajase-4693	160	34	decay	decay	NOUN
ajase-4693	160	35	rate	rate	NOUN
ajase-4693	160	36	is	be	AUX
ajase-4693	160	37	usually	usually	ADV
ajase-4693	160	38	more	more	ADV
ajase-4693	160	39	rapid	rapid	ADJ
ajase-4693	160	40	than	than	ADP
ajase-4693	160	41	what	what	PRON
ajase-4693	160	42	actually	actually	ADV
ajase-4693	160	43	applies	apply	VERB
ajase-4693	160	44	to	to	ADP
ajase-4693	160	45	financial	financial	ADJ
ajase-4693	160	46	time	time	NOUN
ajase-4693	160	47	series	series	PROPN
ajase-4693	160	48	data	data	PROPN
ajase-4693	160	49	.	.	PUNCT
ajase-4693	161	1	to	to	PART
ajase-4693	161	2	account	account	VERB
ajase-4693	161	3	for	for	ADP
ajase-4693	161	4	this	this	PRON
ajase-4693	161	5	,	,	PUNCT
ajase-4693	161	6	the	the	DET
ajase-4693	161	7	order	order	NOUN
ajase-4693	161	8	of	of	ADP
ajase-4693	161	9	the	the	DET
ajase-4693	161	10	arch	arch	NOUN
ajase-4693	161	11	must	must	AUX
ajase-4693	161	12	be	be	AUX
ajase-4693	161	13	at	at	ADP
ajase-4693	161	14	maximum	maximum	ADJ
ajase-4693	161	15	,	,	PUNCT
ajase-4693	161	16	a	a	DET
ajase-4693	161	17	process	process	NOUN
ajase-4693	161	18	that	that	PRON
ajase-4693	161	19	is	be	AUX
ajase-4693	161	20	strenuous	strenuous	ADJ
ajase-4693	161	21	and	and	CCONJ
ajase-4693	161	22	more	more	ADV
ajase-4693	161	23	cumbersome	cumbersome	ADJ
ajase-4693	161	24	.	.	PUNCT
ajase-4693	162	1	the	the	DET
ajase-4693	162	2	unconditional	unconditional	ADJ
ajase-4693	162	3	kurtosis	kurtosis	NOUN
ajase-4693	162	4	of	of	ADP
ajase-4693	162	5	arch	arch	ADJ
ajase-4693	162	6	(	(	PUNCT
ajase-4693	162	7	1	1	X
ajase-4693	162	8	)	)	PUNCT
ajase-4693	162	9	suppose	suppose	VERB
ajase-4693	162	10	the	the	DET
ajase-4693	162	11	innovations	innovation	NOUN
ajase-4693	162	12	are	be	AUX
ajase-4693	162	13	normal	normal	ADJ
ajase-4693	162	14	,	,	PUNCT
ajase-4693	162	15	then	then	ADV
ajase-4693	162	16	e(at	e(at	NOUN
ajase-4693	162	17	4|	4|	NUM
ajase-4693	162	18	ft-1	ft-1	PROPN
ajase-4693	162	19	)	)	PUNCT
ajase-4693	162	20	=	=	SYM
ajase-4693	163	1	3	3	NUM
ajase-4693	163	2	[	[	PUNCT
ajase-4693	163	3	e(at	e(at	NOUN
ajase-4693	163	4	2	2	NUM
ajase-4693	163	5	|	|	ADV
ajase-4693	163	6	ft-1	ft-1	ADJ
ajase-4693	163	7	)	)	PUNCT
ajase-4693	163	8	]	]	PUNCT
ajase-4693	163	9	2	2	NUM
ajase-4693	163	10	(	(	PUNCT
ajase-4693	163	11	4	4	NUM
ajase-4693	163	12	)	)	PUNCT
ajase-4693	163	13	=	=	SYM
ajase-4693	163	14	3(α0+α1at-1	3(α0+α1at-1	NUM
ajase-4693	163	15	2	2	NUM
ajase-4693	163	16	)	)	PUNCT
ajase-4693	163	17	2	2	NUM
ajase-4693	163	18	,	,	PUNCT
ajase-4693	163	19	it	it	PRON
ajase-4693	163	20	follows	follow	VERB
ajase-4693	163	21	that	that	PRON
ajase-4693	163	22	eat	eat	VERB
ajase-4693	163	23	4	4	NUM
ajase-4693	163	24	=	=	SYM
ajase-4693	163	25	3α0	3α0	NUM
ajase-4693	163	26	2	2	NUM
ajase-4693	163	27	(	(	PUNCT
ajase-4693	163	28	1	1	NUM
ajase-4693	163	29	+	+	NUM
ajase-4693	163	30	α1	α1	NOUN
ajase-4693	163	31	)	)	PUNCT
ajase-4693	163	32	/	/	PUNCT
ajase-4693	164	1	[	[	X
ajase-4693	164	2	(	(	PUNCT
ajase-4693	164	3	1	1	NUM
ajase-4693	164	4	-α1	-α1	ADJ
ajase-4693	164	5	)	)	PUNCT
ajase-4693	164	6	(	(	PUNCT
ajase-4693	164	7	1	1	NUM
ajase-4693	164	8	-3α1	-3α1	NUM
ajase-4693	164	9	2	2	NUM
ajase-4693	164	10	)	)	PUNCT
ajase-4693	164	11	]	]	PUNCT
ajase-4693	164	12	(	(	PUNCT
ajase-4693	164	13	5	5	NUM
ajase-4693	164	14	)	)	PUNCT
ajase-4693	165	1	and	and	CCONJ
ajase-4693	165	2	eat	eat	VERB
ajase-4693	165	3	4	4	NUM
ajase-4693	165	4	/(eat2	/(eat2	SYM
ajase-4693	165	5	)	)	PUNCT
ajase-4693	165	6	2	2	NUM
ajase-4693	166	1	=	=	SYM
ajase-4693	166	2	3	3	NUM
ajase-4693	167	1	(	(	PUNCT
ajase-4693	167	2	1	1	NUM
ajase-4693	167	3	-α1	-α1	ADJ
ajase-4693	167	4	2	2	NUM
ajase-4693	167	5	)	)	PUNCT
ajase-4693	167	6	/	/	SYM
ajase-4693	167	7	(	(	PUNCT
ajase-4693	167	8	1	1	NUM
ajase-4693	167	9	-3α1	-3α1	NUM
ajase-4693	167	10	2	2	NUM
ajase-4693	167	11	)	)	PUNCT
ajase-4693	167	12	>	>	X
ajase-4693	167	13	3	3	NUM
ajase-4693	167	14	(	(	PUNCT
ajase-4693	167	15	6	6	NUM
ajase-4693	167	16	)	)	PUNCT
ajase-4693	167	17	this	this	PRON
ajase-4693	167	18	shows	show	VERB
ajase-4693	167	19	that	that	SCONJ
ajase-4693	167	20	the	the	DET
ajase-4693	167	21	tail	tail	NOUN
ajase-4693	167	22	distribution	distribution	NOUN
ajase-4693	167	23	of	of	ADP
ajase-4693	167	24	at	at	ADP
ajase-4693	167	25	is	be	AUX
ajase-4693	167	26	heavier	heavy	ADJ
ajase-4693	167	27	than	than	ADP
ajase-4693	167	28	that	that	PRON
ajase-4693	167	29	of	of	ADP
ajase-4693	167	30	a	a	DET
ajase-4693	167	31	normal	normal	ADJ
ajase-4693	167	32	distribution	distribution	NOUN
ajase-4693	167	33	.	.	PUNCT
ajase-4693	168	1	generalized	generalize	VERB
ajase-4693	168	2	arch	arch	NOUN
ajase-4693	168	3	(	(	PUNCT
ajase-4693	168	4	garch	garch	NOUN
ajase-4693	168	5	)	)	PUNCT
ajase-4693	168	6	model	model	NOUN
ajase-4693	168	7	the	the	DET
ajase-4693	168	8	conditional	conditional	ADJ
ajase-4693	168	9	variance	variance	NOUN
ajase-4693	168	10	for	for	ADP
ajase-4693	168	11	garch	garch	NOUN
ajase-4693	168	12	(	(	PUNCT
ajase-4693	168	13	p	p	X
ajase-4693	168	14	,	,	PUNCT
ajase-4693	168	15	q	q	NOUN
ajase-4693	168	16	)	)	PUNCT
ajase-4693	168	17	model	model	NOUN
ajase-4693	168	18	is	be	AUX
ajase-4693	168	19	expressed	express	VERB
ajase-4693	168	20	generally	generally	ADV
ajase-4693	168	21	as	as	ADP
ajase-4693	168	22	:	:	PUNCT
ajase-4693	168	23	(	(	PUNCT
ajase-4693	168	24	7	7	X
ajase-4693	168	25	)	)	PUNCT
ajase-4693	168	26	where	where	SCONJ
ajase-4693	168	27	p	p	NOUN
ajase-4693	168	28	is	be	AUX
ajase-4693	168	29	the	the	DET
ajase-4693	168	30	order	order	NOUN
ajase-4693	168	31	of	of	ADP
ajase-4693	168	32	the	the	DET
ajase-4693	168	33	garch	garch	NOUN
ajase-4693	168	34	terms	term	NOUN
ajase-4693	168	35	,	,	PUNCT
ajase-4693	168	36	and	and	CCONJ
ajase-4693	168	37	q	q	NOUN
ajase-4693	168	38	is	be	AUX
ajase-4693	168	39	the	the	DET
ajase-4693	168	40	order	order	NOUN
ajase-4693	168	41	of	of	ADP
ajase-4693	168	42	the	the	DET
ajase-4693	168	43	arch	arch	ADJ
ajase-4693	168	44	terms	term	NOUN
ajase-4693	168	45	,	,	PUNCT
ajase-4693	168	46	ε2	ε2	PROPN
ajase-4693	168	47	.	.	PUNCT
ajase-4693	169	1	where	where	SCONJ
ajase-4693	169	2	β0>0	β0>0	NOUN
ajase-4693	169	3	,	,	PUNCT
ajase-4693	169	4	αi	αi	VERB
ajase-4693	169	5	≥0	≥0	NOUN
ajase-4693	169	6	,	,	PUNCT
ajase-4693	169	7	i=1	i=1	X
ajase-4693	169	8	,	,	PUNCT
ajase-4693	169	9	…	…	PUNCT
ajase-4693	169	10	,	,	PUNCT
ajase-4693	169	11	q-1	q-1	NUM
ajase-4693	169	12	,	,	PUNCT
ajase-4693	169	13	j=1	j=1	NOUN
ajase-4693	169	14	,	,	PUNCT
ajase-4693	169	15	…	…	PUNCT
ajase-4693	169	16	,	,	PUNCT
ajase-4693	169	17	p-1	p-1	NOUN
ajase-4693	169	18	and	and	CCONJ
ajase-4693	169	19	βp	βp	NUM
ajase-4693	169	20	,	,	PUNCT
ajase-4693	169	21	αq	αq	INTJ
ajase-4693	169	22	>	>	X
ajase-4693	169	23	0	0	X
ajase-4693	169	24	.	.	PUNCT
ajase-4693	169	25	σ2	σ2	PROPN
ajase-4693	169	26	t	t	PROPN
ajase-4693	169	27	is	be	AUX
ajase-4693	169	28	the	the	DET
ajase-4693	169	29	conditional	conditional	ADJ
ajase-4693	169	30	variance	variance	NOUN
ajase-4693	169	31	and	and	CCONJ
ajase-4693	169	32	ε2	ε2	PROPN
ajase-4693	169	33	t	t	PROPN
ajase-4693	169	34	,	,	PUNCT
ajase-4693	169	35	disturbance	disturbance	NOUN
ajase-4693	169	36	term	term	NOUN
ajase-4693	169	37	.	.	PUNCT
ajase-4693	170	1	the	the	DET
ajase-4693	170	2	reduced	reduce	VERB
ajase-4693	170	3	form	form	NOUN
ajase-4693	170	4	of	of	ADP
ajase-4693	170	5	equation	equation	NOUN
ajase-4693	170	6	3	3	NUM
ajase-4693	170	7	is	be	AUX
ajase-4693	170	8	the	the	DET
ajase-4693	170	9	garch	garch	NOUN
ajase-4693	170	10	(	(	PUNCT
ajase-4693	170	11	1	1	NUM
ajase-4693	170	12	,	,	PUNCT
ajase-4693	170	13	1	1	NUM
ajase-4693	170	14	)	)	PUNCT
ajase-4693	170	15	represented	represent	VERB
ajase-4693	170	16	as	as	ADP
ajase-4693	170	17	:	:	PUNCT
ajase-4693	170	18	σ2	σ2	PROPN
ajase-4693	170	19	t=	t=	PROPN
ajase-4693	170	20	β0	β0	PROPN
ajase-4693	171	1	+	+	CCONJ
ajase-4693	171	2	β1	β1	PROPN
ajase-4693	171	3	ε	ε	PROPN
ajase-4693	171	4	2	2	NUM
ajase-4693	171	5	(	(	PUNCT
ajase-4693	171	6	t-1)+	t-1)+	PROPN
ajase-4693	171	7	β2	β2	PROPN
ajase-4693	171	8	σ2	σ2	PROPN
ajase-4693	171	9	(	(	PUNCT
ajase-4693	171	10	t-1	t-1	PROPN
ajase-4693	171	11	)	)	PUNCT
ajase-4693	171	12	(	(	PUNCT
ajase-4693	171	13	8)	8)	NUM
ajase-4693	171	14	the	the	DET
ajase-4693	171	15	three	three	NUM
ajase-4693	171	16	parameters	parameter	NOUN
ajase-4693	171	17	(	(	PUNCT
ajase-4693	171	18	β0	β0	NOUN
ajase-4693	171	19	,	,	PUNCT
ajase-4693	171	20	β1	β1	PROPN
ajase-4693	171	21	and	and	CCONJ
ajase-4693	171	22	β2	β2	PROPN
ajase-4693	171	23	)	)	PUNCT
ajase-4693	171	24	are	be	AUX
ajase-4693	171	25	nonnegative	nonnegative	ADJ
ajase-4693	171	26	and	and	CCONJ
ajase-4693	171	27	β1	β1	PROPN
ajase-4693	172	1	+	+	CCONJ
ajase-4693	172	2	β2	β2	NOUN
ajase-4693	172	3	<	<	NOUN
ajase-4693	172	4	1	1	NUM
ajase-4693	172	5	to	to	PART
ajase-4693	172	6	achieve	achieve	VERB
ajase-4693	172	7	stationartiy	stationartiy	NOUN
ajase-4693	172	8	.	.	PUNCT
ajase-4693	173	1	pa	pa	PROPN
ajase-4693	173	2	ge	ge	PROPN
ajase-4693	173	3	45	45	NUM
ajase-4693	173	4	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	173	5	am	be	AUX
ajase-4693	173	6	.	.	PUNCT
ajase-4693	174	1	j.	j.	PROPN
ajase-4693	174	2	appl	appl	PROPN
ajase-4693	174	3	.	.	PROPN
ajase-4693	175	1	stat	stat	PROPN
ajase-4693	175	2	.	.	PUNCT
ajase-4693	176	1	econ	econ	PROPN
ajase-4693	176	2	.	.	PUNCT
ajase-4693	177	1	4(1	4(1	X
ajase-4693	177	2	)	)	PUNCT
ajase-4693	178	1	41	41	NUM
ajase-4693	178	2	-	-	SYM
ajase-4693	178	3	57	57	NUM
ajase-4693	178	4	,	,	PUNCT
ajase-4693	178	5	2025	2025	NUM
ajase-4693	178	6	egarch	egarch	NOUN
ajase-4693	178	7	model	model	NOUN
ajase-4693	178	8	a	a	DET
ajase-4693	178	9	different	different	ADJ
ajase-4693	178	10	that	that	PRON
ajase-4693	178	11	also	also	ADV
ajase-4693	178	12	captures	capture	VERB
ajase-4693	178	13	the	the	DET
ajase-4693	178	14	leverage	leverage	NOUN
ajase-4693	178	15	is	be	AUX
ajase-4693	178	16	the	the	DET
ajase-4693	178	17	exponential	exponential	ADJ
ajase-4693	178	18	garch	garch	NOUN
ajase-4693	178	19	model	model	NOUN
ajase-4693	178	20	or	or	CCONJ
ajase-4693	178	21	egarch	egarch	NOUN
ajase-4693	178	22	(	(	PUNCT
ajase-4693	178	23	9	9	NUM
ajase-4693	178	24	)	)	PUNCT
ajase-4693	178	25	a	a	PRON
ajase-4693	178	26	lower	low	ADJ
ajase-4693	178	27	aic	aic	PROPN
ajase-4693	178	28	means	mean	VERB
ajase-4693	178	29	a	a	DET
ajase-4693	178	30	model	model	NOUN
ajase-4693	178	31	is	be	AUX
ajase-4693	178	32	considered	consider	VERB
ajase-4693	178	33	to	to	PART
ajase-4693	178	34	be	be	AUX
ajase-4693	178	35	closer	close	ADJ
ajase-4693	178	36	to	to	ADP
ajase-4693	178	37	the	the	DET
ajase-4693	178	38	true	true	ADJ
ajase-4693	178	39	model	model	NOUN
ajase-4693	178	40	.	.	PUNCT
ajase-4693	179	1	the	the	DET
ajase-4693	179	2	loglikelihood	loglikelihood	NOUN
ajase-4693	179	3	is	be	AUX
ajase-4693	179	4	used	use	VERB
ajase-4693	179	5	to	to	PART
ajase-4693	179	6	select	select	VERB
ajase-4693	179	7	the	the	DET
ajase-4693	179	8	best	good	ADJ
ajase-4693	179	9	model	model	NOUN
ajase-4693	179	10	for	for	ADP
ajase-4693	179	11	estimation	estimation	NOUN
ajase-4693	179	12	and	and	CCONJ
ajase-4693	179	13	forecasting	forecasting	NOUN
ajase-4693	179	14	.	.	PUNCT
ajase-4693	180	1	the	the	PRON
ajase-4693	180	2	higher	high	ADJ
ajase-4693	180	3	the	the	DET
ajase-4693	180	4	loglikelihood	loglikelihood	NOUN
ajase-4693	180	5	,	,	PUNCT
ajase-4693	180	6	the	the	PRON
ajase-4693	180	7	better	well	ADJ
ajase-4693	180	8	the	the	DET
ajase-4693	180	9	model	model	NOUN
ajase-4693	180	10	.	.	PUNCT
ajase-4693	181	1	besides	besides	SCONJ
ajase-4693	181	2	this	this	PRON
ajase-4693	181	3	,	,	PUNCT
ajase-4693	181	4	the	the	DET
ajase-4693	181	5	information	information	NOUN
ajase-4693	181	6	criteria	criterion	NOUN
ajase-4693	181	7	are	be	AUX
ajase-4693	181	8	also	also	ADV
ajase-4693	181	9	used	use	VERB
ajase-4693	181	10	to	to	PART
ajase-4693	181	11	pick	pick	VERB
ajase-4693	181	12	the	the	DET
ajase-4693	181	13	model	model	NOUN
ajase-4693	181	14	.	.	PUNCT
ajase-4693	182	1	a	a	DET
ajase-4693	182	2	good	good	ADJ
ajase-4693	182	3	model	model	NOUN
ajase-4693	182	4	had	have	VERB
ajase-4693	182	5	the	the	DET
ajase-4693	182	6	highest	high	ADJ
ajase-4693	182	7	loglikelihood	loglikelihood	NOUN
ajase-4693	182	8	or	or	CCONJ
ajase-4693	182	9	the	the	DET
ajase-4693	182	10	lowest	low	ADJ
ajase-4693	182	11	information	information	NOUN
ajase-4693	182	12	criteria	criterion	NOUN
ajase-4693	182	13	.	.	PUNCT
ajase-4693	183	1	therefore	therefore	ADV
ajase-4693	183	2	,	,	PUNCT
ajase-4693	183	3	a	a	DET
ajase-4693	183	4	higher	high	ADJ
ajase-4693	183	5	log	log	NOUN
ajase-4693	183	6	likelihood	likelihood	NOUN
ajase-4693	183	7	translates	translate	VERB
ajase-4693	183	8	to	to	ADP
ajase-4693	183	9	a	a	DET
ajase-4693	183	10	low	low	ADJ
ajase-4693	183	11	information	information	NOUN
ajase-4693	183	12	criterion	criterion	NOUN
ajase-4693	183	13	.	.	PUNCT
ajase-4693	184	1	the	the	DET
ajase-4693	184	2	information	information	NOUN
ajase-4693	184	3	criteria	criterion	NOUN
ajase-4693	184	4	used	use	VERB
ajase-4693	184	5	in	in	ADP
ajase-4693	184	6	this	this	DET
ajase-4693	184	7	study	study	NOUN
ajase-4693	184	8	are	be	AUX
ajase-4693	184	9	the	the	DET
ajase-4693	184	10	akaike	akaike	ADJ
ajase-4693	184	11	,	,	PUNCT
ajase-4693	184	12	bayes	bayes	PROPN
ajase-4693	184	13	,	,	PUNCT
ajase-4693	184	14	shibata	shibata	PROPN
ajase-4693	184	15	and	and	CCONJ
ajase-4693	184	16	hannan	hannan	PROPN
ajase-4693	184	17	-	-	PUNCT
ajase-4693	184	18	quinn	quinn	PROPN
ajase-4693	184	19	.	.	PUNCT
ajase-4693	185	1	forecasting	forecasting	NOUN
ajase-4693	185	2	performance	performance	NOUN
ajase-4693	185	3	of	of	ADP
ajase-4693	185	4	the	the	DET
ajase-4693	185	5	five	five	NUM
ajase-4693	185	6	models	model	NOUN
ajase-4693	185	7	is	be	AUX
ajase-4693	185	8	analysed	analyse	VERB
ajase-4693	185	9	by	by	ADP
ajase-4693	185	10	comparing	compare	VERB
ajase-4693	185	11	the	the	DET
ajase-4693	185	12	errors	error	NOUN
ajase-4693	185	13	i.e.	i.e.	X
ajase-4693	185	14	,	,	PUNCT
ajase-4693	185	15	comparing	compare	VERB
ajase-4693	185	16	the	the	DET
ajase-4693	185	17	forecasted	forecast	VERB
ajase-4693	185	18	returns	return	NOUN
ajase-4693	185	19	with	with	ADP
ajase-4693	185	20	realized	realize	VERB
ajase-4693	185	21	returns	return	NOUN
ajase-4693	185	22	.	.	PUNCT
ajase-4693	186	1	this	this	PRON
ajase-4693	186	2	is	be	AUX
ajase-4693	186	3	done	do	VERB
ajase-4693	186	4	by	by	ADP
ajase-4693	186	5	comparing	compare	VERB
ajase-4693	186	6	the	the	DET
ajase-4693	186	7	mean	mean	ADJ
ajase-4693	186	8	error	error	NOUN
ajase-4693	186	9	(	(	PUNCT
ajase-4693	186	10	me	i	PRON
ajase-4693	186	11	)	)	PUNCT
ajase-4693	186	12	,	,	PUNCT
ajase-4693	186	13	mean	mean	VERB
ajase-4693	186	14	absolute	absolute	ADJ
ajase-4693	186	15	error	error	NOUN
ajase-4693	186	16	(	(	PUNCT
ajase-4693	186	17	mae	mae	PROPN
ajase-4693	186	18	)	)	PUNCT
ajase-4693	186	19	and	and	CCONJ
ajase-4693	186	20	root	root	NOUN
ajase-4693	186	21	mean	mean	ADJ
ajase-4693	186	22	square	square	ADJ
ajase-4693	186	23	error	error	NOUN
ajase-4693	186	24	(	(	PUNCT
ajase-4693	186	25	rmse	rmse	NOUN
ajase-4693	186	26	)	)	PUNCT
ajase-4693	186	27	.	.	PUNCT
ajase-4693	187	1	the	the	DET
ajase-4693	187	2	lesser	less	ADJ
ajase-4693	187	3	the	the	DET
ajase-4693	187	4	errors	error	NOUN
ajase-4693	187	5	the	the	PRON
ajase-4693	187	6	better	well	ADJ
ajase-4693	187	7	the	the	PRON
ajase-4693	187	8	more	more	ADV
ajase-4693	187	9	accurate	accurate	ADJ
ajase-4693	187	10	the	the	DET
ajase-4693	187	11	model	model	NOUN
ajase-4693	187	12	is	be	AUX
ajase-4693	187	13	in	in	ADP
ajase-4693	187	14	forecasting	forecast	VERB
ajase-4693	187	15	correct	correct	ADJ
ajase-4693	187	16	return	return	NOUN
ajase-4693	187	17	for	for	ADP
ajase-4693	187	18	brent	brent	PROPN
ajase-4693	187	19	crude	crude	PROPN
ajase-4693	187	20	oil	oil	NOUN
ajase-4693	187	21	.	.	PUNCT
ajase-4693	188	1	me	i	PRON
ajase-4693	188	2	=	=	PUNCT
ajase-4693	188	3	1	1	NUM
ajase-4693	188	4	/	/	SYM
ajase-4693	188	5	n	n	CCONJ
ajase-4693	188	6	∑n	∑n	PROPN
ajase-4693	188	7	(	(	PUNCT
ajase-4693	188	8	j=1	j=1	PROPN
ajase-4693	188	9	)	)	PUNCT
ajase-4693	188	10	(	(	PUNCT
ajase-4693	188	11	yi	yi	PROPN
ajase-4693	188	12	-	-	PUNCT
ajase-4693	188	13	y	y	NOUN
ajase-4693	188	14	*	*	PROPN
ajase-4693	188	15	)	)	PUNCT
ajase-4693	188	16	(	(	PUNCT
ajase-4693	188	17	19	19	NUM
ajase-4693	188	18	)	)	PUNCT
ajase-4693	188	19	mae	mae	PROPN
ajase-4693	189	1	=	=	SYM
ajase-4693	189	2	1	1	NUM
ajase-4693	189	3	/	/	SYM
ajase-4693	189	4	n	n	CCONJ
ajase-4693	189	5	∑n	∑n	PROPN
ajase-4693	189	6	(	(	PUNCT
ajase-4693	189	7	j=1	j=1	PROPN
ajase-4693	189	8	)	)	PUNCT
ajase-4693	189	9	|(yi	|(yi	PROPN
ajase-4693	189	10	-	-	PUNCT
ajase-4693	189	11	y	y	NOUN
ajase-4693	189	12	*	*	PROPN
ajase-4693	189	13	)	)	PUNCT
ajase-4693	189	14	|	|	CCONJ
ajase-4693	189	15	(	(	PUNCT
ajase-4693	189	16	20	20	NUM
ajase-4693	189	17	)	)	PUNCT
ajase-4693	189	18	rmse	rmse	NOUN
ajase-4693	190	1	=	=	SYM
ajase-4693	190	2	√(1	√(1	PROPN
ajase-4693	190	3	/	/	SYM
ajase-4693	190	4	n	n	PRON
ajase-4693	190	5	∑n	∑n	PROPN
ajase-4693	190	6	(	(	PUNCT
ajase-4693	190	7	j=1	j=1	NOUN
ajase-4693	190	8	)	)	PUNCT
ajase-4693	190	9	(	(	PUNCT
ajase-4693	190	10	(	(	PUNCT
ajase-4693	190	11	yi	yi	PROPN
ajase-4693	190	12	-	-	PUNCT
ajase-4693	190	13	y	y	NOUN
ajase-4693	190	14	*	*	PROPN
ajase-4693	190	15	)	)	PUNCT
ajase-4693	190	16	)	)	PUNCT
ajase-4693	190	17	2	2	X
ajase-4693	190	18	)	)	PUNCT
ajase-4693	190	19	(	(	PUNCT
ajase-4693	190	20	21	21	NUM
ajase-4693	190	21	)	)	PUNCT
ajase-4693	190	22	results	result	NOUN
ajase-4693	190	23	and	and	CCONJ
ajase-4693	190	24	discussions	discussion	NOUN
ajase-4693	190	25	the	the	DET
ajase-4693	190	26	5112	5112	NUM
ajase-4693	190	27	data	datum	NOUN
ajase-4693	190	28	observations	observation	NOUN
ajase-4693	190	29	for	for	ADP
ajase-4693	190	30	the	the	DET
ajase-4693	190	31	oil	oil	NOUN
ajase-4693	190	32	price	price	NOUN
ajase-4693	190	33	volatility	volatility	NOUN
ajase-4693	190	34	from	from	ADP
ajase-4693	190	35	january	january	PROPN
ajase-4693	190	36	2010	2010	NUM
ajase-4693	190	37	to	to	ADP
ajase-4693	190	38	december	december	PROPN
ajase-4693	190	39	2023	2023	NUM
ajase-4693	190	40	are	be	AUX
ajase-4693	190	41	the	the	DET
ajase-4693	190	42	main	main	ADJ
ajase-4693	190	43	emphasis	emphasis	NOUN
ajase-4693	190	44	of	of	ADP
ajase-4693	190	45	this	this	DET
ajase-4693	190	46	section	section	NOUN
ajase-4693	190	47	.	.	PUNCT
ajase-4693	191	1	to	to	PART
ajase-4693	191	2	improve	improve	VERB
ajase-4693	191	3	the	the	DET
ajase-4693	191	4	accuracy	accuracy	NOUN
ajase-4693	191	5	of	of	ADP
ajase-4693	191	6	the	the	DET
ajase-4693	191	7	data	datum	NOUN
ajase-4693	191	8	analysis	analysis	NOUN
ajase-4693	191	9	,	,	PUNCT
ajase-4693	191	10	some	some	DET
ajase-4693	191	11	processes	process	NOUN
ajase-4693	191	12	are	be	AUX
ajase-4693	191	13	looked	look	VERB
ajase-4693	191	14	at	at	ADP
ajase-4693	191	15	.	.	PUNCT
ajase-4693	192	1	as	as	SCONJ
ajase-4693	192	2	can	can	AUX
ajase-4693	192	3	be	be	AUX
ajase-4693	192	4	seen	see	VERB
ajase-4693	192	5	from	from	ADP
ajase-4693	192	6	the	the	DET
ajase-4693	192	7	graphing	graphing	NOUN
ajase-4693	192	8	of	of	ADP
ajase-4693	192	9	data	datum	NOUN
ajase-4693	192	10	behavior	behavior	NOUN
ajase-4693	192	11	with	with	ADP
ajase-4693	192	12	extensive	extensive	ADJ
ajase-4693	192	13	mobility	mobility	NOUN
ajase-4693	192	14	,	,	PUNCT
ajase-4693	192	15	the	the	DET
ajase-4693	192	16	first	first	ADJ
ajase-4693	192	17	result	result	NOUN
ajase-4693	192	18	indicates	indicate	VERB
ajase-4693	192	19	that	that	SCONJ
ajase-4693	192	20	the	the	DET
ajase-4693	192	21	series	series	NOUN
ajase-4693	192	22	is	be	AUX
ajase-4693	192	23	not	not	PART
ajase-4693	192	24	stationary	stationary	ADJ
ajase-4693	192	25	.	.	PUNCT
ajase-4693	193	1	plot	plot	NOUN
ajase-4693	193	2	figure	figure	NOUN
ajase-4693	193	3	1	1	NUM
ajase-4693	193	4	shows	show	VERB
ajase-4693	193	5	the	the	DET
ajase-4693	193	6	energy	energy	NOUN
ajase-4693	193	7	data	datum	NOUN
ajase-4693	193	8	for	for	ADP
ajase-4693	193	9	the	the	DET
ajase-4693	193	10	daily	daily	ADJ
ajase-4693	193	11	price	price	NOUN
ajase-4693	193	12	of	of	ADP
ajase-4693	193	13	crude	crude	ADJ
ajase-4693	193	14	oil	oil	NOUN
ajase-4693	193	15	in	in	ADP
ajase-4693	193	16	nigeria	nigeria	PROPN
ajase-4693	193	17	plotted	plot	VERB
ajase-4693	193	18	against	against	ADP
ajase-4693	193	19	time	time	NOUN
ajase-4693	193	20	.	.	PUNCT
ajase-4693	194	1	the	the	DET
ajase-4693	194	2	graphic	graphic	ADJ
ajase-4693	194	3	shows	show	VERB
ajase-4693	194	4	that	that	SCONJ
ajase-4693	194	5	fluctuations	fluctuation	NOUN
ajase-4693	194	6	in	in	ADP
ajase-4693	194	7	crude	crude	ADJ
ajase-4693	194	8	oil	oil	NOUN
ajase-4693	194	9	prices	price	NOUN
ajase-4693	194	10	show	show	VERB
ajase-4693	194	11	clustered	clustered	ADJ
ajase-4693	194	12	volatility	volatility	NOUN
ajase-4693	194	13	with	with	ADP
ajase-4693	194	14	sporadic	sporadic	ADJ
ajase-4693	194	15	surges	surge	NOUN
ajase-4693	194	16	and	and	CCONJ
ajase-4693	194	17	spikes	spike	NOUN
ajase-4693	194	18	.	.	PUNCT
ajase-4693	195	1	the	the	DET
ajase-4693	195	2	crude	crude	ADJ
ajase-4693	195	3	oil	oil	NOUN
ajase-4693	195	4	price	price	NOUN
ajase-4693	195	5	plot	plot	NOUN
ajase-4693	195	6	indicates	indicate	VERB
ajase-4693	195	7	that	that	SCONJ
ajase-4693	195	8	the	the	DET
ajase-4693	195	9	price	price	NOUN
ajase-4693	195	10	of	of	ADP
ajase-4693	195	11	crude	crude	ADJ
ajase-4693	195	12	oil	oil	NOUN
ajase-4693	195	13	is	be	AUX
ajase-4693	195	14	not	not	PART
ajase-4693	195	15	regularly	regularly	ADV
ajase-4693	195	16	distributed	distribute	VERB
ajase-4693	195	17	during	during	ADP
ajase-4693	195	18	the	the	DET
ajase-4693	195	19	given	give	VERB
ajase-4693	195	20	period	period	NOUN
ajase-4693	195	21	.	.	PUNCT
ajase-4693	196	1	the	the	DET
ajase-4693	196	2	recession	recession	NOUN
ajase-4693	196	3	may	may	AUX
ajase-4693	196	4	have	have	AUX
ajase-4693	196	5	caused	cause	VERB
ajase-4693	196	6	the	the	DET
ajase-4693	196	7	decline	decline	NOUN
ajase-4693	196	8	in	in	ADP
ajase-4693	196	9	oil	oil	NOUN
ajase-4693	196	10	prices	price	NOUN
ajase-4693	196	11	in	in	ADP
ajase-4693	196	12	2016	2016	NUM
ajase-4693	196	13	.	.	PUNCT
ajase-4693	197	1	the	the	DET
ajase-4693	197	2	significant	significant	ADJ
ajase-4693	197	3	decline	decline	NOUN
ajase-4693	197	4	in	in	ADP
ajase-4693	197	5	oil	oil	NOUN
ajase-4693	197	6	prices	price	NOUN
ajase-4693	197	7	earlier	early	ADV
ajase-4693	197	8	in	in	ADP
ajase-4693	197	9	2020	2020	NUM
ajase-4693	197	10	,	,	PUNCT
ajase-4693	197	11	particularly	particularly	ADV
ajase-4693	197	12	from	from	ADP
ajase-4693	197	13	march	march	PROPN
ajase-4693	197	14	2020	2020	NUM
ajase-4693	197	15	to	to	ADP
ajase-4693	197	16	april	april	PROPN
ajase-4693	197	17	2021	2021	NUM
ajase-4693	197	18	,	,	PUNCT
ajase-4693	197	19	which	which	PRON
ajase-4693	197	20	was	be	AUX
ajase-4693	197	21	exacerbated	exacerbate	VERB
ajase-4693	197	22	by	by	ADP
ajase-4693	197	23	the	the	DET
ajase-4693	197	24	covid-19	covid-19	PROPN
ajase-4693	197	25	outbreak	outbreak	NOUN
ajase-4693	197	26	,	,	PUNCT
ajase-4693	197	27	must	must	AUX
ajase-4693	197	28	also	also	ADV
ajase-4693	197	29	be	be	AUX
ajase-4693	197	30	noted	note	VERB
ajase-4693	197	31	.	.	PUNCT
ajase-4693	198	1	at	at	ADP
ajase-4693	198	2	this	this	DET
ajase-4693	198	3	time	time	NOUN
ajase-4693	198	4	,	,	PUNCT
ajase-4693	198	5	the	the	DET
ajase-4693	198	6	corona	corona	NOUN
ajase-4693	198	7	virus	virus	NOUN
ajase-4693	198	8	had	have	AUX
ajase-4693	198	9	infected	infect	VERB
ajase-4693	198	10	the	the	PRON
ajase-4693	198	11	which	which	PRON
ajase-4693	198	12	displays	display	VERB
ajase-4693	198	13	the	the	DET
ajase-4693	198	14	usual	usual	ADJ
ajase-4693	198	15	leverage	leverage	NOUN
ajase-4693	198	16	effect	effect	NOUN
ajase-4693	198	17	if	if	SCONJ
ajase-4693	198	18	αφ<0	αφ<0	PROPN
ajase-4693	198	19	.	.	PUNCT
ajase-4693	199	1	the	the	DET
ajase-4693	199	2	egarch	egarch	NOUN
ajase-4693	199	3	model	model	NOUN
ajase-4693	199	4	has	have	VERB
ajase-4693	199	5	the	the	DET
ajase-4693	199	6	advantage	advantage	NOUN
ajase-4693	199	7	that	that	SCONJ
ajase-4693	199	8	the	the	DET
ajase-4693	199	9	logarithmic	logarithmic	ADJ
ajase-4693	199	10	specification	specification	NOUN
ajase-4693	199	11	ensures	ensure	VERB
ajase-4693	199	12	that	that	DET
ajase-4693	199	13	variance	variance	NOUN
ajase-4693	199	14	is	be	AUX
ajase-4693	199	15	always	always	ADV
ajase-4693	199	16	positive	positive	ADJ
ajase-4693	199	17	,	,	PUNCT
ajase-4693	199	18	but	but	CCONJ
ajase-4693	199	19	it	it	PRON
ajase-4693	199	20	has	have	VERB
ajase-4693	199	21	the	the	DET
ajase-4693	199	22	disadvantage	disadvantage	NOUN
ajase-4693	199	23	that	that	SCONJ
ajase-4693	199	24	the	the	DET
ajase-4693	199	25	future	future	ADJ
ajase-4693	199	26	expected	expect	VERB
ajase-4693	199	27	variance	variance	NOUN
ajase-4693	199	28	beyond	beyond	ADP
ajase-4693	199	29	one	one	NUM
ajase-4693	199	30	period	period	NOUN
ajase-4693	199	31	can	can	AUX
ajase-4693	199	32	not	not	PART
ajase-4693	199	33	be	be	AUX
ajase-4693	199	34	calculated	calculate	VERB
ajase-4693	199	35	analytically	analytically	ADV
ajase-4693	199	36	.	.	PUNCT
ajase-4693	200	1	weekend	weekend	NOUN
ajase-4693	200	2	effect	effect	NOUN
ajase-4693	200	3	it	it	PRON
ajase-4693	200	4	is	be	AUX
ajase-4693	200	5	always	always	ADV
ajase-4693	200	6	known	know	VERB
ajase-4693	200	7	that	that	SCONJ
ajase-4693	200	8	days	day	NOUN
ajase-4693	200	9	that	that	PRON
ajase-4693	200	10	followed	follow	VERB
ajase-4693	200	11	a	a	DET
ajase-4693	200	12	weekend	weekend	NOUN
ajase-4693	200	13	or	or	CCONJ
ajase-4693	200	14	a	a	DET
ajase-4693	200	15	holiday	holiday	NOUN
ajase-4693	200	16	have	have	VERB
ajase-4693	200	17	higher	high	ADJ
ajase-4693	200	18	variance	variance	NOUN
ajase-4693	200	19	than	than	ADP
ajase-4693	200	20	average	average	ADJ
ajase-4693	200	21	day	day	NOUN
ajase-4693	200	22	.	.	PUNCT
ajase-4693	201	1	we	we	PRON
ajase-4693	201	2	can	can	AUX
ajase-4693	201	3	try	try	VERB
ajase-4693	201	4	the	the	DET
ajase-4693	201	5	following	following	ADJ
ajase-4693	201	6	model	model	NOUN
ajase-4693	201	7	:	:	PUNCT
ajase-4693	201	8	σt+1	σt+1	PROPN
ajase-4693	201	9	2	2	NUM
ajase-4693	201	10	=	=	SYM
ajase-4693	201	11	ω+βσt	ω+βσt	NUM
ajase-4693	201	12	2+ασt	2+ασt	NUM
ajase-4693	201	13	2	2	NUM
ajase-4693	201	14	zt2+γitt+1	zt2+γitt+1	NUM
ajase-4693	201	15	,	,	PUNCT
ajase-4693	201	16	(	(	PUNCT
ajase-4693	201	17	10	10	NUM
ajase-4693	201	18	)	)	PUNCT
ajase-4693	201	19	where	where	SCONJ
ajase-4693	201	20	itt+1	itt+1	PRON
ajase-4693	201	21	takes	take	VERB
ajase-4693	201	22	value	value	NOUN
ajase-4693	201	23	1	1	NUM
ajase-4693	201	24	if	if	SCONJ
ajase-4693	201	25	day	day	NOUN
ajase-4693	201	26	t+1	t+1	PROPN
ajase-4693	201	27	is	be	AUX
ajase-4693	201	28	a	a	DET
ajase-4693	201	29	monday	monday	PROPN
ajase-4693	201	30	,	,	PUNCT
ajase-4693	201	31	for	for	ADP
ajase-4693	201	32	example	example	NOUN
ajase-4693	201	33	.	.	PUNCT
ajase-4693	202	1	more	more	ADV
ajase-4693	202	2	general	general	ADJ
ajase-4693	202	3	egarch	egarch	VERB
ajase-4693	202	4	the	the	DET
ajase-4693	202	5	exponential	exponential	ADJ
ajase-4693	202	6	garch	garch	NOUN
ajase-4693	202	7	,	,	PUNCT
ajase-4693	202	8	or	or	CCONJ
ajase-4693	202	9	egarch	egarch	NOUN
ajase-4693	202	10	model	model	NOUN
ajase-4693	202	11	is	be	AUX
ajase-4693	202	12	log(σt)=	log(σt)=	NOUN
ajase-4693	203	1	α0	α0	ADJ
ajase-4693	203	2	+	+	X
ajase-4693	203	3	∑q	∑q	PROPN
ajase-4693	203	4	(	(	PUNCT
ajase-4693	203	5	i=1	i=1	X
ajase-4693	203	6	)	)	PUNCT
ajase-4693	203	7	αi	αi	VERB
ajase-4693	204	1	g(εt-1)+	g(εt-1)+	VERB
ajase-4693	205	1	∑p	∑p	PROPN
ajase-4693	205	2	(	(	PUNCT
ajase-4693	205	3	i=1	i=1	X
ajase-4693	205	4	)	)	PUNCT
ajase-4693	205	5	βi	βi	PRON
ajase-4693	205	6	log(σt-1	log(σt-1	PROPN
ajase-4693	205	7	)	)	PUNCT
ajase-4693	205	8	(	(	PUNCT
ajase-4693	205	9	11	11	NUM
ajase-4693	205	10	)	)	PUNCT
ajase-4693	205	11	where	where	SCONJ
ajase-4693	205	12	g(ϵt	g(ϵt	NOUN
ajase-4693	205	13	)	)	PUNCT
ajase-4693	205	14	=	=	SYM
ajase-4693	205	15	θϵt	θϵt	PROPN
ajase-4693	205	16	+	+	CCONJ
ajase-4693	205	17	γ{|ϵt|-e(|ϵt|	γ{|ϵt|-e(|ϵt|	ADJ
ajase-4693	205	18	)	)	PUNCT
ajase-4693	205	19	}	}	PUNCT
ajase-4693	205	20	igarch	igarch	NOUN
ajase-4693	205	21	model	model	VERB
ajase-4693	205	22	a	a	DET
ajase-4693	205	23	garch	garch	NOUN
ajase-4693	205	24	(	(	PUNCT
ajase-4693	205	25	p	p	X
ajase-4693	205	26	,	,	PUNCT
ajase-4693	205	27	q	q	NOUN
ajase-4693	205	28	)	)	PUNCT
ajase-4693	205	29	process	process	NOUN
ajase-4693	205	30	is	be	AUX
ajase-4693	205	31	called	call	VERB
ajase-4693	205	32	an	an	DET
ajase-4693	205	33	i	i	PROPN
ajase-4693	205	34	-	-	PUNCT
ajase-4693	205	35	garch	garch	NOUN
ajase-4693	205	36	process	process	NOUN
ajase-4693	205	37	if	if	SCONJ
ajase-4693	205	38	∑q	∑q	PROPN
ajase-4693	205	39	(	(	PUNCT
ajase-4693	205	40	i=1	i=1	X
ajase-4693	205	41	)	)	PUNCT
ajase-4693	205	42	αi	αi	VERB
ajase-4693	206	1	+	+	CCONJ
ajase-4693	207	1	∑p	∑p	ADJ
ajase-4693	207	2	(	(	PUNCT
ajase-4693	207	3	i=1	i=1	X
ajase-4693	207	4	)	)	PUNCT
ajase-4693	207	5	βi=1	βi=1	PUNCT
ajase-4693	208	1	(	(	PUNCT
ajase-4693	208	2	12	12	NUM
ajase-4693	208	3	)	)	PUNCT
ajase-4693	208	4	the	the	DET
ajase-4693	208	5	igarch	igarch	NOUN
ajase-4693	208	6	processes	process	NOUN
ajase-4693	208	7	are	be	AUX
ajase-4693	208	8	either	either	CCONJ
ajase-4693	208	9	non	non	ADJ
ajase-4693	208	10	-	-	ADJ
ajase-4693	208	11	stationary	stationary	ADJ
ajase-4693	208	12	or	or	CCONJ
ajase-4693	208	13	have	have	VERB
ajase-4693	208	14	an	an	DET
ajase-4693	208	15	infinite	infinite	ADJ
ajase-4693	208	16	variance	variance	NOUN
ajase-4693	208	17	.	.	PUNCT
ajase-4693	209	1	model	model	NOUN
ajase-4693	209	2	selection	selection	NOUN
ajase-4693	209	3	criteria	criterion	NOUN
ajase-4693	209	4	this	this	DET
ajase-4693	209	5	section	section	NOUN
ajase-4693	209	6	explains	explain	VERB
ajase-4693	209	7	the	the	DET
ajase-4693	209	8	model	model	NOUN
ajase-4693	209	9	selection	selection	NOUN
ajase-4693	209	10	criteria	criterion	NOUN
ajase-4693	209	11	used	use	VERB
ajase-4693	209	12	to	to	PART
ajase-4693	209	13	select	select	VERB
ajase-4693	209	14	the	the	DET
ajase-4693	209	15	model	model	NOUN
ajase-4693	209	16	combination	combination	NOUN
ajase-4693	209	17	to	to	PART
ajase-4693	209	18	use	use	VERB
ajase-4693	209	19	.	.	PUNCT
ajase-4693	210	1	to	to	PART
ajase-4693	210	2	select	select	VERB
ajase-4693	210	3	the	the	DET
ajase-4693	210	4	best	well	ADV
ajase-4693	210	5	fitting	fitting	ADJ
ajase-4693	210	6	arma	arma	ADJ
ajase-4693	210	7	-	-	PUNCT
ajase-4693	210	8	garch	garch	NOUN
ajase-4693	210	9	models	model	NOUN
ajase-4693	210	10	,	,	PUNCT
ajase-4693	210	11	akaike	akaike	ADP
ajase-4693	210	12	information	information	NOUN
ajase-4693	210	13	criteria	criterion	NOUN
ajase-4693	210	14	(	(	PUNCT
ajase-4693	210	15	aic	aic	PROPN
ajase-4693	210	16	)	)	PUNCT
ajase-4693	210	17	due	due	ADP
ajase-4693	210	18	to	to	ADP
ajase-4693	210	19	(	(	PUNCT
ajase-4693	210	20	akaike	akaike	ADJ
ajase-4693	210	21	,	,	PUNCT
ajase-4693	210	22	1974	1974	NUM
ajase-4693	210	23	)	)	PUNCT
ajase-4693	210	24	,	,	PUNCT
ajase-4693	210	25	bayesian	bayesian	NOUN
ajase-4693	210	26	information	information	NOUN
ajase-4693	210	27	criterion	criterion	NOUN
ajase-4693	210	28	(	(	PUNCT
ajase-4693	210	29	bic	bic	PROPN
ajase-4693	210	30	)	)	PUNCT
ajase-4693	210	31	due	due	ADP
ajase-4693	210	32	to	to	ADP
ajase-4693	210	33	schwarz	schwarz	PROPN
ajase-4693	210	34	information	information	NOUN
ajase-4693	210	35	criterion	criterion	NOUN
ajase-4693	210	36	(	(	PUNCT
ajase-4693	210	37	sic	sic	ADJ
ajase-4693	210	38	)	)	PUNCT
ajase-4693	210	39	due	due	ADP
ajase-4693	210	40	to	to	ADP
ajase-4693	210	41	(	(	PUNCT
ajase-4693	210	42	schwarz	schwarz	NOUN
ajase-4693	210	43	,	,	PUNCT
ajase-4693	210	44	1978	1978	NUM
ajase-4693	210	45	)	)	PUNCT
ajase-4693	210	46	and	and	CCONJ
ajase-4693	210	47	hannanquinn	hannanquinn	ADJ
ajase-4693	210	48	information	information	NOUN
ajase-4693	210	49	criterion	criterion	NOUN
ajase-4693	210	50	(	(	PUNCT
ajase-4693	210	51	hqc	hqc	PROPN
ajase-4693	210	52	)	)	PUNCT
ajase-4693	210	53	due	due	ADP
ajase-4693	210	54	to	to	ADP
ajase-4693	210	55	(	(	PUNCT
ajase-4693	210	56	hannan	hannan	PROPN
ajase-4693	210	57	,	,	PUNCT
ajase-4693	210	58	1980	1980	NUM
ajase-4693	210	59	)	)	PUNCT
ajase-4693	210	60	and	and	CCONJ
ajase-4693	210	61	log	log	NOUN
ajase-4693	210	62	likelihood	likelihood	NOUN
ajase-4693	210	63	are	be	AUX
ajase-4693	210	64	the	the	DET
ajase-4693	210	65	most	most	ADV
ajase-4693	210	66	commonly	commonly	ADV
ajase-4693	210	67	used	use	VERB
ajase-4693	210	68	model	model	NOUN
ajase-4693	210	69	selection	selection	NOUN
ajase-4693	210	70	criteria	criterion	NOUN
ajase-4693	210	71	.	.	PUNCT
ajase-4693	211	1	these	these	DET
ajase-4693	211	2	criteria	criterion	NOUN
ajase-4693	211	3	are	be	AUX
ajase-4693	211	4	used	use	VERB
ajase-4693	211	5	in	in	ADP
ajase-4693	211	6	this	this	DET
ajase-4693	211	7	study	study	NOUN
ajase-4693	211	8	and	and	CCONJ
ajase-4693	211	9	are	be	AUX
ajase-4693	211	10	computed	compute	VERB
ajase-4693	211	11	as	as	SCONJ
ajase-4693	211	12	follows	follow	VERB
ajase-4693	211	13	:	:	PUNCT
ajase-4693	212	1	aic	aic	PROPN
ajase-4693	212	2	(	(	PUNCT
ajase-4693	212	3	k	k	PROPN
ajase-4693	212	4	)	)	PUNCT
ajase-4693	212	5	=	=	NOUN
ajase-4693	212	6	-2log	-2log	PUNCT
ajase-4693	212	7	l	l	NOUN
ajase-4693	213	1	+	+	CCONJ
ajase-4693	213	2	2k	2k	NUM
ajase-4693	213	3	(	(	PUNCT
ajase-4693	213	4	13	13	NUM
ajase-4693	213	5	)	)	PUNCT
ajase-4693	213	6	bic	bic	NOUN
ajase-4693	213	7	(	(	PUNCT
ajase-4693	213	8	k	k	NOUN
ajase-4693	213	9	)	)	PUNCT
ajase-4693	213	10	=	=	NOUN
ajase-4693	213	11	-2log	-2log	PUNCT
ajase-4693	213	12	l	l	NOUN
ajase-4693	214	1	+	+	CCONJ
ajase-4693	214	2	(	(	PUNCT
ajase-4693	214	3	log	log	INTJ
ajase-4693	214	4	n).d	n).d	PUNCT
ajase-4693	214	5	(	(	PUNCT
ajase-4693	214	6	14	14	NUM
ajase-4693	214	7	)	)	PUNCT
ajase-4693	214	8	sic	sic	ADJ
ajase-4693	214	9	(	(	PUNCT
ajase-4693	214	10	k)=	k)=	X
ajase-4693	214	11	-2log	-2log	PROPN
ajase-4693	214	12	l	l	PROPN
ajase-4693	215	1	+	+	CCONJ
ajase-4693	215	2	k	k	PROPN
ajase-4693	215	3	log	log	PROPN
ajase-4693	215	4	t	t	PROPN
ajase-4693	215	5	(	(	PUNCT
ajase-4693	215	6	15	15	NUM
ajase-4693	215	7	)	)	PUNCT
ajase-4693	215	8	hqc	hqc	NOUN
ajase-4693	215	9	(	(	PUNCT
ajase-4693	215	10	k	k	NOUN
ajase-4693	215	11	)	)	PUNCT
ajase-4693	215	12	=	=	SYM
ajase-4693	215	13	2log	2log	NUM
ajase-4693	216	1	[	[	X
ajase-4693	216	2	log	log	X
ajase-4693	216	3	t]k	t]k	NOUN
ajase-4693	216	4	–	–	PUNCT
ajase-4693	216	5	2log	2log	PROPN
ajase-4693	216	6	l	l	NOUN
ajase-4693	216	7	(	(	PUNCT
ajase-4693	216	8	16	16	NUM
ajase-4693	216	9	)	)	PUNCT
ajase-4693	216	10	where	where	SCONJ
ajase-4693	216	11	k	k	PROPN
ajase-4693	216	12	is	be	AUX
ajase-4693	216	13	the	the	DET
ajase-4693	216	14	number	number	NOUN
ajase-4693	216	15	of	of	ADP
ajase-4693	216	16	independently	independently	ADV
ajase-4693	216	17	estimated	estimate	VERB
ajase-4693	216	18	parameters	parameter	NOUN
ajase-4693	216	19	in	in	ADP
ajase-4693	216	20	the	the	DET
ajase-4693	216	21	model	model	NOUN
ajase-4693	216	22	.	.	PUNCT
ajase-4693	217	1	t	t	PROPN
ajase-4693	217	2	is	be	AUX
ajase-4693	217	3	the	the	DET
ajase-4693	217	4	number	number	NOUN
ajase-4693	217	5	of	of	ADP
ajase-4693	217	6	observations	observation	NOUN
ajase-4693	217	7	;	;	PUNCT
ajase-4693	217	8	l	l	NOUN
ajase-4693	217	9	is	be	AUX
ajase-4693	217	10	the	the	DET
ajase-4693	217	11	maximized	maximized	ADJ
ajase-4693	217	12	value	value	NOUN
ajase-4693	217	13	of	of	ADP
ajase-4693	217	14	the	the	DET
ajase-4693	217	15	log	log	NOUN
ajase-4693	217	16	-	-	PUNCT
ajase-4693	217	17	likelihood	likelihood	NOUN
ajase-4693	217	18	for	for	ADP
ajase-4693	217	19	the	the	DET
ajase-4693	217	20	estimated	estimate	VERB
ajase-4693	217	21	model	model	NOUN
ajase-4693	217	22	defined	define	VERB
ajase-4693	217	23	as	as	SCONJ
ajase-4693	217	24	follows	follow	VERB
ajase-4693	217	25	:	:	PUNCT
ajase-4693	217	26	(	(	PUNCT
ajase-4693	217	27	17	17	NUM
ajase-4693	217	28	)	)	PUNCT
ajase-4693	217	29	(	(	PUNCT
ajase-4693	217	30	18	18	NUM
ajase-4693	217	31	)	)	PUNCT
ajase-4693	217	32	thus	thus	ADV
ajase-4693	217	33	,	,	PUNCT
ajase-4693	217	34	given	give	VERB
ajase-4693	217	35	a	a	DET
ajase-4693	217	36	set	set	NOUN
ajase-4693	217	37	of	of	ADP
ajase-4693	217	38	estimated	estimate	VERB
ajase-4693	217	39	garch	garch	NOUN
ajase-4693	217	40	type	type	NOUN
ajase-4693	217	41	models	model	NOUN
ajase-4693	217	42	for	for	ADP
ajase-4693	217	43	a	a	DET
ajase-4693	217	44	given	give	VERB
ajase-4693	217	45	set	set	NOUN
ajase-4693	217	46	of	of	ADP
ajase-4693	217	47	data	datum	NOUN
ajase-4693	217	48	,	,	PUNCT
ajase-4693	217	49	the	the	DET
ajase-4693	217	50	preferred	preferred	ADJ
ajase-4693	217	51	model	model	NOUN
ajase-4693	217	52	is	be	AUX
ajase-4693	217	53	the	the	DET
ajase-4693	217	54	one	one	NUM
ajase-4693	217	55	with	with	ADP
ajase-4693	217	56	the	the	DET
ajase-4693	217	57	minimum	minimum	ADJ
ajase-4693	217	58	information	information	NOUN
ajase-4693	217	59	criteria	criterion	NOUN
ajase-4693	217	60	and	and	CCONJ
ajase-4693	217	61	largest	large	ADJ
ajase-4693	217	62	log	log	NOUN
ajase-4693	217	63	likelihood	likelihood	NOUN
ajase-4693	217	64	value	value	NOUN
ajase-4693	217	65	.	.	PUNCT
ajase-4693	218	1	figure	figure	NOUN
ajase-4693	218	2	1	1	NUM
ajase-4693	218	3	:	:	PUNCT
ajase-4693	218	4	plot	plot	NOUN
ajase-4693	218	5	of	of	ADP
ajase-4693	218	6	crude	crude	ADJ
ajase-4693	218	7	oil	oil	NOUN
ajase-4693	218	8	price	price	NOUN
ajase-4693	218	9	from	from	ADP
ajase-4693	218	10	2010	2010	NUM
ajase-4693	218	11	to	to	ADP
ajase-4693	218	12	2023	2023	NUM
ajase-4693	218	13	pa	pa	PROPN
ajase-4693	218	14	ge	ge	PROPN
ajase-4693	218	15	46	46	NUM
ajase-4693	219	1	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	219	2	am	be	AUX
ajase-4693	219	3	.	.	PUNCT
ajase-4693	220	1	j.	j.	PROPN
ajase-4693	220	2	appl	appl	PROPN
ajase-4693	220	3	.	.	PROPN
ajase-4693	221	1	stat	stat	PROPN
ajase-4693	221	2	.	.	PUNCT
ajase-4693	222	1	econ	econ	PROPN
ajase-4693	222	2	.	.	PUNCT
ajase-4693	223	1	4(1	4(1	X
ajase-4693	223	2	)	)	PUNCT
ajase-4693	224	1	41	41	NUM
ajase-4693	224	2	-	-	SYM
ajase-4693	224	3	57	57	NUM
ajase-4693	224	4	,	,	PUNCT
ajase-4693	224	5	2025	2025	NUM
ajase-4693	224	6	majority	majority	NOUN
ajase-4693	224	7	of	of	ADP
ajase-4693	224	8	nations	nation	NOUN
ajase-4693	224	9	,	,	PUNCT
ajase-4693	224	10	and	and	CCONJ
ajase-4693	224	11	governments	government	NOUN
ajase-4693	224	12	were	be	AUX
ajase-4693	224	13	beginning	begin	VERB
ajase-4693	224	14	to	to	PART
ajase-4693	224	15	enforce	enforce	VERB
ajase-4693	224	16	travel	travel	NOUN
ajase-4693	224	17	restrictions	restriction	NOUN
ajase-4693	224	18	and	and	CCONJ
ajase-4693	224	19	lockdowns	lockdown	NOUN
ajase-4693	224	20	.	.	PUNCT
ajase-4693	225	1	the	the	DET
ajase-4693	225	2	aforementioned	aforementioned	ADJ
ajase-4693	225	3	chart	chart	NOUN
ajase-4693	225	4	demonstrates	demonstrate	VERB
ajase-4693	225	5	volatility	volatility	NOUN
ajase-4693	225	6	clustering	clustering	NOUN
ajase-4693	225	7	;	;	PUNCT
ajase-4693	225	8	rice	rice	NOUN
ajase-4693	225	9	prices	price	NOUN
ajase-4693	225	10	rise	rise	VERB
ajase-4693	225	11	steadily	steadily	ADV
ajase-4693	225	12	for	for	ADP
ajase-4693	225	13	a	a	DET
ajase-4693	225	14	while	while	NOUN
ajase-4693	225	15	before	before	ADP
ajase-4693	225	16	falling	fall	VERB
ajase-4693	225	17	steadily	steadily	ADV
ajase-4693	225	18	for	for	ADP
ajase-4693	225	19	another	another	PRON
ajase-4693	225	20	.	.	PUNCT
ajase-4693	226	1	it	it	PRON
ajase-4693	226	2	is	be	AUX
ajase-4693	226	3	evident	evident	ADJ
ajase-4693	226	4	from	from	ADP
ajase-4693	226	5	figure	figure	NOUN
ajase-4693	226	6	2	2	NUM
ajase-4693	226	7	that	that	SCONJ
ajase-4693	226	8	the	the	DET
ajase-4693	226	9	sport	sport	NOUN
ajase-4693	226	10	prices	price	NOUN
ajase-4693	226	11	are	be	AUX
ajase-4693	226	12	not	not	PART
ajase-4693	226	13	distributed	distribute	VERB
ajase-4693	226	14	properly	properly	ADV
ajase-4693	226	15	.	.	PUNCT
ajase-4693	227	1	it	it	PRON
ajase-4693	227	2	is	be	AUX
ajase-4693	227	3	clear	clear	ADJ
ajase-4693	227	4	from	from	ADP
ajase-4693	227	5	figure	figure	NOUN
ajase-4693	227	6	3	3	NUM
ajase-4693	227	7	that	that	SCONJ
ajase-4693	227	8	the	the	DET
ajase-4693	227	9	financial	financial	ADJ
ajase-4693	227	10	time	time	NOUN
ajase-4693	227	11	series	series	PROPN
ajase-4693	227	12	share	share	PROPN
ajase-4693	227	13	characteristics	characteristic	NOUN
ajase-4693	227	14	.	.	PUNCT
ajase-4693	228	1	the	the	DET
ajase-4693	228	2	mean	mean	ADJ
ajase-4693	228	3	reversion	reversion	NOUN
ajase-4693	228	4	property	property	NOUN
ajase-4693	228	5	is	be	AUX
ajase-4693	228	6	demonstrated	demonstrate	VERB
ajase-4693	228	7	by	by	ADP
ajase-4693	228	8	the	the	DET
ajase-4693	228	9	fact	fact	NOUN
ajase-4693	228	10	that	that	SCONJ
ajase-4693	228	11	variance	variance	NOUN
ajase-4693	228	12	is	be	AUX
ajase-4693	228	13	not	not	PART
ajase-4693	228	14	constant	constant	ADJ
ajase-4693	228	15	across	across	ADP
ajase-4693	228	16	the	the	DET
ajase-4693	228	17	figures	figure	NOUN
ajase-4693	228	18	.	.	PUNCT
ajase-4693	229	1	the	the	DET
ajase-4693	229	2	charts	chart	NOUN
ajase-4693	229	3	also	also	ADV
ajase-4693	229	4	reveal	reveal	VERB
ajase-4693	229	5	volatility	volatility	NOUN
ajase-4693	229	6	clustering	cluster	VERB
ajase-4693	229	7	.	.	PUNCT
ajase-4693	230	1	descriptive	descriptive	ADJ
ajase-4693	230	2	statistics	statistic	NOUN
ajase-4693	230	3	of	of	ADP
ajase-4693	230	4	the	the	DET
ajase-4693	230	5	crude	crude	ADJ
ajase-4693	230	6	oil	oil	NOUN
ajase-4693	230	7	returns	return	NOUN
ajase-4693	230	8	table	table	NOUN
ajase-4693	230	9	1	1	NUM
ajase-4693	230	10	shows	show	VERB
ajase-4693	230	11	the	the	DET
ajase-4693	230	12	summary	summary	NOUN
ajase-4693	230	13	statistics	statistic	NOUN
ajase-4693	230	14	of	of	ADP
ajase-4693	230	15	the	the	DET
ajase-4693	230	16	crude	crude	ADJ
ajase-4693	230	17	oil	oil	NOUN
ajase-4693	230	18	returns	return	NOUN
ajase-4693	230	19	,	,	PUNCT
ajase-4693	230	20	it	it	PRON
ajase-4693	230	21	was	be	AUX
ajase-4693	230	22	shown	show	VERB
ajase-4693	230	23	in	in	ADP
ajase-4693	230	24	the	the	DET
ajase-4693	230	25	result	result	NOUN
ajase-4693	230	26	that	that	SCONJ
ajase-4693	230	27	,	,	PUNCT
ajase-4693	230	28	crude	crude	ADJ
ajase-4693	230	29	oil	oil	NOUN
ajase-4693	230	30	return	return	NOUN
ajase-4693	230	31	has	have	AUX
ajase-4693	230	32	a	a	DET
ajase-4693	230	33	negative	negative	ADJ
ajase-4693	230	34	minimum	minimum	ADJ
ajase-4693	230	35	return	return	NOUN
ajase-4693	230	36	value	value	NOUN
ajase-4693	230	37	and	and	CCONJ
ajase-4693	230	38	a	a	DET
ajase-4693	230	39	standard	standard	ADJ
ajase-4693	230	40	deviation	deviation	NOUN
ajase-4693	230	41	of	of	ADP
ajase-4693	230	42	3.501543	3.501543	NUM
ajase-4693	230	43	.	.	PUNCT
ajase-4693	231	1	from	from	ADP
ajase-4693	231	2	the	the	DET
ajase-4693	231	3	measure	measure	NOUN
ajase-4693	231	4	of	of	ADP
ajase-4693	231	5	skewness	skewness	NOUN
ajase-4693	231	6	,	,	PUNCT
ajase-4693	231	7	all	all	DET
ajase-4693	231	8	the	the	DET
ajase-4693	231	9	series	series	NOUN
ajase-4693	231	10	for	for	ADP
ajase-4693	231	11	crude	crude	ADJ
ajase-4693	231	12	oil	oil	NOUN
ajase-4693	231	13	return	return	NOUN
ajase-4693	231	14	are	be	AUX
ajase-4693	231	15	skewed	skew	VERB
ajase-4693	231	16	to	to	ADP
ajase-4693	231	17	the	the	DET
ajase-4693	231	18	left	left	NOUN
ajase-4693	231	19	,	,	PUNCT
ajase-4693	231	20	exhibit	exhibit	VERB
ajase-4693	231	21	positive	positive	ADJ
ajase-4693	231	22	excess	excess	ADJ
ajase-4693	231	23	kurtosis	kurtosis	NOUN
ajase-4693	231	24	,	,	PUNCT
ajase-4693	231	25	which	which	PRON
ajase-4693	231	26	are	be	AUX
ajase-4693	231	27	the	the	DET
ajase-4693	231	28	stylized	stylize	VERB
ajase-4693	231	29	facts	fact	NOUN
ajase-4693	231	30	observed	observe	VERB
ajase-4693	231	31	in	in	ADP
ajase-4693	231	32	financial	financial	ADJ
ajase-4693	231	33	time	time	NOUN
ajase-4693	231	34	series	series	PROPN
ajase-4693	231	35	data	data	PROPN
ajase-4693	231	36	.	.	PUNCT
ajase-4693	232	1	based	base	VERB
ajase-4693	232	2	on	on	ADP
ajase-4693	232	3	the	the	DET
ajase-4693	232	4	p	p	NOUN
ajase-4693	232	5	-	-	PUNCT
ajase-4693	232	6	values	value	NOUN
ajase-4693	232	7	of	of	ADP
ajase-4693	232	8	the	the	DET
ajase-4693	232	9	jarque	jarque	NOUN
ajase-4693	232	10	bera	bera	NOUN
ajase-4693	232	11	test	test	NOUN
ajase-4693	232	12	,	,	PUNCT
ajase-4693	232	13	we	we	PRON
ajase-4693	232	14	reject	reject	VERB
ajase-4693	232	15	the	the	DET
ajase-4693	232	16	null	null	ADJ
ajase-4693	232	17	hypothesis	hypothesis	NOUN
ajase-4693	232	18	of	of	ADP
ajase-4693	232	19	normality	normality	NOUN
ajase-4693	232	20	for	for	ADP
ajase-4693	232	21	the	the	DET
ajase-4693	232	22	differenced	differenced	ADJ
ajase-4693	232	23	series	series	NOUN
ajase-4693	232	24	of	of	ADP
ajase-4693	232	25	crude	crude	ADJ
ajase-4693	232	26	oil	oil	NOUN
ajase-4693	232	27	returns	return	NOUN
ajase-4693	232	28	.	.	PUNCT
ajase-4693	233	1	the	the	DET
ajase-4693	233	2	series	series	NOUN
ajase-4693	233	3	have	have	VERB
ajase-4693	233	4	positive	positive	ADJ
ajase-4693	233	5	means	mean	NOUN
ajase-4693	233	6	and	and	CCONJ
ajase-4693	233	7	are	be	AUX
ajase-4693	233	8	mean	mean	ADJ
ajase-4693	233	9	-	-	PUNCT
ajase-4693	233	10	stationary	stationary	ADJ
ajase-4693	233	11	since	since	SCONJ
ajase-4693	233	12	the	the	DET
ajase-4693	233	13	returns	return	NOUN
ajase-4693	233	14	are	be	AUX
ajase-4693	233	15	concentrated	concentrate	VERB
ajase-4693	233	16	around	around	ADP
ajase-4693	233	17	zero	zero	NUM
ajase-4693	233	18	as	as	SCONJ
ajase-4693	233	19	indicated	indicate	VERB
ajase-4693	233	20	in	in	ADP
ajase-4693	233	21	figure	figure	NOUN
ajase-4693	233	22	3	3	NUM
ajase-4693	233	23	.	.	PUNCT
ajase-4693	234	1	these	these	DET
ajase-4693	234	2	series	series	NOUN
ajase-4693	234	3	exhibit	exhibit	VERB
ajase-4693	234	4	leptokurtosis	leptokurtosis	NOUN
ajase-4693	234	5	as	as	SCONJ
ajase-4693	234	6	their	their	PRON
ajase-4693	234	7	kurtosis	kurtosis	NOUN
ajase-4693	234	8	is	be	AUX
ajase-4693	234	9	greater	great	ADJ
ajase-4693	234	10	than	than	SCONJ
ajase-4693	234	11	the	the	DET
ajase-4693	234	12	normal	normal	ADJ
ajase-4693	234	13	kurtosis	kurtosis	NOUN
ajase-4693	234	14	value	value	NOUN
ajase-4693	234	15	of	of	ADP
ajase-4693	234	16	3	3	NUM
ajase-4693	234	17	.	.	NOUN
ajase-4693	234	18	time	time	NOUN
ajase-4693	234	19	plots	plot	NOUN
ajase-4693	234	20	are	be	AUX
ajase-4693	234	21	used	use	VERB
ajase-4693	234	22	to	to	PART
ajase-4693	234	23	determine	determine	VERB
ajase-4693	234	24	the	the	DET
ajase-4693	234	25	observable	observable	ADJ
ajase-4693	234	26	characteristics	characteristic	NOUN
ajase-4693	234	27	of	of	ADP
ajase-4693	234	28	the	the	DET
ajase-4693	234	29	returns	return	NOUN
ajase-4693	234	30	as	as	SCONJ
ajase-4693	234	31	presented	present	VERB
ajase-4693	234	32	in	in	ADP
ajase-4693	234	33	figure	figure	NOUN
ajase-4693	234	34	3	3	NUM
ajase-4693	234	35	.	.	PUNCT
ajase-4693	234	36	figure	figure	NOUN
ajase-4693	234	37	2	2	NUM
ajase-4693	234	38	:	:	PUNCT
ajase-4693	234	39	qq	qq	NOUN
ajase-4693	234	40	plot	plot	NOUN
ajase-4693	234	41	for	for	ADP
ajase-4693	234	42	crude	crude	ADJ
ajase-4693	234	43	oil	oil	NOUN
ajase-4693	234	44	sport	sport	NOUN
ajase-4693	234	45	prices	price	NOUN
ajase-4693	234	46	table	table	VERB
ajase-4693	234	47	1	1	NUM
ajase-4693	234	48	:	:	PUNCT
ajase-4693	234	49	summary	summary	NOUN
ajase-4693	234	50	statistics	statistic	NOUN
ajase-4693	234	51	statistics	statistic	VERB
ajase-4693	234	52	oil	oil	NOUN
ajase-4693	234	53	returns	return	NOUN
ajase-4693	234	54	mean	mean	VERB
ajase-4693	234	55	0.0000009	0.0000009	NUM
ajase-4693	234	56	standard	standard	ADJ
ajase-4693	234	57	error	error	NOUN
ajase-4693	234	58	0.475410198	0.475410198	NUM
ajase-4693	234	59	median	median	NOUN
ajase-4693	234	60	0.07831885	0.07831885	NUM
ajase-4693	234	61	standard	standard	ADJ
ajase-4693	234	62	deviation	deviation	NOUN
ajase-4693	234	63	3.501543	3.501543	NUM
ajase-4693	234	64	sample	sample	NOUN
ajase-4693	234	65	variance	variance	NOUN
ajase-4693	234	66	0.002704771	0.002704771	NUM
ajase-4693	234	67	kurtosis	kurtosis	VERB
ajase-4693	234	68	70.87588	70.87588	NUM
ajase-4693	234	69	skewness	skewness	NOUN
ajase-4693	234	70	-1.537876	-1.537876	NOUN
ajase-4693	234	71	jarque	jarque	NOUN
ajase-4693	234	72	-	-	PUNCT
ajase-4693	234	73	bera	bera	NOUN
ajase-4693	234	74	statistics	statistic	NOUN
ajase-4693	234	75	1072872	1072872	NUM
ajase-4693	234	76	minimum	minimum	ADJ
ajase-4693	234	77	-0.6604506	-0.6604506	NOUN
ajase-4693	234	78	maximum	maximum	NOUN
ajase-4693	234	79	0.588928	0.588928	NUM
ajase-4693	234	80	source	source	NOUN
ajase-4693	234	81	:	:	PUNCT
ajase-4693	234	82	author	author	NOUN
ajase-4693	234	83	’s	’s	PART
ajase-4693	234	84	estimation	estimation	NOUN
ajase-4693	234	85	using	use	VERB
ajase-4693	234	86	r	r	NOUN
ajase-4693	234	87	4.4.1	4.4.1	NUM
ajase-4693	234	88	figure	figure	NOUN
ajase-4693	234	89	3	3	NUM
ajase-4693	234	90	:	:	PUNCT
ajase-4693	234	91	plot	plot	NOUN
ajase-4693	234	92	return	return	NOUN
ajase-4693	234	93	of	of	ADP
ajase-4693	234	94	crude	crude	ADJ
ajase-4693	234	95	oil	oil	NOUN
ajase-4693	234	96	testing	testing	NOUN
ajase-4693	234	97	for	for	ADP
ajase-4693	234	98	normality	normality	NOUN
ajase-4693	234	99	to	to	PART
ajase-4693	234	100	determine	determine	VERB
ajase-4693	234	101	whether	whether	SCONJ
ajase-4693	234	102	the	the	DET
ajase-4693	234	103	return	return	NOUN
ajase-4693	234	104	series	series	NOUN
ajase-4693	234	105	is	be	AUX
ajase-4693	234	106	normally	normally	ADV
ajase-4693	234	107	distributed	distribute	VERB
ajase-4693	234	108	,	,	PUNCT
ajase-4693	234	109	the	the	PRON
ajase-4693	234	110	normal	normal	ADJ
ajase-4693	234	111	qq	qq	NOUN
ajase-4693	234	112	-	-	NOUN
ajase-4693	234	113	plot	plot	NOUN
ajase-4693	234	114	is	be	AUX
ajase-4693	234	115	utilized	utilize	VERB
ajase-4693	234	116	to	to	PART
ajase-4693	234	117	examine	examine	VERB
ajase-4693	234	118	the	the	DET
ajase-4693	234	119	distributional	distributional	ADJ
ajase-4693	234	120	features	feature	NOUN
ajase-4693	234	121	.	.	PUNCT
ajase-4693	235	1	a	a	DET
ajase-4693	235	2	scatter	scatter	NOUN
ajase-4693	235	3	plot	plot	NOUN
ajase-4693	235	4	of	of	ADP
ajase-4693	235	5	a	a	DET
ajase-4693	235	6	specific	specific	ADJ
ajase-4693	235	7	distribution	distribution	NOUN
ajase-4693	235	8	is	be	AUX
ajase-4693	235	9	represented	represent	VERB
ajase-4693	235	10	by	by	ADP
ajase-4693	235	11	the	the	DET
ajase-4693	235	12	typical	typical	ADJ
ajase-4693	235	13	qq	qq	NOUN
ajase-4693	235	14	-	-	NOUN
ajase-4693	235	15	plot	plot	NOUN
ajase-4693	235	16	.	.	PUNCT
ajase-4693	236	1	the	the	DET
ajase-4693	236	2	evidence	evidence	NOUN
ajase-4693	236	3	against	against	ADP
ajase-4693	236	4	the	the	DET
ajase-4693	236	5	null	null	ADJ
ajase-4693	236	6	hypothesis	hypothesis	NOUN
ajase-4693	236	7	that	that	SCONJ
ajase-4693	236	8	the	the	DET
ajase-4693	236	9	distribution	distribution	NOUN
ajase-4693	236	10	is	be	AUX
ajase-4693	236	11	normal	normal	ADJ
ajase-4693	236	12	increases	increase	NOUN
ajase-4693	236	13	with	with	ADP
ajase-4693	236	14	the	the	DET
ajase-4693	236	15	degree	degree	NOUN
ajase-4693	236	16	of	of	ADP
ajase-4693	236	17	deviation	deviation	NOUN
ajase-4693	236	18	from	from	ADP
ajase-4693	236	19	this	this	DET
ajase-4693	236	20	line	line	NOUN
ajase-4693	236	21	.	.	PUNCT
ajase-4693	237	1	with	with	ADP
ajase-4693	237	2	a	a	DET
ajase-4693	237	3	few	few	ADJ
ajase-4693	237	4	outliers	outlier	NOUN
ajase-4693	237	5	(	(	PUNCT
ajase-4693	237	6	those	those	PRON
ajase-4693	237	7	that	that	PRON
ajase-4693	237	8	appear	appear	VERB
ajase-4693	237	9	farther	far	ADV
ajase-4693	237	10	from	from	ADP
ajase-4693	237	11	the	the	DET
ajase-4693	237	12	normal	normal	ADJ
ajase-4693	237	13	line	line	NOUN
ajase-4693	237	14	)	)	PUNCT
ajase-4693	237	15	that	that	PRON
ajase-4693	237	16	can	can	AUX
ajase-4693	237	17	be	be	AUX
ajase-4693	237	18	interpreted	interpret	VERB
ajase-4693	237	19	as	as	ADP
ajase-4693	237	20	the	the	DET
ajase-4693	237	21	heavier	heavy	ADJ
ajase-4693	237	22	tails	tail	NOUN
ajase-4693	237	23	in	in	ADP
ajase-4693	237	24	the	the	DET
ajase-4693	237	25	preceding	precede	VERB
ajase-4693	237	26	image	image	NOUN
ajase-4693	237	27	,	,	PUNCT
ajase-4693	237	28	figure	figure	NOUN
ajase-4693	237	29	4	4	NUM
ajase-4693	237	30	illustrates	illustrate	VERB
ajase-4693	237	31	that	that	SCONJ
ajase-4693	237	32	returns	return	NOUN
ajase-4693	237	33	are	be	AUX
ajase-4693	237	34	generally	generally	ADV
ajase-4693	237	35	normally	normally	ADV
ajase-4693	237	36	distributed	distribute	VERB
ajase-4693	237	37	.	.	PUNCT
ajase-4693	238	1	this	this	DET
ajase-4693	238	2	plot	plot	NOUN
ajase-4693	238	3	demonstrates	demonstrate	VERB
ajase-4693	238	4	that	that	SCONJ
ajase-4693	238	5	the	the	DET
ajase-4693	238	6	returns	return	NOUN
ajase-4693	238	7	in	in	ADP
ajase-4693	238	8	this	this	DET
ajase-4693	238	9	study	study	NOUN
ajase-4693	238	10	can	can	AUX
ajase-4693	238	11	be	be	AUX
ajase-4693	238	12	modeled	model	VERB
ajase-4693	238	13	using	use	VERB
ajase-4693	238	14	a	a	DET
ajase-4693	238	15	normal	normal	ADJ
ajase-4693	238	16	distribution	distribution	NOUN
ajase-4693	238	17	,	,	PUNCT
ajase-4693	238	18	but	but	CCONJ
ajase-4693	238	19	the	the	DET
ajase-4693	238	20	heavy	heavy	ADJ
ajase-4693	238	21	tails	tail	NOUN
ajase-4693	238	22	would	would	AUX
ajase-4693	238	23	not	not	PART
ajase-4693	238	24	be	be	AUX
ajase-4693	238	25	addressed	address	VERB
ajase-4693	238	26	.	.	PUNCT
ajase-4693	239	1	in	in	ADP
ajase-4693	239	2	order	order	NOUN
ajase-4693	239	3	to	to	PART
ajase-4693	239	4	address	address	VERB
ajase-4693	239	5	the	the	DET
ajase-4693	239	6	heavy	heavy	ADJ
ajase-4693	239	7	tail	tail	NOUN
ajase-4693	239	8	,	,	PUNCT
ajase-4693	239	9	the	the	DET
ajase-4693	239	10	student	student	NOUN
ajase-4693	239	11	t	t	NOUN
ajase-4693	239	12	distribution	distribution	NOUN
ajase-4693	239	13	which	which	PRON
ajase-4693	239	14	is	be	AUX
ajase-4693	239	15	known	know	VERB
ajase-4693	239	16	to	to	PART
ajase-4693	239	17	be	be	AUX
ajase-4693	239	18	capable	capable	ADJ
ajase-4693	239	19	of	of	ADP
ajase-4693	239	20	capturing	capture	VERB
ajase-4693	239	21	heavy	heavy	ADJ
ajase-4693	239	22	tails	tail	NOUN
ajase-4693	239	23	is	be	AUX
ajase-4693	239	24	now	now	ADV
ajase-4693	239	25	taken	take	VERB
ajase-4693	239	26	into	into	ADP
ajase-4693	239	27	consideration	consideration	NOUN
ajase-4693	239	28	.	.	PUNCT
ajase-4693	240	1	the	the	DET
ajase-4693	240	2	majority	majority	NOUN
ajase-4693	240	3	of	of	ADP
ajase-4693	240	4	the	the	DET
ajase-4693	240	5	previously	previously	ADV
ajase-4693	240	6	noted	note	VERB
ajase-4693	240	7	outliers	outlier	NOUN
ajase-4693	240	8	have	have	AUX
ajase-4693	240	9	been	be	AUX
ajase-4693	240	10	eliminated	eliminate	VERB
ajase-4693	240	11	by	by	ADP
ajase-4693	240	12	the	the	DET
ajase-4693	240	13	plot	plot	NOUN
ajase-4693	240	14	in	in	ADP
ajase-4693	240	15	figure	figure	NOUN
ajase-4693	240	16	5	5	NUM
ajase-4693	240	17	.	.	PUNCT
ajase-4693	240	18	because	because	SCONJ
ajase-4693	240	19	the	the	DET
ajase-4693	240	20	t	t	NOUN
ajase-4693	240	21	-	-	PUNCT
ajase-4693	240	22	distribution	distribution	NOUN
ajase-4693	240	23	can	can	AUX
ajase-4693	240	24	pa	pa	PROPN
ajase-4693	240	25	ge	ge	PROPN
ajase-4693	241	1	47	47	NUM
ajase-4693	242	1	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	242	2	am	be	AUX
ajase-4693	242	3	.	.	PUNCT
ajase-4693	243	1	j.	j.	PROPN
ajase-4693	243	2	appl	appl	PROPN
ajase-4693	243	3	.	.	PROPN
ajase-4693	244	1	stat	stat	PROPN
ajase-4693	244	2	.	.	PUNCT
ajase-4693	245	1	econ	econ	PROPN
ajase-4693	245	2	.	.	PUNCT
ajase-4693	246	1	4(1	4(1	X
ajase-4693	246	2	)	)	PUNCT
ajase-4693	247	1	41	41	NUM
ajase-4693	247	2	-	-	SYM
ajase-4693	247	3	57	57	NUM
ajase-4693	247	4	,	,	PUNCT
ajase-4693	247	5	2025	2025	NUM
ajase-4693	247	6	catch	catch	VERB
ajase-4693	247	7	heavier	heavy	ADJ
ajase-4693	247	8	tails	tail	NOUN
ajase-4693	247	9	,	,	PUNCT
ajase-4693	247	10	as	as	SCONJ
ajase-4693	247	11	shown	show	VERB
ajase-4693	247	12	by	by	ADP
ajase-4693	247	13	our	our	PRON
ajase-4693	247	14	research	research	NOUN
ajase-4693	247	15	above	above	ADV
ajase-4693	247	16	,	,	PUNCT
ajase-4693	247	17	it	it	PRON
ajase-4693	247	18	was	be	AUX
ajase-4693	247	19	added	add	VERB
ajase-4693	247	20	to	to	ADP
ajase-4693	247	21	table	table	NOUN
ajase-4693	247	22	2	2	NUM
ajase-4693	247	23	.	.	PUNCT
ajase-4693	248	1	at	at	ADP
ajase-4693	248	2	the	the	DET
ajase-4693	248	3	5	5	NUM
ajase-4693	248	4	%	%	NOUN
ajase-4693	248	5	level	level	NOUN
ajase-4693	248	6	of	of	ADP
ajase-4693	248	7	significance	significance	NOUN
ajase-4693	248	8	,	,	PUNCT
ajase-4693	248	9	the	the	DET
ajase-4693	248	10	high	high	ADJ
ajase-4693	248	11	jarque	jarque	NOUN
ajase-4693	248	12	-	-	PUNCT
ajase-4693	248	13	bera	bera	NOUN
ajase-4693	248	14	statistics	statistic	NOUN
ajase-4693	248	15	value	value	NOUN
ajase-4693	248	16	provides	provide	VERB
ajase-4693	248	17	evidence	evidence	NOUN
ajase-4693	248	18	that	that	SCONJ
ajase-4693	248	19	the	the	DET
ajase-4693	248	20	null	null	ADJ
ajase-4693	248	21	hypothesis	hypothesis	NOUN
ajase-4693	248	22	of	of	ADP
ajase-4693	248	23	normalcy	normalcy	NOUN
ajase-4693	248	24	can	can	AUX
ajase-4693	248	25	be	be	AUX
ajase-4693	248	26	rejected	reject	VERB
ajase-4693	248	27	.	.	PUNCT
ajase-4693	249	1	this	this	DET
ajase-4693	249	2	conclusion	conclusion	NOUN
ajase-4693	249	3	is	be	AUX
ajase-4693	249	4	further	far	ADV
ajase-4693	249	5	supported	support	VERB
ajase-4693	249	6	by	by	ADP
ajase-4693	249	7	the	the	DET
ajase-4693	249	8	large	large	ADJ
ajase-4693	249	9	excess	excess	ADJ
ajase-4693	249	10	kurtosis	kurtosis	NOUN
ajase-4693	249	11	and	and	CCONJ
ajase-4693	249	12	negative	negative	ADJ
ajase-4693	249	13	skewness	skewness	NOUN
ajase-4693	249	14	.	.	PUNCT
ajase-4693	250	1	similar	similar	ADJ
ajase-4693	250	2	to	to	ADP
ajase-4693	250	3	the	the	DET
ajase-4693	250	4	normal	normal	ADJ
ajase-4693	250	5	distribution	distribution	NOUN
ajase-4693	250	6	,	,	PUNCT
ajase-4693	250	7	the	the	DET
ajase-4693	250	8	student	student	NOUN
ajase-4693	250	9	t	t	NOUN
ajase-4693	250	10	distribution	distribution	NOUN
ajase-4693	250	11	is	be	AUX
ajase-4693	250	12	bell	bell	NOUN
ajase-4693	250	13	-	-	PUNCT
ajase-4693	250	14	shaped	shape	VERB
ajase-4693	250	15	and	and	CCONJ
ajase-4693	250	16	symmetrical	symmetrical	ADJ
ajase-4693	250	17	.	.	PUNCT
ajase-4693	251	1	nonetheless	nonetheless	ADV
ajase-4693	251	2	,	,	PUNCT
ajase-4693	251	3	the	the	DET
ajase-4693	251	4	t	t	NOUN
ajase-4693	251	5	-	-	PUNCT
ajase-4693	251	6	distribution	distribution	NOUN
ajase-4693	251	7	is	be	AUX
ajase-4693	251	8	more	more	ADV
ajase-4693	251	9	likely	likely	ADJ
ajase-4693	251	10	to	to	PART
ajase-4693	251	11	yield	yield	VERB
ajase-4693	251	12	values	value	NOUN
ajase-4693	251	13	that	that	PRON
ajase-4693	251	14	deviate	deviate	VERB
ajase-4693	251	15	significantly	significantly	ADV
ajase-4693	251	16	from	from	ADP
ajase-4693	251	17	its	its	PRON
ajase-4693	251	18	mean	mean	NOUN
ajase-4693	251	19	due	due	ADP
ajase-4693	251	20	to	to	ADP
ajase-4693	251	21	its	its	PRON
ajase-4693	251	22	thicker	thick	ADJ
ajase-4693	251	23	tails	tail	NOUN
ajase-4693	251	24	.	.	PUNCT
ajase-4693	252	1	we	we	PRON
ajase-4693	252	2	decided	decide	VERB
ajase-4693	252	3	to	to	PART
ajase-4693	252	4	use	use	VERB
ajase-4693	252	5	the	the	DET
ajase-4693	252	6	normal	normal	ADJ
ajase-4693	252	7	distribution	distribution	NOUN
ajase-4693	252	8	and	and	CCONJ
ajase-4693	252	9	t	t	NOUN
ajase-4693	252	10	-	-	PUNCT
ajase-4693	252	11	distribution	distribution	NOUN
ajase-4693	252	12	to	to	PART
ajase-4693	252	13	suit	suit	VERB
ajase-4693	252	14	the	the	DET
ajase-4693	252	15	volatility	volatility	NOUN
ajase-4693	252	16	models	model	NOUN
ajase-4693	252	17	because	because	SCONJ
ajase-4693	252	18	we	we	PRON
ajase-4693	252	19	are	be	AUX
ajase-4693	252	20	unable	unable	ADJ
ajase-4693	252	21	to	to	PART
ajase-4693	252	22	completely	completely	ADV
ajase-4693	252	23	dismiss	dismiss	VERB
ajase-4693	252	24	the	the	DET
ajase-4693	252	25	normal	normal	ADJ
ajase-4693	252	26	distribution	distribution	NOUN
ajase-4693	252	27	in	in	ADP
ajase-4693	252	28	this	this	DET
ajase-4693	252	29	investigation	investigation	NOUN
ajase-4693	252	30	.	.	PUNCT
ajase-4693	253	1	figure	figure	VERB
ajase-4693	253	2	4	4	NUM
ajase-4693	253	3	:	:	PUNCT
ajase-4693	253	4	qq	qq	NOUN
ajase-4693	253	5	plot	plot	NOUN
ajase-4693	253	6	for	for	ADP
ajase-4693	253	7	normal	normal	ADJ
ajase-4693	253	8	distribution	distribution	NOUN
ajase-4693	253	9	figure	figure	NOUN
ajase-4693	253	10	5	5	NUM
ajase-4693	253	11	:	:	PUNCT
ajase-4693	253	12	qq	qq	NUM
ajase-4693	253	13	plot	plot	NOUN
ajase-4693	253	14	for	for	ADP
ajase-4693	253	15	student	student	NOUN
ajase-4693	253	16	t	t	NOUN
ajase-4693	253	17	distribution	distribution	NOUN
ajase-4693	253	18	volatility	volatility	NOUN
ajase-4693	253	19	clustering	cluster	VERB
ajase-4693	253	20	return	return	NOUN
ajase-4693	253	21	series	series	NOUN
ajase-4693	253	22	fail	fail	VERB
ajase-4693	253	23	to	to	PART
ajase-4693	253	24	follow	follow	VERB
ajase-4693	253	25	the	the	DET
ajase-4693	253	26	financial	financial	ADJ
ajase-4693	253	27	stylized	stylize	VERB
ajase-4693	253	28	facts	fact	NOUN
ajase-4693	253	29	.	.	PUNCT
ajase-4693	254	1	hence	hence	ADV
ajase-4693	254	2	improving	improve	VERB
ajase-4693	254	3	arima	arima	NOUN
ajase-4693	254	4	model	model	NOUN
ajase-4693	254	5	by	by	ADP
ajase-4693	254	6	using	use	VERB
ajase-4693	254	7	garch	garch	NOUN
ajase-4693	254	8	(	(	PUNCT
ajase-4693	254	9	generalized	generalize	VERB
ajase-4693	254	10	auto	auto	NOUN
ajase-4693	254	11	regressive	regressive	ADJ
ajase-4693	254	12	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	254	13	)	)	PUNCT
ajase-4693	254	14	types	type	NOUN
ajase-4693	254	15	model	model	NOUN
ajase-4693	254	16	.	.	PUNCT
ajase-4693	254	17	table	table	NOUN
ajase-4693	254	18	2	2	NUM
ajase-4693	254	19	:	:	PUNCT
ajase-4693	254	20	jarque	jarque	NOUN
ajase-4693	254	21	bera	bera	PROPN
ajase-4693	254	22	test	test	NOUN
ajase-4693	254	23	,	,	PUNCT
ajase-4693	254	24	skewness	skewness	NOUN
ajase-4693	254	25	,	,	PUNCT
ajase-4693	254	26	kurtosis	kurtosis	NOUN
ajase-4693	254	27	for	for	ADP
ajase-4693	254	28	checking	check	VERB
ajase-4693	254	29	normality	normality	NOUN
ajase-4693	254	30	x	x	NOUN
ajase-4693	254	31	-	-	VERB
ajase-4693	254	32	squared	square	VERB
ajase-4693	254	33	p	p	NOUN
ajase-4693	254	34	-	-	PUNCT
ajase-4693	254	35	value	value	NOUN
ajase-4693	254	36	jarque	jarque	NOUN
ajase-4693	254	37	bera	bera	NOUN
ajase-4693	254	38	test	test	NOUN
ajase-4693	254	39	1072872	1072872	NUM
ajase-4693	254	40	0.0000	0.0000	NUM
ajase-4693	254	41	skewness	skewness	NOUN
ajase-4693	254	42	-1.537876	-1.537876	NOUN
ajase-4693	254	43	kurtosis	kurtosis	NOUN
ajase-4693	254	44	70.87588	70.87588	NUM
ajase-4693	254	45	source	source	NOUN
ajase-4693	254	46	:	:	PUNCT
ajase-4693	254	47	author	author	NOUN
ajase-4693	254	48	’s	’s	PART
ajase-4693	254	49	estimation	estimation	NOUN
ajase-4693	254	50	using	use	VERB
ajase-4693	254	51	r	r	NOUN
ajase-4693	254	52	4.4.1	4.4.1	NUM
ajase-4693	254	53	figure	figure	NOUN
ajase-4693	254	54	6	6	NUM
ajase-4693	254	55	:	:	PUNCT
ajase-4693	254	56	volatility	volatility	NOUN
ajase-4693	254	57	clustering	clustering	NOUN
ajase-4693	254	58	plot	plot	NOUN
ajase-4693	254	59	pa	pa	PROPN
ajase-4693	254	60	ge	ge	PROPN
ajase-4693	254	61	48	48	NUM
ajase-4693	254	62	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	254	63	am	be	AUX
ajase-4693	254	64	.	.	PUNCT
ajase-4693	255	1	j.	j.	PROPN
ajase-4693	255	2	appl	appl	PROPN
ajase-4693	255	3	.	.	PROPN
ajase-4693	256	1	stat	stat	PROPN
ajase-4693	256	2	.	.	PUNCT
ajase-4693	257	1	econ	econ	PROPN
ajase-4693	257	2	.	.	PUNCT
ajase-4693	258	1	4(1	4(1	X
ajase-4693	258	2	)	)	PUNCT
ajase-4693	259	1	41	41	NUM
ajase-4693	259	2	-	-	SYM
ajase-4693	259	3	57	57	NUM
ajase-4693	259	4	,	,	PUNCT
ajase-4693	259	5	2025	2025	NUM
ajase-4693	259	6	stationary	stationary	ADJ
ajase-4693	259	7	tests	test	NOUN
ajase-4693	259	8	to	to	PART
ajase-4693	259	9	investigate	investigate	VERB
ajase-4693	259	10	whether	whether	SCONJ
ajase-4693	259	11	the	the	DET
ajase-4693	259	12	return	return	NOUN
ajase-4693	259	13	series	series	NOUN
ajase-4693	259	14	are	be	AUX
ajase-4693	259	15	stationary	stationary	ADJ
ajase-4693	259	16	,	,	PUNCT
ajase-4693	259	17	the	the	DET
ajase-4693	259	18	augmented	augment	VERB
ajase-4693	259	19	dickey	dickey	NOUN
ajase-4693	259	20	-	-	PUNCT
ajase-4693	259	21	fuller	full	ADJ
ajase-4693	259	22	(	(	PUNCT
ajase-4693	259	23	adf	adf	NOUN
ajase-4693	259	24	)	)	PUNCT
ajase-4693	259	25	test	test	NOUN
ajase-4693	259	26	was	be	AUX
ajase-4693	259	27	applied	apply	VERB
ajase-4693	259	28	.	.	PUNCT
ajase-4693	260	1	the	the	DET
ajase-4693	260	2	hypothesis	hypothesis	NOUN
ajase-4693	260	3	was	be	AUX
ajase-4693	260	4	such	such	ADJ
ajase-4693	260	5	that	that	SCONJ
ajase-4693	260	6	:	:	PUNCT
ajase-4693	260	7	h0	h0	NOUN
ajase-4693	260	8	:	:	PUNCT
ajase-4693	260	9	non	non	X
ajase-4693	260	10	stationary	stationary	ADJ
ajase-4693	260	11	versus	versus	ADP
ajase-4693	260	12	h1	h1	PROPN
ajase-4693	260	13	:	:	PUNCT
ajase-4693	260	14	stationary	stationary	ADJ
ajase-4693	260	15	.	.	PUNCT
ajase-4693	261	1	the	the	DET
ajase-4693	261	2	p	p	NOUN
ajase-4693	261	3	-	-	PUNCT
ajase-4693	261	4	value	value	NOUN
ajase-4693	261	5	is	be	AUX
ajase-4693	261	6	<	<	X
ajase-4693	261	7	0.05	0.05	NUM
ajase-4693	261	8	.	.	PUNCT
ajase-4693	262	1	this	this	PRON
ajase-4693	262	2	allows	allow	VERB
ajase-4693	262	3	the	the	DET
ajase-4693	262	4	rejection	rejection	NOUN
ajase-4693	262	5	of	of	ADP
ajase-4693	262	6	the	the	DET
ajase-4693	262	7	null	null	ADJ
ajase-4693	262	8	hypothesis	hypothesis	NOUN
ajase-4693	262	9	.	.	PUNCT
ajase-4693	263	1	to	to	PART
ajase-4693	263	2	confirm	confirm	VERB
ajase-4693	263	3	the	the	DET
ajase-4693	263	4	results	result	NOUN
ajase-4693	263	5	above	above	ADV
ajase-4693	263	6	,	,	PUNCT
ajase-4693	263	7	we	we	PRON
ajase-4693	263	8	use	use	VERB
ajase-4693	263	9	the	the	DET
ajase-4693	263	10	philips	philips	PROPN
ajase-4693	263	11	perron	perron	X
ajase-4693	263	12	(	(	PUNCT
ajase-4693	263	13	pp	pp	PROPN
ajase-4693	263	14	)	)	PUNCT
ajase-4693	263	15	test	test	NOUN
ajase-4693	263	16	which	which	PRON
ajase-4693	263	17	is	be	AUX
ajase-4693	263	18	a	a	DET
ajase-4693	263	19	non	non	ADJ
ajase-4693	263	20	-	-	ADJ
ajase-4693	263	21	parametric	parametric	ADJ
ajase-4693	263	22	correction	correction	NOUN
ajase-4693	263	23	to	to	PART
ajase-4693	263	24	adf	adf	VERB
ajase-4693	263	25	to	to	PART
ajase-4693	263	26	account	account	NOUN
ajase-4693	263	27	for	for	ADP
ajase-4693	263	28	autocorrelation	autocorrelation	NOUN
ajase-4693	263	29	associated	associate	VERB
ajase-4693	263	30	with	with	ADP
ajase-4693	263	31	breaks	break	NOUN
ajase-4693	263	32	in	in	ADP
ajase-4693	263	33	the	the	DET
ajase-4693	263	34	data	datum	NOUN
ajase-4693	263	35	.	.	PUNCT
ajase-4693	264	1	as	as	SCONJ
ajase-4693	264	2	the	the	DET
ajase-4693	264	3	test	test	NOUN
ajase-4693	264	4	values	value	NOUN
ajase-4693	264	5	are	be	AUX
ajase-4693	264	6	lower	low	ADJ
ajase-4693	264	7	than	than	ADP
ajase-4693	264	8	the	the	DET
ajase-4693	264	9	critical	critical	ADJ
ajase-4693	264	10	values	value	NOUN
ajase-4693	264	11	by	by	ADP
ajase-4693	264	12	choosing	choose	VERB
ajase-4693	264	13	the	the	DET
ajase-4693	264	14	1	1	NUM
ajase-4693	264	15	%	%	NOUN
ajase-4693	264	16	confidence	confidence	NOUN
ajase-4693	264	17	level	level	NOUN
ajase-4693	264	18	,	,	PUNCT
ajase-4693	264	19	it	it	PRON
ajase-4693	264	20	can	can	AUX
ajase-4693	264	21	be	be	AUX
ajase-4693	264	22	certainly	certainly	ADV
ajase-4693	264	23	confirmed	confirm	VERB
ajase-4693	264	24	that	that	SCONJ
ajase-4693	264	25	the	the	DET
ajase-4693	264	26	null	null	ADJ
ajase-4693	264	27	hypothesis	hypothesis	NOUN
ajase-4693	264	28	is	be	AUX
ajase-4693	264	29	rejected	reject	VERB
ajase-4693	264	30	and	and	CCONJ
ajase-4693	264	31	the	the	DET
ajase-4693	264	32	crude	crude	ADJ
ajase-4693	264	33	oil	oil	NOUN
ajase-4693	264	34	returns	return	NOUN
ajase-4693	264	35	series	series	NOUN
ajase-4693	264	36	is	be	AUX
ajase-4693	264	37	stationary	stationary	ADJ
ajase-4693	264	38	.	.	PUNCT
ajase-4693	264	39	table	table	NOUN
ajase-4693	264	40	3	3	NUM
ajase-4693	264	41	:	:	PUNCT
ajase-4693	264	42	stationary	stationary	ADJ
ajase-4693	264	43	test	test	NOUN
ajase-4693	264	44	augmented	augment	VERB
ajase-4693	264	45	dickey	dickey	PROPN
ajase-4693	264	46	fuller	full	ADJ
ajase-4693	264	47	(	(	PUNCT
ajase-4693	264	48	adf	adf	NOUN
ajase-4693	264	49	)	)	PUNCT
ajase-4693	264	50	estimate	estimate	VERB
ajase-4693	264	51	t	t	NOUN
ajase-4693	264	52	-	-	PUNCT
ajase-4693	264	53	statistic	statistic	NOUN
ajase-4693	264	54	prob	prob	NOUN
ajase-4693	264	55	.	.	PUNCT
ajase-4693	265	1	test	test	NOUN
ajase-4693	265	2	critical	critical	ADJ
ajase-4693	265	3	values	value	NOUN
ajase-4693	265	4	(	(	PUNCT
ajase-4693	265	5	1	1	NUM
ajase-4693	265	6	%	%	NOUN
ajase-4693	265	7	level	level	NOUN
ajase-4693	265	8	)	)	PUNCT
ajase-4693	265	9	intercept	intercept	VERB
ajase-4693	265	10	4.26797	4.26797	NUM
ajase-4693	265	11	2.693	2.693	NUM
ajase-4693	265	12	0.00768	0.00768	NUM
ajase-4693	265	13	-3.46	-3.46	NUM
ajase-4693	265	14	z.lag.1	z.lag.1	PROPN
ajase-4693	265	15	-0.05367	-0.05367	X
ajase-4693	265	16	-2.797	-2.797	PROPN
ajase-4693	266	1	0.00567	0.00567	NUM
ajase-4693	266	2	z.diff.lag	z.diff.lag	NUM
ajase-4693	266	3	0.30584	0.30584	NUM
ajase-4693	266	4	4.509	4.509	NUM
ajase-4693	266	5	1.11e-05	1.11e-05	NUM
ajase-4693	266	6	f	f	X
ajase-4693	266	7	-	-	PUNCT
ajase-4693	266	8	statistics	statistic	NOUN
ajase-4693	266	9	12.54	12.54	NUM
ajase-4693	266	10	phillips	phillip	NOUN
ajase-4693	266	11	-	-	PUNCT
ajase-4693	266	12	perron	perron	PROPN
ajase-4693	266	13	unit	unit	NOUN
ajase-4693	266	14	root	root	PROPN
ajase-4693	266	15	test	test	PROPN
ajase-4693	266	16	dickey	dickey	NOUN
ajase-4693	266	17	-	-	PUNCT
ajase-4693	266	18	fuller	full	ADJ
ajase-4693	266	19	=	=	NOUN
ajase-4693	266	20	-70.883	-70.883	PUNCT
ajase-4693	266	21	p	p	X
ajase-4693	266	22	_	_	NOUN
ajase-4693	266	23	value	value	NOUN
ajase-4693	266	24	=	=	SYM
ajase-4693	266	25	0.01	0.01	NUM
ajase-4693	266	26	source	source	NOUN
ajase-4693	266	27	:	:	PUNCT
ajase-4693	266	28	author	author	NOUN
ajase-4693	266	29	’s	’s	PART
ajase-4693	266	30	estimation	estimation	NOUN
ajase-4693	266	31	using	use	VERB
ajase-4693	266	32	r	r	NOUN
ajase-4693	266	33	4.4.1	4.4.1	NUM
ajase-4693	266	34	presence	presence	NOUN
ajase-4693	266	35	of	of	ADP
ajase-4693	266	36	volatility	volatility	NOUN
ajase-4693	266	37	we	we	PRON
ajase-4693	266	38	check	check	VERB
ajase-4693	266	39	the	the	DET
ajase-4693	266	40	presence	presence	NOUN
ajase-4693	266	41	of	of	ADP
ajase-4693	266	42	volatility	volatility	NOUN
ajase-4693	266	43	using	use	VERB
ajase-4693	266	44	time	time	NOUN
ajase-4693	266	45	series	series	PROPN
ajase-4693	266	46	plot	plot	NOUN
ajase-4693	266	47	for	for	ADP
ajase-4693	266	48	log	log	NOUN
ajase-4693	266	49	returns	return	NOUN
ajase-4693	266	50	,	,	PUNCT
ajase-4693	266	51	square	square	ADJ
ajase-4693	266	52	returns	return	NOUN
ajase-4693	266	53	,	,	PUNCT
ajase-4693	266	54	and	and	CCONJ
ajase-4693	266	55	absolute	absolute	ADJ
ajase-4693	266	56	returns	return	NOUN
ajase-4693	266	57	.	.	PUNCT
ajase-4693	267	1	this	this	DET
ajase-4693	267	2	part	part	NOUN
ajase-4693	267	3	of	of	ADP
ajase-4693	267	4	investigating	investigate	VERB
ajase-4693	267	5	the	the	DET
ajase-4693	267	6	crude	crude	ADJ
ajase-4693	267	7	oil	oil	NOUN
ajase-4693	267	8	return	return	NOUN
ajase-4693	267	9	series	series	NOUN
ajase-4693	267	10	represents	represent	VERB
ajase-4693	267	11	a	a	DET
ajase-4693	267	12	special	special	ADJ
ajase-4693	267	13	place	place	NOUN
ajase-4693	267	14	in	in	ADP
ajase-4693	267	15	quantitative	quantitative	ADJ
ajase-4693	267	16	research	research	NOUN
ajase-4693	267	17	,	,	PUNCT
ajase-4693	267	18	because	because	SCONJ
ajase-4693	267	19	useful	useful	ADJ
ajase-4693	267	20	information	information	NOUN
ajase-4693	267	21	could	could	AUX
ajase-4693	267	22	be	be	AUX
ajase-4693	267	23	found	find	VERB
ajase-4693	267	24	for	for	ADP
ajase-4693	267	25	testing	test	VERB
ajase-4693	267	26	the	the	DET
ajase-4693	267	27	stationary	stationary	ADJ
ajase-4693	267	28	hypothesis	hypothesis	NOUN
ajase-4693	267	29	,	,	PUNCT
ajase-4693	267	30	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	267	31	effect	effect	NOUN
ajase-4693	267	32	and	and	CCONJ
ajase-4693	267	33	by	by	ADP
ajase-4693	267	34	the	the	DET
ajase-4693	267	35	descriptive	descriptive	ADJ
ajase-4693	267	36	statistical	statistical	ADJ
ajase-4693	267	37	information	information	NOUN
ajase-4693	267	38	about	about	ADP
ajase-4693	267	39	the	the	DET
ajase-4693	267	40	average	average	ADJ
ajase-4693	267	41	,	,	PUNCT
ajase-4693	267	42	variance	variance	NOUN
ajase-4693	267	43	,	,	PUNCT
ajase-4693	267	44	asymmetry	asymmetry	NOUN
ajase-4693	267	45	indicators	indicator	NOUN
ajase-4693	267	46	and	and	CCONJ
ajase-4693	267	47	the	the	DET
ajase-4693	267	48	type	type	NOUN
ajase-4693	267	49	of	of	ADP
ajase-4693	267	50	distributions	distribution	NOUN
ajase-4693	267	51	,	,	PUNCT
ajase-4693	267	52	before	before	ADP
ajase-4693	267	53	applying	apply	VERB
ajase-4693	267	54	the	the	DET
ajase-4693	267	55	desired	desire	VERB
ajase-4693	267	56	models	model	NOUN
ajase-4693	267	57	of	of	ADP
ajase-4693	267	58	estimating	estimate	VERB
ajase-4693	267	59	and	and	CCONJ
ajase-4693	267	60	predicting	predict	VERB
ajase-4693	267	61	the	the	DET
ajase-4693	267	62	conditional	conditional	ADJ
ajase-4693	267	63	volatility	volatility	NOUN
ajase-4693	267	64	of	of	ADP
ajase-4693	267	65	these	these	DET
ajase-4693	267	66	returns	return	NOUN
ajase-4693	267	67	.	.	PUNCT
ajase-4693	268	1	from	from	ADP
ajase-4693	268	2	this	this	DET
ajase-4693	268	3	point	point	NOUN
ajase-4693	268	4	of	of	ADP
ajase-4693	268	5	view	view	NOUN
ajase-4693	268	6	,	,	PUNCT
ajase-4693	268	7	this	this	DET
ajase-4693	268	8	study	study	NOUN
ajase-4693	268	9	aligned	align	VERB
ajase-4693	268	10	with	with	ADP
ajase-4693	268	11	the	the	DET
ajase-4693	268	12	preferred	preferred	ADJ
ajase-4693	268	13	tools	tool	NOUN
ajase-4693	268	14	of	of	ADP
ajase-4693	268	15	analysis	analysis	NOUN
ajase-4693	268	16	the	the	DET
ajase-4693	268	17	oil	oil	NOUN
ajase-4693	268	18	return	return	NOUN
ajase-4693	268	19	series	series	NOUN
ajase-4693	268	20	used	use	VERB
ajase-4693	268	21	by	by	ADP
ajase-4693	268	22	yildirim	yildirim	PROPN
ajase-4693	268	23	(	(	PUNCT
ajase-4693	268	24	2017	2017	NUM
ajase-4693	268	25	)	)	PUNCT
ajase-4693	268	26	;	;	PUNCT
ajase-4693	269	1	zhang	zhang	PROPN
ajase-4693	269	2	et	et	PROPN
ajase-4693	269	3	al	al	PROPN
ajase-4693	269	4	.	.	PROPN
ajase-4693	270	1	(	(	PUNCT
ajase-4693	270	2	2019	2019	NUM
ajase-4693	270	3	)	)	PUNCT
ajase-4693	270	4	;	;	PUNCT
ajase-4693	270	5	haque	haque	PROPN
ajase-4693	270	6	and	and	CCONJ
ajase-4693	270	7	shaik	shaik	PROPN
ajase-4693	270	8	(	(	PUNCT
ajase-4693	270	9	2021	2021	NUM
ajase-4693	270	10	)	)	PUNCT
ajase-4693	270	11	or	or	CCONJ
ajase-4693	270	12	mohammadi	mohammadi	NOUN
ajase-4693	270	13	and	and	CCONJ
ajase-4693	270	14	su	su	PROPN
ajase-4693	270	15	(	(	PUNCT
ajase-4693	270	16	2010	2010	NUM
ajase-4693	270	17	)	)	PUNCT
ajase-4693	270	18	.	.	PUNCT
ajase-4693	271	1	the	the	DET
ajase-4693	271	2	next	next	ADJ
ajase-4693	271	3	step	step	NOUN
ajase-4693	271	4	was	be	AUX
ajase-4693	271	5	to	to	PART
ajase-4693	271	6	identify	identify	VERB
ajase-4693	271	7	the	the	DET
ajase-4693	271	8	presence	presence	NOUN
ajase-4693	271	9	of	of	ADP
ajase-4693	271	10	arch	arch	ADJ
ajase-4693	271	11	terms	term	NOUN
ajase-4693	271	12	,	,	PUNCT
ajase-4693	271	13	thus	thus	ADV
ajase-4693	271	14	testing	test	VERB
ajase-4693	271	15	the	the	DET
ajase-4693	271	16	level	level	NOUN
ajase-4693	271	17	of	of	ADP
ajase-4693	271	18	increased	increase	VERB
ajase-4693	271	19	probability	probability	NOUN
ajase-4693	271	20	of	of	ADP
ajase-4693	271	21	arch	arch	ADJ
ajase-4693	271	22	effects	effect	NOUN
ajase-4693	271	23	(	(	PUNCT
ajase-4693	271	24	q	q	NOUN
ajase-4693	271	25	)	)	PUNCT
ajase-4693	271	26	.	.	PUNCT
ajase-4693	272	1	this	this	PRON
ajase-4693	272	2	plays	play	VERB
ajase-4693	272	3	an	an	DET
ajase-4693	272	4	important	important	ADJ
ajase-4693	272	5	role	role	NOUN
ajase-4693	272	6	in	in	ADP
ajase-4693	272	7	the	the	DET
ajase-4693	272	8	use	use	NOUN
ajase-4693	272	9	of	of	ADP
ajase-4693	272	10	arch	arch	ADJ
ajase-4693	272	11	-	-	PUNCT
ajase-4693	272	12	garch	garch	NOUN
ajase-4693	272	13	models	model	NOUN
ajase-4693	272	14	and	and	CCONJ
ajase-4693	272	15	the	the	DET
ajase-4693	272	16	manner	manner	NOUN
ajase-4693	272	17	in	in	ADP
ajase-4693	272	18	which	which	PRON
ajase-4693	272	19	the	the	DET
ajase-4693	272	20	analysed	analyse	VERB
ajase-4693	272	21	time	time	NOUN
ajase-4693	272	22	series	series	NOUN
ajase-4693	272	23	can	can	AUX
ajase-4693	272	24	be	be	AUX
ajase-4693	272	25	estimated	estimate	VERB
ajase-4693	272	26	and	and	CCONJ
ajase-4693	272	27	fitted	fit	VERB
ajase-4693	272	28	by	by	ADP
ajase-4693	272	29	these	these	DET
ajase-4693	272	30	models	model	NOUN
ajase-4693	272	31	(	(	PUNCT
ajase-4693	272	32	yi	yi	X
ajase-4693	272	33	et	et	PROPN
ajase-4693	272	34	al	al	PROPN
ajase-4693	272	35	.	.	PROPN
ajase-4693	272	36	,	,	PUNCT
ajase-4693	272	37	2021	2021	NUM
ajase-4693	272	38	;	;	PUNCT
ajase-4693	272	39	sekati	sekati	PROPN
ajase-4693	272	40	et	et	PROPN
ajase-4693	272	41	al	al	PROPN
ajase-4693	272	42	.	.	PROPN
ajase-4693	272	43	,	,	PUNCT
ajase-4693	272	44	2020	2020	NUM
ajase-4693	272	45	;	;	PUNCT
ajase-4693	272	46	oyuna	oyuna	PROPN
ajase-4693	272	47	and	and	CCONJ
ajase-4693	272	48	yasbin	yasbin	NOUN
ajase-4693	272	49	,	,	PUNCT
ajase-4693	272	50	2021	2021	NUM
ajase-4693	272	51	)	)	PUNCT
ajase-4693	272	52	.	.	PUNCT
ajase-4693	273	1	figure	figure	VERB
ajase-4693	273	2	7	7	NUM
ajase-4693	273	3	:	:	PUNCT
ajase-4693	273	4	plot	plot	NOUN
ajase-4693	273	5	of	of	ADP
ajase-4693	273	6	crude	crude	ADJ
ajase-4693	273	7	oil	oil	NOUN
ajase-4693	273	8	price	price	NOUN
ajase-4693	273	9	volatility	volatility	NOUN
ajase-4693	273	10	pa	pa	PROPN
ajase-4693	273	11	ge	ge	PROPN
ajase-4693	273	12	49	49	NUM
ajase-4693	273	13	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	273	14	am	be	AUX
ajase-4693	273	15	.	.	PUNCT
ajase-4693	274	1	j.	j.	PROPN
ajase-4693	274	2	appl	appl	PROPN
ajase-4693	274	3	.	.	PROPN
ajase-4693	275	1	stat	stat	PROPN
ajase-4693	275	2	.	.	PUNCT
ajase-4693	276	1	econ	econ	PROPN
ajase-4693	276	2	.	.	PUNCT
ajase-4693	277	1	4(1	4(1	X
ajase-4693	277	2	)	)	PUNCT
ajase-4693	278	1	41	41	NUM
ajase-4693	278	2	-	-	SYM
ajase-4693	278	3	57	57	NUM
ajase-4693	278	4	,	,	PUNCT
ajase-4693	278	5	2025	2025	NUM
ajase-4693	278	6	presence	presence	NOUN
ajase-4693	278	7	of	of	ADP
ajase-4693	278	8	arch	arch	ADJ
ajase-4693	278	9	(	(	PUNCT
ajase-4693	278	10	q	q	NOUN
ajase-4693	278	11	)	)	PUNCT
ajase-4693	278	12	effects	effect	NOUN
ajase-4693	278	13	figure	figure	VERB
ajase-4693	278	14	7	7	NUM
ajase-4693	278	15	sows	sow	VERB
ajase-4693	278	16	the	the	DET
ajase-4693	278	17	returns	return	NOUN
ajase-4693	278	18	(	(	PUNCT
ajase-4693	278	19	square	square	ADJ
ajase-4693	278	20	and	and	CCONJ
ajase-4693	278	21	absolute	absolute	ADJ
ajase-4693	278	22	)	)	PUNCT
ajase-4693	278	23	show	show	VERB
ajase-4693	278	24	high	high	ADJ
ajase-4693	278	25	level	level	NOUN
ajase-4693	278	26	of	of	ADP
ajase-4693	278	27	auto	auto	NOUN
ajase-4693	278	28	-	-	PUNCT
ajase-4693	278	29	correlation	correlation	NOUN
ajase-4693	278	30	.	.	PUNCT
ajase-4693	279	1	we	we	PRON
ajase-4693	279	2	double	double	VERB
ajase-4693	279	3	checked	check	VERB
ajase-4693	279	4	present	present	NOUN
ajase-4693	279	5	of	of	ADP
ajase-4693	279	6	auto	auto	NOUN
ajase-4693	279	7	-	-	PUNCT
ajase-4693	279	8	correlation	correlation	NOUN
ajase-4693	279	9	in	in	ADP
ajase-4693	279	10	square	square	ADJ
ajase-4693	279	11	returns	return	NOUN
ajase-4693	279	12	by	by	ADP
ajase-4693	279	13	applying	apply	VERB
ajase-4693	279	14	ljung	ljung	ADJ
ajase-4693	279	15	-	-	PUNCT
ajase-4693	279	16	box	box	NOUN
ajase-4693	279	17	test	test	NOUN
ajase-4693	279	18	on	on	ADP
ajase-4693	279	19	square	square	ADJ
ajase-4693	279	20	returns	return	NOUN
ajase-4693	279	21	and	and	CCONJ
ajase-4693	279	22	the	the	DET
ajase-4693	279	23	p	p	NOUN
ajase-4693	279	24	-	-	PUNCT
ajase-4693	279	25	value	value	NOUN
ajase-4693	279	26	(	(	PUNCT
ajase-4693	279	27	0.0000	0.0000	NUM
ajase-4693	279	28	)	)	PUNCT
ajase-4693	279	29	is	be	AUX
ajase-4693	279	30	<	<	X
ajase-4693	279	31	0.05	0.05	NUM
ajase-4693	279	32	which	which	PRON
ajase-4693	279	33	indicated	indicate	VERB
ajase-4693	279	34	that	that	SCONJ
ajase-4693	279	35	the	the	DET
ajase-4693	279	36	data	data	NOUN
ajase-4693	279	37	is	be	AUX
ajase-4693	279	38	not	not	PART
ajase-4693	279	39	independent	independent	ADJ
ajase-4693	279	40	.	.	PUNCT
ajase-4693	280	1	the	the	DET
ajase-4693	280	2	null	null	ADJ
ajase-4693	280	3	hypothesis	hypothesis	NOUN
ajase-4693	280	4	was	be	AUX
ajase-4693	280	5	rejected	reject	VERB
ajase-4693	280	6	which	which	PRON
ajase-4693	280	7	means	mean	VERB
ajase-4693	280	8	auto	auto	NOUN
ajase-4693	280	9	correlation	correlation	NOUN
ajase-4693	280	10	is	be	AUX
ajase-4693	280	11	present	present	ADJ
ajase-4693	280	12	.	.	PUNCT
ajase-4693	281	1	the	the	DET
ajase-4693	281	2	lagrange	lagrange	PROPN
ajase-4693	281	3	multiplier	multiplier	ADV
ajase-4693	281	4	(	(	PUNCT
ajase-4693	281	5	lm	lm	INTJ
ajase-4693	281	6	)	)	PUNCT
ajase-4693	281	7	test	test	NOUN
ajase-4693	281	8	by	by	ADP
ajase-4693	281	9	engle	engle	PROPN
ajase-4693	281	10	(	(	PUNCT
ajase-4693	281	11	1982	1982	NUM
ajase-4693	281	12	)	)	PUNCT
ajase-4693	281	13	was	be	AUX
ajase-4693	281	14	applied	apply	VERB
ajase-4693	281	15	to	to	ADP
ajase-4693	281	16	the	the	DET
ajase-4693	281	17	residuals	residual	NOUN
ajase-4693	281	18	of	of	ADP
ajase-4693	281	19	simple	simple	ADJ
ajase-4693	281	20	time	time	NOUN
ajase-4693	281	21	series	series	NOUN
ajase-4693	281	22	models	model	NOUN
ajase-4693	281	23	.	.	PUNCT
ajase-4693	282	1	the	the	DET
ajase-4693	282	2	arch	arch	ADJ
ajase-4693	282	3	-	-	PUNCT
ajase-4693	282	4	lm	lm	NOUN
ajase-4693	282	5	tests	test	NOUN
ajase-4693	282	6	results	result	NOUN
ajase-4693	282	7	provided	provide	VERB
ajase-4693	282	8	strong	strong	ADJ
ajase-4693	282	9	evidence	evidence	NOUN
ajase-4693	282	10	for	for	ADP
ajase-4693	282	11	rejecting	reject	VERB
ajase-4693	282	12	the	the	DET
ajase-4693	282	13	null	null	ADJ
ajase-4693	282	14	hypothesis	hypothesis	NOUN
ajase-4693	282	15	as	as	SCONJ
ajase-4693	282	16	shown	show	VERB
ajase-4693	282	17	in	in	ADP
ajase-4693	282	18	table	table	NOUN
ajase-4693	282	19	4	4	NUM
ajase-4693	282	20	.	.	PUNCT
ajase-4693	283	1	implicitly	implicitly	ADV
ajase-4693	283	2	,	,	PUNCT
ajase-4693	283	3	the	the	DET
ajase-4693	283	4	associated	associated	ADJ
ajase-4693	283	5	p	p	NOUN
ajase-4693	283	6	-	-	PUNCT
ajase-4693	283	7	value	value	NOUN
ajase-4693	283	8	,	,	PUNCT
ajase-4693	283	9	which	which	PRON
ajase-4693	283	10	is	be	AUX
ajase-4693	283	11	lower	low	ADJ
ajase-4693	283	12	than	than	ADP
ajase-4693	283	13	the	the	DET
ajase-4693	283	14	5	5	NUM
ajase-4693	283	15	%	%	NOUN
ajase-4693	283	16	confidence	confidence	NOUN
ajase-4693	283	17	level	level	NOUN
ajase-4693	283	18	indicates	indicate	VERB
ajase-4693	283	19	that	that	SCONJ
ajase-4693	283	20	arch	arch	ADJ
ajase-4693	283	21	effects	effect	NOUN
ajase-4693	283	22	exist	exist	VERB
ajase-4693	283	23	;	;	PUNCT
ajase-4693	283	24	hence	hence	ADV
ajase-4693	283	25	,	,	PUNCT
ajase-4693	283	26	an	an	DET
ajase-4693	283	27	arch	arch	ADJ
ajase-4693	283	28	or	or	CCONJ
ajase-4693	283	29	garch	garch	NOUN
ajase-4693	283	30	model	model	NOUN
ajase-4693	283	31	should	should	AUX
ajase-4693	283	32	be	be	AUX
ajase-4693	283	33	employed	employ	VERB
ajase-4693	283	34	in	in	ADP
ajase-4693	283	35	modeling	model	VERB
ajase-4693	283	36	the	the	DET
ajase-4693	283	37	return	return	NOUN
ajase-4693	283	38	time	time	NOUN
ajase-4693	283	39	series	series	NOUN
ajase-4693	283	40	.	.	PUNCT
ajase-4693	284	1	this	this	DET
ajase-4693	284	2	fact	fact	NOUN
ajase-4693	284	3	is	be	AUX
ajase-4693	284	4	also	also	ADV
ajase-4693	284	5	observed	observe	VERB
ajase-4693	284	6	at	at	ADP
ajase-4693	284	7	the	the	DET
ajase-4693	284	8	p	p	NOUN
ajase-4693	284	9	-	-	PUNCT
ajase-4693	284	10	value	value	NOUN
ajase-4693	284	11	of	of	ADP
ajase-4693	284	12	lagged	lag	VERB
ajase-4693	284	13	squared	square	VERB
ajase-4693	284	14	error	error	NOUN
ajase-4693	284	15	terms	term	NOUN
ajase-4693	284	16	(	(	PUNCT
ajase-4693	284	17	0.000	0.000	NUM
ajase-4693	284	18	)	)	PUNCT
ajase-4693	284	19	that	that	PRON
ajase-4693	284	20	is	be	AUX
ajase-4693	284	21	less	less	ADJ
ajase-4693	284	22	than	than	ADP
ajase-4693	284	23	5	5	NUM
ajase-4693	284	24	%	%	NOUN
ajase-4693	284	25	confidence	confidence	NOUN
ajase-4693	284	26	level	level	NOUN
ajase-4693	284	27	and	and	CCONJ
ajase-4693	284	28	indicates	indicate	VERB
ajase-4693	284	29	the	the	DET
ajase-4693	284	30	same	same	ADJ
ajase-4693	284	31	type	type	NOUN
ajase-4693	284	32	of	of	ADP
ajase-4693	284	33	conclusion	conclusion	NOUN
ajase-4693	284	34	:	:	PUNCT
ajase-4693	284	35	the	the	DET
ajase-4693	284	36	presence	presence	NOUN
ajase-4693	284	37	of	of	ADP
ajase-4693	284	38	arch	arch	ADJ
ajase-4693	284	39	effects	effect	NOUN
ajase-4693	284	40	in	in	ADP
ajase-4693	284	41	the	the	DET
ajase-4693	284	42	oil	oil	NOUN
ajase-4693	284	43	return	return	NOUN
ajase-4693	284	44	series	series	NOUN
ajase-4693	284	45	.	.	PUNCT
ajase-4693	285	1	figure	figure	VERB
ajase-4693	285	2	8	8	NUM
ajase-4693	285	3	:	:	PUNCT
ajase-4693	285	4	checking	check	VERB
ajase-4693	285	5	autocorrelation	autocorrelation	NOUN
ajase-4693	285	6	in	in	ADP
ajase-4693	285	7	return	return	NOUN
ajase-4693	285	8	table	table	NOUN
ajase-4693	285	9	4	4	NUM
ajase-4693	285	10	:	:	PUNCT
ajase-4693	285	11	arch	arch	ADJ
ajase-4693	285	12	effect	effect	NOUN
ajase-4693	285	13	test	test	NOUN
ajase-4693	285	14	variable	variable	ADJ
ajase-4693	285	15	coefficient	coefficient	VERB
ajase-4693	285	16	std.error	std.error	NOUN
ajase-4693	285	17	prob	prob	NOUN
ajase-4693	285	18	.	.	PUNCT
ajase-4693	286	1	c	c	PROPN
ajase-4693	286	2	0.90826	0.90826	NUM
ajase-4693	286	3	0.12440	0.12440	NUM
ajase-4693	286	4	0.0000	0.0000	NUM
ajase-4693	286	5	μ2	μ2	NOUN
ajase-4693	286	6	(	(	PUNCT
ajase-4693	286	7	t-1	t-1	PROPN
ajase-4693	286	8	)	)	PUNCT
ajase-4693	286	9	0.35307	0.35307	NUM
ajase-4693	286	10	0.04198	0.04198	NUM
ajase-4693	286	11	0.0000	0.0000	NUM
ajase-4693	286	12	chi	chi	NOUN
ajase-4693	286	13	-	-	PUNCT
ajase-4693	286	14	squared	square	VERB
ajase-4693	286	15	761.94	761.94	NUM
ajase-4693	286	16	2.2e-16	2.2e-16	PROPN
ajase-4693	286	17	source	source	NOUN
ajase-4693	286	18	:	:	PUNCT
ajase-4693	286	19	author	author	NOUN
ajase-4693	286	20	’s	’s	PART
ajase-4693	286	21	estimation	estimation	NOUN
ajase-4693	286	22	using	use	VERB
ajase-4693	286	23	r	r	PROPN
ajase-4693	286	24	4.4.1	4.4.1	NUM
ajase-4693	286	25	garch	garch	NOUN
ajase-4693	286	26	model	model	NOUN
ajase-4693	286	27	to	to	PART
ajase-4693	286	28	get	get	VERB
ajase-4693	286	29	a	a	DET
ajase-4693	286	30	precise	precise	ADJ
ajase-4693	286	31	assessment	assessment	NOUN
ajase-4693	286	32	of	of	ADP
ajase-4693	286	33	the	the	DET
ajase-4693	286	34	volatility	volatility	NOUN
ajase-4693	286	35	of	of	ADP
ajase-4693	286	36	crude	crude	ADJ
ajase-4693	286	37	oil	oil	NOUN
ajase-4693	286	38	,	,	PUNCT
ajase-4693	286	39	this	this	DET
ajase-4693	286	40	part	part	NOUN
ajase-4693	286	41	used	use	VERB
ajase-4693	286	42	symmetrical	symmetrical	ADJ
ajase-4693	286	43	and	and	CCONJ
ajase-4693	286	44	various	various	ADJ
ajase-4693	286	45	asymmetrical	asymmetrical	ADJ
ajase-4693	286	46	garch	garch	NOUN
ajase-4693	286	47	models	model	NOUN
ajase-4693	286	48	of	of	ADP
ajase-4693	286	49	the	the	DET
ajase-4693	286	50	normal	normal	ADJ
ajase-4693	286	51	and	and	CCONJ
ajase-4693	286	52	student	student	NOUN
ajase-4693	286	53	’s	’s	PART
ajase-4693	286	54	t	t	PROPN
ajase-4693	286	55	distribution	distribution	NOUN
ajase-4693	286	56	innovation	innovation	NOUN
ajase-4693	286	57	.	.	PUNCT
ajase-4693	287	1	the	the	DET
ajase-4693	287	2	garch	garch	NOUN
ajase-4693	287	3	model	model	NOUN
ajase-4693	287	4	(	(	PUNCT
ajase-4693	287	5	p	p	X
ajase-4693	287	6	,	,	PUNCT
ajase-4693	287	7	q	q	NOUN
ajase-4693	287	8	)	)	PUNCT
ajase-4693	287	9	was	be	AUX
ajase-4693	287	10	used	use	VERB
ajase-4693	287	11	to	to	PART
ajase-4693	287	12	examine	examine	VERB
ajase-4693	287	13	two	two	NUM
ajase-4693	287	14	equations	equation	NOUN
ajase-4693	287	15	:	:	PUNCT
ajase-4693	287	16	the	the	DET
ajase-4693	287	17	conditional	conditional	ADJ
ajase-4693	287	18	variance	variance	NOUN
ajase-4693	287	19	and	and	CCONJ
ajase-4693	287	20	the	the	DET
ajase-4693	287	21	conditional	conditional	ADJ
ajase-4693	287	22	mean	mean	NOUN
ajase-4693	287	23	.	.	PUNCT
ajase-4693	288	1	with	with	ADP
ajase-4693	288	2	the	the	DET
ajase-4693	288	3	exception	exception	NOUN
ajase-4693	288	4	of	of	ADP
ajase-4693	288	5	mu	mu	NOUN
ajase-4693	288	6	,	,	PUNCT
ajase-4693	288	7	which	which	PRON
ajase-4693	288	8	is	be	AUX
ajase-4693	288	9	not	not	PART
ajase-4693	288	10	significant	significant	ADJ
ajase-4693	288	11	,	,	PUNCT
ajase-4693	288	12	table	table	NOUN
ajase-4693	288	13	5	5	NUM
ajase-4693	288	14	visual	visual	ADJ
ajase-4693	288	15	representation	representation	NOUN
ajase-4693	288	16	suggests	suggest	VERB
ajase-4693	288	17	that	that	SCONJ
ajase-4693	288	18	all	all	PRON
ajase-4693	288	19	of	of	ADP
ajase-4693	288	20	the	the	DET
ajase-4693	288	21	coefficients	coefficient	NOUN
ajase-4693	288	22	are	be	AUX
ajase-4693	288	23	positive	positive	ADJ
ajase-4693	288	24	and	and	CCONJ
ajase-4693	288	25	highly	highly	ADV
ajase-4693	288	26	statistically	statistically	ADV
ajase-4693	288	27	significant	significant	ADJ
ajase-4693	288	28	(	(	PUNCT
ajase-4693	288	29	5	5	NUM
ajase-4693	288	30	%	%	NOUN
ajase-4693	288	31	p	p	NOUN
ajase-4693	288	32	-	-	PUNCT
ajase-4693	288	33	value	value	NOUN
ajase-4693	288	34	)	)	PUNCT
ajase-4693	288	35	.	.	PUNCT
ajase-4693	289	1	at	at	ADP
ajase-4693	289	2	11981.45	11981.45	NUM
ajase-4693	289	3	,	,	PUNCT
ajase-4693	289	4	the	the	DET
ajase-4693	289	5	log	log	NOUN
ajase-4693	289	6	probability	probability	NOUN
ajase-4693	289	7	return	return	NOUN
ajase-4693	289	8	is	be	AUX
ajase-4693	289	9	positive	positive	ADJ
ajase-4693	289	10	.	.	PUNCT
ajase-4693	290	1	the	the	DET
ajase-4693	290	2	respective	respective	ADJ
ajase-4693	290	3	values	value	NOUN
ajase-4693	290	4	for	for	ADP
ajase-4693	290	5	the	the	DET
ajase-4693	290	6	aic	aic	PROPN
ajase-4693	290	7	,	,	PUNCT
ajase-4693	290	8	bic	bic	PROPN
ajase-4693	290	9	,	,	PUNCT
ajase-4693	290	10	sc	sc	PROPN
ajase-4693	290	11	,	,	PUNCT
ajase-4693	290	12	and	and	CCONJ
ajase-4693	290	13	hq	hq	PROPN
ajase-4693	290	14	are	be	AUX
ajase-4693	290	15	-4.6856	-4.6856	NOUN
ajase-4693	290	16	,	,	PUNCT
ajase-4693	290	17	-4.6792	-4.6792	NOUN
ajase-4693	290	18	,	,	PUNCT
ajase-4693	290	19	-4.6856	-4.6856	NOUN
ajase-4693	290	20	,	,	PUNCT
ajase-4693	290	21	and	and	CCONJ
ajase-4693	290	22	-4.6834	-4.6834	PROPN
ajase-4693	290	23	.	.	PUNCT
ajase-4693	291	1	when	when	SCONJ
ajase-4693	291	2	compared	compare	VERB
ajase-4693	291	3	to	to	ADP
ajase-4693	291	4	other	other	ADJ
ajase-4693	291	5	models	model	NOUN
ajase-4693	291	6	,	,	PUNCT
ajase-4693	291	7	these	these	DET
ajase-4693	291	8	values	value	NOUN
ajase-4693	291	9	are	be	AUX
ajase-4693	291	10	all	all	ADV
ajase-4693	291	11	fairly	fairly	ADV
ajase-4693	291	12	near	near	ADV
ajase-4693	291	13	to	to	ADP
ajase-4693	291	14	one	one	NUM
ajase-4693	291	15	another	another	DET
ajase-4693	291	16	and	and	CCONJ
ajase-4693	291	17	serve	serve	VERB
ajase-4693	291	18	as	as	ADP
ajase-4693	291	19	criteria	criterion	NOUN
ajase-4693	291	20	for	for	ADP
ajase-4693	291	21	determining	determine	VERB
ajase-4693	291	22	which	which	DET
ajase-4693	291	23	model	model	NOUN
ajase-4693	291	24	is	be	AUX
ajase-4693	291	25	best	good	ADJ
ajase-4693	291	26	.	.	PUNCT
ajase-4693	292	1	additionally	additionally	ADV
ajase-4693	292	2	,	,	PUNCT
ajase-4693	292	3	our	our	PRON
ajase-4693	292	4	findings	finding	NOUN
ajase-4693	292	5	demonstrated	demonstrate	VERB
ajase-4693	292	6	that	that	SCONJ
ajase-4693	292	7	volatility	volatility	NOUN
ajase-4693	292	8	shocks	shock	NOUN
ajase-4693	292	9	endure	endure	VERB
ajase-4693	292	10	,	,	PUNCT
ajase-4693	292	11	as	as	SCONJ
ajase-4693	292	12	indicated	indicate	VERB
ajase-4693	292	13	by	by	ADP
ajase-4693	292	14	the	the	DET
ajase-4693	292	15	sum	sum	NOUN
ajase-4693	292	16	of	of	ADP
ajase-4693	292	17	the	the	DET
ajase-4693	292	18	arch	arch	ADJ
ajase-4693	292	19	and	and	CCONJ
ajase-4693	292	20	garch	garch	NOUN
ajase-4693	292	21	coefficients	coefficient	NOUN
ajase-4693	292	22	,	,	PUNCT
ajase-4693	292	23	which	which	PRON
ajase-4693	292	24	is	be	AUX
ajase-4693	292	25	a	a	DET
ajase-4693	292	26	common	common	ADJ
ajase-4693	292	27	finding	finding	NOUN
ajase-4693	292	28	in	in	ADP
ajase-4693	292	29	recent	recent	ADJ
ajase-4693	292	30	research	research	NOUN
ajase-4693	292	31	(	(	PUNCT
ajase-4693	292	32	brandt	brandt	PROPN
ajase-4693	292	33	and	and	CCONJ
ajase-4693	292	34	gao	gao	PROPN
ajase-4693	292	35	,	,	PUNCT
ajase-4693	292	36	2019	2019	NUM
ajase-4693	292	37	;	;	PUNCT
ajase-4693	292	38	miao	miao	PROPN
ajase-4693	292	39	et	et	PROPN
ajase-4693	292	40	al	al	PROPN
ajase-4693	292	41	.	.	PROPN
ajase-4693	292	42	,	,	PUNCT
ajase-4693	292	43	2017	2017	NUM
ajase-4693	292	44	;	;	PUNCT
ajase-4693	292	45	yildirim	yildirim	PROPN
ajase-4693	292	46	,	,	PUNCT
ajase-4693	292	47	2017	2017	NUM
ajase-4693	292	48	)	)	PUNCT
ajase-4693	292	49	.	.	PUNCT
ajase-4693	293	1	with	with	ADP
ajase-4693	293	2	regard	regard	NOUN
ajase-4693	293	3	to	to	ADP
ajase-4693	293	4	table	table	NOUN
ajase-4693	293	5	6	6	NUM
ajase-4693	293	6	,	,	PUNCT
ajase-4693	293	7	tgarch	tgarch	NOUN
ajase-4693	293	8	(	(	PUNCT
ajase-4693	293	9	1,1	1,1	NUM
ajase-4693	293	10	)	)	PUNCT
ajase-4693	293	11	model	model	NOUN
ajase-4693	293	12	results	result	NOUN
ajase-4693	293	13	,	,	PUNCT
ajase-4693	293	14	every	every	DET
ajase-4693	293	15	parameter	parameter	NOUN
ajase-4693	293	16	aside	aside	ADV
ajase-4693	293	17	from	from	ADP
ajase-4693	293	18	mu	mu	NOUN
ajase-4693	293	19	,	,	PUNCT
ajase-4693	293	20	is	be	AUX
ajase-4693	293	21	positive	positive	ADJ
ajase-4693	293	22	and	and	CCONJ
ajase-4693	293	23	statistically	statistically	ADV
ajase-4693	293	24	significant	significant	ADJ
ajase-4693	293	25	at	at	ADP
ajase-4693	293	26	the	the	DET
ajase-4693	293	27	5	5	NUM
ajase-4693	293	28	%	%	NOUN
ajase-4693	293	29	p	p	NOUN
ajase-4693	293	30	-	-	PUNCT
ajase-4693	293	31	value	value	NOUN
ajase-4693	293	32	.	.	PUNCT
ajase-4693	294	1	this	this	PRON
ajase-4693	294	2	indicates	indicate	VERB
ajase-4693	294	3	that	that	SCONJ
ajase-4693	294	4	the	the	DET
ajase-4693	294	5	tgarch	tgarch	NOUN
ajase-4693	294	6	(	(	PUNCT
ajase-4693	294	7	1,1	1,1	NUM
ajase-4693	294	8	)	)	PUNCT
ajase-4693	294	9	model	model	NOUN
ajase-4693	294	10	’s	’s	PART
ajase-4693	294	11	requirements	requirement	NOUN
ajase-4693	294	12	are	be	AUX
ajase-4693	294	13	met	meet	VERB
ajase-4693	294	14	.	.	PUNCT
ajase-4693	295	1	table	table	NOUN
ajase-4693	295	2	7	7	NUM
ajase-4693	295	3	details	detail	NOUN
ajase-4693	295	4	the	the	DET
ajase-4693	295	5	outcomes	outcome	NOUN
ajase-4693	295	6	received	receive	VERB
ajase-4693	295	7	for	for	ADP
ajase-4693	295	8	this	this	DET
ajase-4693	295	9	model	model	NOUN
ajase-4693	295	10	.	.	PUNCT
ajase-4693	296	1	when	when	SCONJ
ajase-4693	296	2	calculating	calculate	VERB
ajase-4693	296	3	the	the	DET
ajase-4693	296	4	average	average	ADJ
ajase-4693	296	5	return	return	NOUN
ajase-4693	296	6	on	on	ADP
ajase-4693	296	7	crude	crude	ADJ
ajase-4693	296	8	oil	oil	NOUN
ajase-4693	296	9	,	,	PUNCT
ajase-4693	296	10	the	the	DET
ajase-4693	296	11	tgarch	tgarch	NOUN
ajase-4693	296	12	(	(	PUNCT
ajase-4693	296	13	1,1	1,1	NUM
ajase-4693	296	14	)	)	PUNCT
ajase-4693	296	15	model	model	NOUN
ajase-4693	296	16	is	be	AUX
ajase-4693	296	17	novel	novel	ADJ
ajase-4693	296	18	since	since	SCONJ
ajase-4693	296	19	it	it	PRON
ajase-4693	296	20	accounts	account	VERB
ajase-4693	296	21	for	for	ADP
ajase-4693	296	22	volatility	volatility	NOUN
ajase-4693	296	23	(	(	PUNCT
ajase-4693	296	24	either	either	CCONJ
ajase-4693	296	25	as	as	ADP
ajase-4693	296	26	conditional	conditional	ADJ
ajase-4693	296	27	variance	variance	NOUN
ajase-4693	296	28	or	or	CCONJ
ajase-4693	296	29	conditional	conditional	ADJ
ajase-4693	296	30	standard	standard	ADJ
ajase-4693	296	31	deviation	deviation	NOUN
ajase-4693	296	32	)	)	PUNCT
ajase-4693	296	33	.	.	PUNCT
ajase-4693	297	1	thus	thus	ADV
ajase-4693	297	2	,	,	PUNCT
ajase-4693	297	3	like	like	ADP
ajase-4693	297	4	earlier	early	ADJ
ajase-4693	297	5	research	research	NOUN
ajase-4693	297	6	(	(	PUNCT
ajase-4693	297	7	yildirim	yildirim	PROPN
ajase-4693	297	8	,	,	PUNCT
ajase-4693	297	9	2017	2017	NUM
ajase-4693	297	10	;	;	PUNCT
ajase-4693	297	11	kutu	kutu	PROPN
ajase-4693	297	12	and	and	CCONJ
ajase-4693	297	13	ngalawa	ngalawa	PROPN
ajase-4693	297	14	,	,	PUNCT
ajase-4693	297	15	2017	2017	NUM
ajase-4693	297	16	;	;	PUNCT
ajase-4693	297	17	neshat	neshat	DET
ajase-4693	297	18	et	et	PROPN
ajase-4693	297	19	al	al	PROPN
ajase-4693	297	20	.	.	PROPN
ajase-4693	297	21	,	,	PUNCT
ajase-4693	297	22	2018	2018	NUM
ajase-4693	297	23	)	)	PUNCT
ajase-4693	297	24	,	,	PUNCT
ajase-4693	297	25	the	the	DET
ajase-4693	297	26	tgarch	tgarch	NOUN
ajase-4693	297	27	(	(	PUNCT
ajase-4693	297	28	1,1	1,1	NUM
ajase-4693	297	29	)	)	PUNCT
ajase-4693	297	30	model	model	NOUN
ajase-4693	297	31	can	can	AUX
ajase-4693	297	32	show	show	VERB
ajase-4693	297	33	how	how	SCONJ
ajase-4693	297	34	investors	investor	NOUN
ajase-4693	297	35	’	'	PUNCT
ajase-4693	297	36	risk	risk	NOUN
ajase-4693	297	37	aversion	aversion	NOUN
ajase-4693	297	38	affects	affect	VERB
ajase-4693	297	39	the	the	DET
ajase-4693	297	40	world	world	NOUN
ajase-4693	297	41	’s	’s	PART
ajase-4693	297	42	oil	oil	NOUN
ajase-4693	297	43	price	price	NOUN
ajase-4693	297	44	fluctuations	fluctuation	NOUN
ajase-4693	297	45	.	.	PUNCT
ajase-4693	298	1	the	the	DET
ajase-4693	298	2	individual	individual	ADJ
ajase-4693	298	3	outcomes	outcome	NOUN
ajase-4693	298	4	of	of	ADP
ajase-4693	298	5	the	the	DET
ajase-4693	298	6	igarch	igarch	NOUN
ajase-4693	298	7	(	(	PUNCT
ajase-4693	298	8	1,1	1,1	NUM
ajase-4693	298	9	)	)	PUNCT
ajase-4693	298	10	model	model	NOUN
ajase-4693	298	11	are	be	AUX
ajase-4693	298	12	shown	show	VERB
ajase-4693	298	13	in	in	ADP
ajase-4693	298	14	table	table	NOUN
ajase-4693	298	15	8	8	NUM
ajase-4693	298	16	.	.	PUNCT
ajase-4693	299	1	because	because	SCONJ
ajase-4693	299	2	of	of	ADP
ajase-4693	299	3	its	its	PRON
ajase-4693	299	4	popularity	popularity	NOUN
ajase-4693	299	5	and	and	CCONJ
ajase-4693	299	6	capacity	capacity	NOUN
ajase-4693	299	7	to	to	PART
ajase-4693	299	8	analyze	analyze	VERB
ajase-4693	299	9	the	the	DET
ajase-4693	299	10	asymmetric	asymmetric	ADJ
ajase-4693	299	11	reaction	reaction	NOUN
ajase-4693	299	12	to	to	ADP
ajase-4693	299	13	different	different	ADJ
ajase-4693	299	14	market	market	NOUN
ajase-4693	299	15	shocks	shock	NOUN
ajase-4693	299	16	,	,	PUNCT
ajase-4693	299	17	it	it	PRON
ajase-4693	299	18	is	be	AUX
ajase-4693	299	19	used	use	VERB
ajase-4693	299	20	to	to	PART
ajase-4693	299	21	quantify	quantify	VERB
ajase-4693	299	22	the	the	DET
ajase-4693	299	23	risk	risk	NOUN
ajase-4693	299	24	associated	associate	VERB
ajase-4693	299	25	with	with	ADP
ajase-4693	299	26	any	any	DET
ajase-4693	299	27	kind	kind	NOUN
ajase-4693	299	28	of	of	ADP
ajase-4693	299	29	financial	financial	ADJ
ajase-4693	299	30	or	or	CCONJ
ajase-4693	299	31	non	non	ADJ
ajase-4693	299	32	-	-	ADJ
ajase-4693	299	33	financial	financial	ADJ
ajase-4693	299	34	asset	asset	NOUN
ajase-4693	299	35	.	.	PUNCT
ajase-4693	300	1	with	with	ADP
ajase-4693	300	2	the	the	DET
ajase-4693	300	3	exception	exception	NOUN
ajase-4693	300	4	of	of	ADP
ajase-4693	300	5	mu	mu	NOUN
ajase-4693	300	6	,	,	PUNCT
ajase-4693	300	7	which	which	PRON
ajase-4693	300	8	is	be	AUX
ajase-4693	300	9	not	not	PART
ajase-4693	300	10	,	,	PUNCT
ajase-4693	300	11	all	all	PRON
ajase-4693	300	12	of	of	ADP
ajase-4693	300	13	the	the	DET
ajase-4693	300	14	coefficients	coefficient	NOUN
ajase-4693	300	15	are	be	AUX
ajase-4693	300	16	positive	positive	ADJ
ajase-4693	300	17	and	and	CCONJ
ajase-4693	300	18	statistically	statistically	ADV
ajase-4693	300	19	significant	significant	ADJ
ajase-4693	300	20	at	at	ADP
ajase-4693	300	21	the	the	DET
ajase-4693	300	22	1	1	NUM
ajase-4693	300	23	%	%	NOUN
ajase-4693	300	24	level	level	NOUN
ajase-4693	300	25	based	base	VERB
ajase-4693	300	26	on	on	ADP
ajase-4693	300	27	the	the	DET
ajase-4693	300	28	parameters	parameter	NOUN
ajase-4693	300	29	.	.	PUNCT
ajase-4693	301	1	the	the	DET
ajase-4693	301	2	stability	stability	NOUN
ajase-4693	301	3	of	of	ADP
ajase-4693	301	4	the	the	DET
ajase-4693	301	5	igarch	igarch	NOUN
ajase-4693	301	6	(	(	PUNCT
ajase-4693	301	7	1,1	1,1	NUM
ajase-4693	301	8	)	)	PUNCT
ajase-4693	301	9	model	model	NOUN
ajase-4693	301	10	is	be	AUX
ajase-4693	301	11	further	far	ADV
ajase-4693	301	12	confirmed	confirm	VERB
ajase-4693	301	13	by	by	ADP
ajase-4693	301	14	the	the	DET
ajase-4693	301	15	statistical	statistical	ADJ
ajase-4693	301	16	significance	significance	NOUN
ajase-4693	301	17	of	of	ADP
ajase-4693	301	18	the	the	DET
ajase-4693	301	19	computed	computed	ADJ
ajase-4693	301	20	parameters	parameter	NOUN
ajase-4693	301	21	at	at	ADP
ajase-4693	301	22	the	the	DET
ajase-4693	301	23	level	level	NOUN
ajase-4693	301	24	of	of	ADP
ajase-4693	301	25	conditional	conditional	ADJ
ajase-4693	301	26	pa	pa	PROPN
ajase-4693	301	27	ge	ge	PROPN
ajase-4693	301	28	50	50	NUM
ajase-4693	301	29	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	301	30	am	am	NOUN
ajase-4693	301	31	.	.	PUNCT
ajase-4693	302	1	j.	j.	PROPN
ajase-4693	302	2	appl	appl	PROPN
ajase-4693	302	3	.	.	PROPN
ajase-4693	303	1	stat	stat	PROPN
ajase-4693	303	2	.	.	PUNCT
ajase-4693	304	1	econ	econ	PROPN
ajase-4693	304	2	.	.	PUNCT
ajase-4693	305	1	4(1	4(1	X
ajase-4693	305	2	)	)	PUNCT
ajase-4693	306	1	41	41	NUM
ajase-4693	306	2	-	-	SYM
ajase-4693	306	3	57	57	NUM
ajase-4693	306	4	,	,	PUNCT
ajase-4693	306	5	2025	2025	NUM
ajase-4693	306	6	variation	variation	NOUN
ajase-4693	306	7	(	(	PUNCT
ajase-4693	306	8	saltik	saltik	VERB
ajase-4693	306	9	et	et	NOUN
ajase-4693	306	10	al	al	PROPN
ajase-4693	306	11	.	.	PROPN
ajase-4693	306	12	,	,	PUNCT
ajase-4693	306	13	2016	2016	NUM
ajase-4693	306	14	;	;	PUNCT
ajase-4693	306	15	mohammadi	mohammadi	NOUN
ajase-4693	306	16	and	and	CCONJ
ajase-4693	306	17	su	su	PROPN
ajase-4693	306	18	,	,	PUNCT
ajase-4693	306	19	2010	2010	NUM
ajase-4693	306	20	;	;	PUNCT
ajase-4693	306	21	herrera	herrera	NOUN
ajase-4693	306	22	et	et	PROPN
ajase-4693	306	23	al	al	PROPN
ajase-4693	306	24	.	.	PROPN
ajase-4693	306	25	,	,	PUNCT
ajase-4693	306	26	2018	2018	NUM
ajase-4693	306	27	)	)	PUNCT
ajase-4693	306	28	.	.	PUNCT
ajase-4693	307	1	additionally	additionally	ADV
ajase-4693	307	2	,	,	PUNCT
ajase-4693	307	3	11981.46	11981.46	NUM
ajase-4693	307	4	is	be	AUX
ajase-4693	307	5	a	a	DET
ajase-4693	307	6	positive	positive	ADJ
ajase-4693	307	7	value	value	NOUN
ajase-4693	307	8	for	for	ADP
ajase-4693	307	9	the	the	DET
ajase-4693	307	10	igarch	igarch	NOUN
ajase-4693	307	11	loglikehood	loglikehood	NOUN
ajase-4693	307	12	.	.	PUNCT
ajase-4693	308	1	the	the	DET
ajase-4693	308	2	aic	aic	PROPN
ajase-4693	308	3	,	,	PUNCT
ajase-4693	308	4	which	which	PRON
ajase-4693	308	5	has	have	VERB
ajase-4693	308	6	a	a	DET
ajase-4693	308	7	value	value	NOUN
ajase-4693	308	8	of	of	ADP
ajase-4693	308	9	-4.6860	-4.6860	NOUN
ajase-4693	308	10	,	,	PUNCT
ajase-4693	308	11	was	be	AUX
ajase-4693	308	12	computed	compute	VERB
ajase-4693	308	13	using	use	VERB
ajase-4693	308	14	the	the	DET
ajase-4693	308	15	igarch	igarch	NOUN
ajase-4693	308	16	(	(	PUNCT
ajase-4693	308	17	1,1	1,1	NUM
ajase-4693	308	18	)	)	PUNCT
ajase-4693	308	19	model	model	NOUN
ajase-4693	308	20	.	.	PUNCT
ajase-4693	309	1	garch	garch	NOUN
ajase-4693	309	2	(	(	PUNCT
ajase-4693	309	3	1,1	1,1	NUM
ajase-4693	309	4	)	)	PUNCT
ajase-4693	309	5	table	table	NOUN
ajase-4693	309	6	5	5	NUM
ajase-4693	309	7	:	:	PUNCT
ajase-4693	309	8	the	the	DET
ajase-4693	309	9	main	main	ADJ
ajase-4693	309	10	results	result	NOUN
ajase-4693	309	11	about	about	ADP
ajase-4693	309	12	the	the	DET
ajase-4693	309	13	estimated	estimate	VERB
ajase-4693	309	14	conditional	conditional	ADJ
ajase-4693	309	15	variance	variance	NOUN
ajase-4693	309	16	by	by	ADP
ajase-4693	309	17	using	use	VERB
ajase-4693	309	18	the	the	DET
ajase-4693	309	19	garch	garch	NOUN
ajase-4693	309	20	(	(	PUNCT
ajase-4693	309	21	1,1	1,1	NUM
ajase-4693	309	22	)	)	PUNCT
ajase-4693	309	23	models	model	NOUN
ajase-4693	309	24	variables	variable	NOUN
ajase-4693	309	25	/	/	SYM
ajase-4693	309	26	parameters	parameter	NOUN
ajase-4693	309	27	coefficients	coefficient	VERB
ajase-4693	309	28	std	std	PROPN
ajase-4693	309	29	.	.	PUNCT
ajase-4693	309	30	error	error	NOUN
ajase-4693	309	31	prob	prob	NOUN
ajase-4693	309	32	.	.	PUNCT
ajase-4693	310	1	mu	mu	NOUN
ajase-4693	310	2	0.000089	0.000089	NUM
ajase-4693	310	3	0.000247	0.000247	NUM
ajase-4693	310	4	0.71926	0.71926	NUM
ajase-4693	310	5	omega	omega	NOUN
ajase-4693	310	6	0.000032	0.000032	NUM
ajase-4693	310	7	0.000006	0.000006	NUM
ajase-4693	310	8	0.00000	0.00000	NUM
ajase-4693	310	9	alpha	alpha	NOUN
ajase-4693	310	10	0.211262	0.211262	NUM
ajase-4693	310	11	0.026751	0.026751	NUM
ajase-4693	310	12	0.00000	0.00000	NUM
ajase-4693	310	13	beta1	beta1	NOUN
ajase-4693	310	14	0.787717	0.787717	NUM
ajase-4693	310	15	0.021613	0.021613	NUM
ajase-4693	310	16	0.00000	0.00000	NUM
ajase-4693	310	17	shape	shape	NOUN
ajase-4693	310	18	3.638566	3.638566	NUM
ajase-4693	310	19	0.189317	0.189317	NUM
ajase-4693	310	20	0.00000	0.00000	NUM
ajase-4693	310	21	log	log	NOUN
ajase-4693	310	22	likelihood	likelihood	NOUN
ajase-4693	310	23	11981.45	11981.45	NUM
ajase-4693	310	24	akaike	akaike	ADJ
ajase-4693	310	25	information	information	NOUN
ajase-4693	310	26	criterion	criterion	NOUN
ajase-4693	310	27	(	(	PUNCT
ajase-4693	310	28	aic	aic	PROPN
ajase-4693	310	29	)	)	PUNCT
ajase-4693	310	30	-4.6856	-4.6856	NOUN
ajase-4693	310	31	bayes	bayes	PROPN
ajase-4693	310	32	information	information	NOUN
ajase-4693	310	33	criterion	criterion	NOUN
ajase-4693	310	34	(	(	PUNCT
ajase-4693	310	35	aic	aic	PROPN
ajase-4693	310	36	-4.6792	-4.6792	PROPN
ajase-4693	310	37	shibata	shibata	PROPN
ajase-4693	310	38	criterion	criterion	NOUN
ajase-4693	310	39	(	(	PUNCT
ajase-4693	310	40	sc	sc	PROPN
ajase-4693	310	41	)	)	PUNCT
ajase-4693	310	42	-4.6856	-4.6856	NOUN
ajase-4693	310	43	hannan	hannan	PROPN
ajase-4693	310	44	-	-	PUNCT
ajase-4693	310	45	quinn	quinn	PROPN
ajase-4693	310	46	criterion	criterion	NOUN
ajase-4693	310	47	(	(	PUNCT
ajase-4693	310	48	hq	hq	NOUN
ajase-4693	310	49	)	)	PUNCT
ajase-4693	310	50	-4.6834	-4.6834	PROPN
ajase-4693	310	51	source	source	NOUN
ajase-4693	310	52	:	:	PUNCT
ajase-4693	310	53	author	author	NOUN
ajase-4693	310	54	’s	’s	PART
ajase-4693	310	55	estimation	estimation	NOUN
ajase-4693	310	56	using	use	VERB
ajase-4693	310	57	r	r	PROPN
ajase-4693	310	58	4.4.1	4.4.1	NUM
ajase-4693	310	59	egarch	egarch	NOUN
ajase-4693	310	60	(	(	PUNCT
ajase-4693	310	61	1,1	1,1	NUM
ajase-4693	310	62	)	)	PUNCT
ajase-4693	310	63	table	table	NOUN
ajase-4693	310	64	6	6	NUM
ajase-4693	310	65	:	:	PUNCT
ajase-4693	310	66	the	the	DET
ajase-4693	310	67	results	result	NOUN
ajase-4693	310	68	for	for	ADP
ajase-4693	310	69	egarch	egarch	NOUN
ajase-4693	310	70	(	(	PUNCT
ajase-4693	310	71	1,1	1,1	NUM
ajase-4693	310	72	)	)	PUNCT
ajase-4693	310	73	model	model	NOUN
ajase-4693	310	74	variables	variable	NOUN
ajase-4693	310	75	/	/	SYM
ajase-4693	310	76	parameters	parameter	NOUN
ajase-4693	310	77	coefficients	coefficient	VERB
ajase-4693	310	78	std	std	PROPN
ajase-4693	310	79	.	.	PUNCT
ajase-4693	310	80	error	error	NOUN
ajase-4693	310	81	prob	prob	NOUN
ajase-4693	310	82	.	.	PUNCT
ajase-4693	311	1	mu	mu	NOUN
ajase-4693	311	2	0.000089	0.000089	NUM
ajase-4693	311	3	0.000082	0.000082	NUM
ajase-4693	311	4	0.27958	0.27958	NUM
ajase-4693	311	5	omega	omega	NOUN
ajase-4693	311	6	-0.480951	-0.480951	NOUN
ajase-4693	311	7	0.063635	0.063635	NUM
ajase-4693	311	8	0.00000	0.00000	NUM
ajase-4693	311	9	alpha	alpha	NOUN
ajase-4693	311	10	1	1	NUM
ajase-4693	311	11	0.075537	0.075537	NUM
ajase-4693	311	12	0.011234	0.011234	NUM
ajase-4693	311	13	0.00000	0.00000	NUM
ajase-4693	311	14	beta1	beta1	NOUN
ajase-4693	311	15	0.925548	0.925548	NUM
ajase-4693	311	16	0.009301	0.009301	NUM
ajase-4693	311	17	0.00000	0.00000	NUM
ajase-4693	311	18	gamma1	gamma1	NOUN
ajase-4693	311	19	0.303257	0.303257	NUM
ajase-4693	311	20	0.023440	0.023440	NUM
ajase-4693	311	21	0.00000	0.00000	NUM
ajase-4693	311	22	log	log	NOUN
ajase-4693	311	23	likelihood	likelihood	NOUN
ajase-4693	311	24	10963.96	10963.96	NUM
ajase-4693	311	25	akaike	akaike	ADJ
ajase-4693	311	26	information	information	NOUN
ajase-4693	311	27	criterion	criterion	NOUN
ajase-4693	311	28	(	(	PUNCT
ajase-4693	311	29	aic	aic	PROPN
ajase-4693	311	30	)	)	PUNCT
ajase-4693	311	31	-4.2875	-4.2875	PROPN
ajase-4693	311	32	bayes	bayes	PROPN
ajase-4693	311	33	information	information	NOUN
ajase-4693	311	34	criterion	criterion	NOUN
ajase-4693	311	35	(	(	PUNCT
ajase-4693	311	36	aic	aic	PROPN
ajase-4693	311	37	-4.2811	-4.2811	PROPN
ajase-4693	311	38	shibata	shibata	PROPN
ajase-4693	311	39	criterion	criterion	NOUN
ajase-4693	311	40	(	(	PUNCT
ajase-4693	311	41	sc	sc	PROPN
ajase-4693	311	42	)	)	PUNCT
ajase-4693	311	43	-4.2875	-4.2875	PROPN
ajase-4693	311	44	hannan	hannan	PROPN
ajase-4693	311	45	-	-	PUNCT
ajase-4693	311	46	quinn	quinn	PROPN
ajase-4693	311	47	criterion	criterion	NOUN
ajase-4693	311	48	(	(	PUNCT
ajase-4693	311	49	hq	hq	NOUN
ajase-4693	311	50	)	)	PUNCT
ajase-4693	311	51	4.2853	4.2853	NUM
ajase-4693	311	52	source	source	NOUN
ajase-4693	311	53	:	:	PUNCT
ajase-4693	311	54	author	author	NOUN
ajase-4693	311	55	’s	’s	PART
ajase-4693	311	56	estimation	estimation	NOUN
ajase-4693	311	57	using	use	VERB
ajase-4693	311	58	r	r	NOUN
ajase-4693	311	59	4.4.1	4.4.1	NUM
ajase-4693	311	60	table	table	NOUN
ajase-4693	311	61	7	7	NUM
ajase-4693	311	62	:	:	PUNCT
ajase-4693	311	63	tgarch	tgarch	NOUN
ajase-4693	311	64	(	(	PUNCT
ajase-4693	311	65	1,1	1,1	NUM
ajase-4693	311	66	)	)	PUNCT
ajase-4693	311	67	model	model	NOUN
ajase-4693	311	68	variables	variable	NOUN
ajase-4693	311	69	/	/	SYM
ajase-4693	311	70	parameters	parameter	NOUN
ajase-4693	311	71	coefficients	coefficient	VERB
ajase-4693	311	72	std	std	PROPN
ajase-4693	311	73	.	.	PUNCT
ajase-4693	311	74	error	error	NOUN
ajase-4693	311	75	prob	prob	NOUN
ajase-4693	311	76	.	.	PUNCT
ajase-4693	312	1	mu	mu	PROPN
ajase-4693	312	2	0.000089	0.000089	NUM
ajase-4693	312	3	0.000249	0.000249	NUM
ajase-4693	312	4	0.720996	0.720996	NUM
ajase-4693	312	5	omega	omega	NOUN
ajase-4693	312	6	0.000032	0.000032	NUM
ajase-4693	312	7	0.000006	0.000006	NUM
ajase-4693	312	8	0.000000	0.000000	NUM
ajase-4693	312	9	alpha1	alpha1	NOUN
ajase-4693	312	10	0.164108	0.164108	NUM
ajase-4693	312	11	0.028883	0.028883	NUM
ajase-4693	312	12	0.000000	0.000000	NUM
ajase-4693	312	13	beta1	beta1	NOUN
ajase-4693	312	14	0.786630	0.786630	NUM
ajase-4693	312	15	0.021824	0.021824	NUM
ajase-4693	312	16	0.000000	0.000000	NUM
ajase-4693	312	17	gamma1	gamma1	NOUN
ajase-4693	312	18	0.096304	0.096304	NUM
ajase-4693	312	19	0.036656	0.036656	NUM
ajase-4693	312	20	0.008608	0.008608	NUM
ajase-4693	312	21	shape	shape	NOUN
ajase-4693	312	22	3.633869	3.633869	NUM
ajase-4693	312	23	0.190538	0.190538	NUM
ajase-4693	312	24	0.000000	0.000000	NUM
ajase-4693	312	25	log	log	NOUN
ajase-4693	312	26	likelihood	likelihood	NOUN
ajase-4693	312	27	11985.2	11985.2	NUM
ajase-4693	312	28	akaike	akaike	ADJ
ajase-4693	312	29	information	information	NOUN
ajase-4693	312	30	criterion	criterion	NOUN
ajase-4693	312	31	(	(	PUNCT
ajase-4693	312	32	aic	aic	PROPN
ajase-4693	312	33	)	)	PUNCT
ajase-4693	312	34	-4.6867	-4.6867	PROPN
ajase-4693	313	1	bayes	bayes	PROPN
ajase-4693	313	2	information	information	NOUN
ajase-4693	313	3	criterion	criterion	NOUN
ajase-4693	313	4	(	(	PUNCT
ajase-4693	313	5	aic	aic	PROPN
ajase-4693	313	6	-4.6790	-4.6790	NOUN
ajase-4693	313	7	shibata	shibata	NOUN
ajase-4693	313	8	criterion	criterion	NOUN
ajase-4693	313	9	(	(	PUNCT
ajase-4693	313	10	sc	sc	PROPN
ajase-4693	313	11	)	)	PUNCT
ajase-4693	313	12	-4.6867	-4.6867	PROPN
ajase-4693	313	13	hannan	hannan	PROPN
ajase-4693	313	14	-	-	PUNCT
ajase-4693	313	15	quinn	quinn	PROPN
ajase-4693	313	16	criterion	criterion	NOUN
ajase-4693	313	17	(	(	PUNCT
ajase-4693	313	18	hq	hq	NOUN
ajase-4693	313	19	)	)	PUNCT
ajase-4693	313	20	-4.6840	-4.6840	NOUN
ajase-4693	313	21	source	source	NOUN
ajase-4693	313	22	:	:	PUNCT
ajase-4693	313	23	author	author	NOUN
ajase-4693	313	24	’s	’s	PART
ajase-4693	313	25	estimation	estimation	NOUN
ajase-4693	313	26	using	use	VERB
ajase-4693	313	27	r	r	PROPN
ajase-4693	313	28	4.4.1	4.4.1	NUM
ajase-4693	313	29	the	the	DET
ajase-4693	313	30	results	result	NOUN
ajase-4693	313	31	from	from	ADP
ajase-4693	313	32	tgarch	tgarch	PROPN
ajase-4693	313	33	(	(	PUNCT
ajase-4693	313	34	1,1	1,1	NUM
ajase-4693	313	35	)	)	PUNCT
ajase-4693	313	36	model	model	NOUN
ajase-4693	313	37	pa	pa	PROPN
ajase-4693	313	38	ge	ge	PROPN
ajase-4693	313	39	51	51	NUM
ajase-4693	314	1	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	314	2	am	be	AUX
ajase-4693	314	3	.	.	PUNCT
ajase-4693	315	1	j.	j.	PROPN
ajase-4693	315	2	appl	appl	PROPN
ajase-4693	315	3	.	.	PROPN
ajase-4693	316	1	stat	stat	PROPN
ajase-4693	316	2	.	.	PUNCT
ajase-4693	317	1	econ	econ	PROPN
ajase-4693	317	2	.	.	PUNCT
ajase-4693	318	1	4(1	4(1	X
ajase-4693	318	2	)	)	PUNCT
ajase-4693	319	1	41	41	NUM
ajase-4693	319	2	-	-	SYM
ajase-4693	319	3	57	57	NUM
ajase-4693	319	4	,	,	PUNCT
ajase-4693	319	5	2025	2025	NUM
ajase-4693	319	6	igarch	igarch	NOUN
ajase-4693	319	7	(	(	PUNCT
ajase-4693	319	8	1,1	1,1	NUM
ajase-4693	319	9	)	)	PUNCT
ajase-4693	319	10	model	model	NOUN
ajase-4693	319	11	table	table	NOUN
ajase-4693	319	12	8	8	NUM
ajase-4693	319	13	:	:	PUNCT
ajase-4693	319	14	the	the	DET
ajase-4693	319	15	results	result	NOUN
ajase-4693	319	16	from	from	ADP
ajase-4693	319	17	igarch	igarch	NOUN
ajase-4693	319	18	(	(	PUNCT
ajase-4693	319	19	1,1	1,1	NUM
ajase-4693	319	20	)	)	PUNCT
ajase-4693	319	21	model	model	NOUN
ajase-4693	319	22	variables	variable	NOUN
ajase-4693	319	23	/	/	SYM
ajase-4693	319	24	parameters	parameter	NOUN
ajase-4693	319	25	coefficients	coefficient	VERB
ajase-4693	319	26	std	std	PROPN
ajase-4693	319	27	.	.	PUNCT
ajase-4693	319	28	error	error	NOUN
ajase-4693	319	29	prob	prob	NOUN
ajase-4693	319	30	.	.	PUNCT
ajase-4693	320	1	mu	mu	NOUN
ajase-4693	320	2	0.000089	0.000089	NUM
ajase-4693	320	3	0.000247	0.000247	NUM
ajase-4693	320	4	0.71896	0.71896	NUM
ajase-4693	320	5	omega	omega	NOUN
ajase-4693	320	6	0.000032	0.000032	NUM
ajase-4693	320	7	5.45374	5.45374	NUM
ajase-4693	320	8	0.00000	0.00000	NUM
ajase-4693	320	9	alpha1	alpha1	NOUN
ajase-4693	320	10	0.212413	0.212413	NUM
ajase-4693	320	11	0.021528	0.021528	NUM
ajase-4693	320	12	0.00000	0.00000	NUM
ajase-4693	320	13	beta1	beta1	NOUN
ajase-4693	320	14	0.787587	0.787587	NUM
ajase-4693	320	15	na	na	ADP
ajase-4693	320	16	na	na	ADP
ajase-4693	320	17	3.629988	3.629988	NUM
ajase-4693	320	18	0.147572	0.147572	NUM
ajase-4693	320	19	0.00000	0.00000	NUM
ajase-4693	320	20	log	log	NOUN
ajase-4693	320	21	likelihood	likelihood	NOUN
ajase-4693	320	22	11981.46	11981.46	NUM
ajase-4693	320	23	akaike	akaike	ADJ
ajase-4693	320	24	information	information	NOUN
ajase-4693	320	25	criterion	criterion	NOUN
ajase-4693	320	26	(	(	PUNCT
ajase-4693	320	27	aic	aic	PROPN
ajase-4693	320	28	)	)	PUNCT
ajase-4693	320	29	-4.6860	-4.6860	VERB
ajase-4693	321	1	bayes	bayes	PROPN
ajase-4693	321	2	information	information	NOUN
ajase-4693	321	3	criterion	criterion	NOUN
ajase-4693	321	4	(	(	PUNCT
ajase-4693	321	5	aic	aic	PROPN
ajase-4693	321	6	-4.6809	-4.6809	PROPN
ajase-4693	321	7	shibata	shibata	PROPN
ajase-4693	321	8	criterion	criterion	NOUN
ajase-4693	321	9	(	(	PUNCT
ajase-4693	321	10	sc	sc	PROPN
ajase-4693	321	11	)	)	PUNCT
ajase-4693	321	12	-4.6860	-4.6860	VERB
ajase-4693	321	13	hannan	hannan	PROPN
ajase-4693	321	14	-	-	PUNCT
ajase-4693	321	15	quinn	quinn	PROPN
ajase-4693	321	16	criterion	criterion	NOUN
ajase-4693	321	17	(	(	PUNCT
ajase-4693	321	18	hq	hq	NOUN
ajase-4693	321	19	)	)	PUNCT
ajase-4693	321	20	-4.6842	-4.6842	NOUN
ajase-4693	321	21	source	source	NOUN
ajase-4693	321	22	:	:	PUNCT
ajase-4693	321	23	author	author	NOUN
ajase-4693	321	24	’s	’s	PART
ajase-4693	321	25	estimation	estimation	NOUN
ajase-4693	321	26	using	use	VERB
ajase-4693	321	27	r	r	NOUN
ajase-4693	321	28	4.4.1	4.4.1	NUM
ajase-4693	321	29	figarch	figarch	NOUN
ajase-4693	321	30	(	(	PUNCT
ajase-4693	321	31	1,1	1,1	NUM
ajase-4693	321	32	)	)	PUNCT
ajase-4693	321	33	model	model	NOUN
ajase-4693	321	34	table	table	NOUN
ajase-4693	321	35	9	9	NUM
ajase-4693	321	36	:	:	PUNCT
ajase-4693	321	37	the	the	DET
ajase-4693	321	38	results	result	NOUN
ajase-4693	321	39	from	from	ADP
ajase-4693	321	40	figarch	figarch	NOUN
ajase-4693	321	41	(	(	PUNCT
ajase-4693	321	42	1,1	1,1	NUM
ajase-4693	321	43	)	)	PUNCT
ajase-4693	321	44	model	model	NOUN
ajase-4693	321	45	variables	variable	NOUN
ajase-4693	321	46	/	/	SYM
ajase-4693	321	47	parameters	parameter	NOUN
ajase-4693	321	48	coefficients	coefficient	VERB
ajase-4693	321	49	std	std	PROPN
ajase-4693	321	50	.	.	PUNCT
ajase-4693	321	51	error	error	NOUN
ajase-4693	321	52	prob	prob	NOUN
ajase-4693	321	53	.	.	PUNCT
ajase-4693	322	1	mu	mu	NOUN
ajase-4693	322	2	0.000089	0.000089	NUM
ajase-4693	322	3	0.000247	0.000247	NUM
ajase-4693	322	4	0.719240	0.719240	NUM
ajase-4693	322	5	omega	omega	NOUN
ajase-4693	322	6	0.000034	0.000034	NUM
ajase-4693	322	7	0.000008	0.000008	NUM
ajase-4693	322	8	0.000036	0.000036	NUM
ajase-4693	322	9	alpha1	alpha1	NOUN
ajase-4693	322	10	0.135460	0.135460	NUM
ajase-4693	322	11	0.055987	0.055987	NUM
ajase-4693	322	12	0.015543	0.015543	NUM
ajase-4693	322	13	beta1	beta1	NOUN
ajase-4693	322	14	0.745468	0.745468	NUM
ajase-4693	322	15	0.053460	0.053460	NUM
ajase-4693	322	16	0.000000	0.000000	NUM
ajase-4693	322	17	delta	delta	NOUN
ajase-4693	322	18	0.876198	0.876198	NUM
ajase-4693	322	19	0.067964	0.067964	NUM
ajase-4693	322	20	0.000000	0.000000	NUM
ajase-4693	322	21	shape	shape	NOUN
ajase-4693	322	22	3.652282	3.652282	NUM
ajase-4693	322	23	0.149356	0.149356	NUM
ajase-4693	322	24	0.000000	0.000000	NUM
ajase-4693	322	25	log	log	NOUN
ajase-4693	322	26	likelihood	likelihood	NOUN
ajase-4693	322	27	11985.19	11985.19	NUM
ajase-4693	322	28	akaike	akaike	ADJ
ajase-4693	322	29	information	information	NOUN
ajase-4693	322	30	criterion	criterion	NOUN
ajase-4693	322	31	(	(	PUNCT
ajase-4693	322	32	aic	aic	PROPN
ajase-4693	322	33	)	)	PUNCT
ajase-4693	322	34	-4.6867	-4.6867	PROPN
ajase-4693	323	1	bayes	bayes	PROPN
ajase-4693	323	2	information	information	NOUN
ajase-4693	323	3	criterion	criterion	NOUN
ajase-4693	323	4	(	(	PUNCT
ajase-4693	323	5	aic	aic	PROPN
ajase-4693	323	6	-4.6790	-4.6790	NOUN
ajase-4693	323	7	shibata	shibata	NOUN
ajase-4693	323	8	criterion	criterion	NOUN
ajase-4693	323	9	(	(	PUNCT
ajase-4693	323	10	sc	sc	PROPN
ajase-4693	323	11	)	)	PUNCT
ajase-4693	323	12	-4.6867	-4.6867	PROPN
ajase-4693	323	13	hannan	hannan	PROPN
ajase-4693	323	14	-	-	PUNCT
ajase-4693	323	15	quinn	quinn	PROPN
ajase-4693	323	16	criterion	criterion	NOUN
ajase-4693	323	17	(	(	PUNCT
ajase-4693	323	18	hq	hq	NOUN
ajase-4693	323	19	)	)	PUNCT
ajase-4693	323	20	-4.6840	-4.6840	NOUN
ajase-4693	323	21	source	source	NOUN
ajase-4693	323	22	:	:	PUNCT
ajase-4693	323	23	author	author	NOUN
ajase-4693	323	24	’s	’s	PART
ajase-4693	323	25	estimation	estimation	NOUN
ajase-4693	323	26	using	use	VERB
ajase-4693	323	27	r	r	PROPN
ajase-4693	323	28	4.4.1	4.4.1	NUM
ajase-4693	323	29	the	the	DET
ajase-4693	323	30	investigation	investigation	NOUN
ajase-4693	323	31	analysis	analysis	NOUN
ajase-4693	323	32	of	of	ADP
ajase-4693	323	33	the	the	DET
ajase-4693	323	34	applied	apply	VERB
ajase-4693	323	35	garch	garch	NOUN
ajase-4693	323	36	type	type	NOUN
ajase-4693	323	37	models	model	NOUN
ajase-4693	323	38	the	the	DET
ajase-4693	323	39	literature	literature	NOUN
ajase-4693	323	40	(	(	PUNCT
ajase-4693	323	41	yi	yi	NOUN
ajase-4693	323	42	et	et	PROPN
ajase-4693	323	43	al	al	PROPN
ajase-4693	323	44	.	.	PROPN
ajase-4693	323	45	,	,	PUNCT
ajase-4693	323	46	2021	2021	NUM
ajase-4693	323	47	;	;	PUNCT
ajase-4693	323	48	yildirim	yildirim	PROPN
ajase-4693	323	49	,	,	PUNCT
ajase-4693	323	50	2017	2017	NUM
ajase-4693	323	51	;	;	PUNCT
ajase-4693	323	52	er	er	INTJ
ajase-4693	323	53	and	and	CCONJ
ajase-4693	323	54	fidan	fidan	PROPN
ajase-4693	323	55	,	,	PUNCT
ajase-4693	323	56	2013	2013	NUM
ajase-4693	323	57	;	;	PUNCT
ajase-4693	323	58	kulikova	kulikova	PROPN
ajase-4693	323	59	and	and	CCONJ
ajase-4693	323	60	taylor	taylor	PROPN
ajase-4693	323	61	,	,	PUNCT
ajase-4693	323	62	2013	2013	NUM
ajase-4693	323	63	;	;	PUNCT
ajase-4693	323	64	zhang	zhang	PROPN
ajase-4693	323	65	and	and	CCONJ
ajase-4693	323	66	wang	wang	PROPN
ajase-4693	323	67	,	,	PUNCT
ajase-4693	323	68	2015	2015	NUM
ajase-4693	323	69	;	;	PUNCT
ajase-4693	323	70	aye	aye	NOUN
ajase-4693	323	71	et	et	PROPN
ajase-4693	323	72	al	al	PROPN
ajase-4693	323	73	.	.	PROPN
ajase-4693	323	74	,	,	PUNCT
ajase-4693	323	75	2014	2014	NUM
ajase-4693	323	76	)	)	PUNCT
ajase-4693	323	77	outlines	outline	VERB
ajase-4693	323	78	a	a	DET
ajase-4693	323	79	number	number	NOUN
ajase-4693	323	80	of	of	ADP
ajase-4693	323	81	requirements	requirement	NOUN
ajase-4693	323	82	that	that	PRON
ajase-4693	323	83	each	each	DET
ajase-4693	323	84	model	model	NOUN
ajase-4693	323	85	used	use	VERB
ajase-4693	323	86	must	must	AUX
ajase-4693	323	87	meet	meet	VERB
ajase-4693	323	88	,	,	PUNCT
ajase-4693	323	89	beginning	begin	VERB
ajase-4693	323	90	with	with	ADP
ajase-4693	323	91	the	the	DET
ajase-4693	323	92	specific	specific	ADJ
ajase-4693	323	93	hypotheses	hypothesis	NOUN
ajase-4693	323	94	in	in	ADP
ajase-4693	323	95	applying	apply	VERB
ajase-4693	323	96	the	the	DET
ajase-4693	323	97	arch	arch	ADJ
ajase-4693	323	98	-	-	PUNCT
ajase-4693	323	99	garch	garch	NOUN
ajase-4693	323	100	approaches	approach	NOUN
ajase-4693	323	101	.	.	PUNCT
ajase-4693	324	1	accordingly	accordingly	ADV
ajase-4693	324	2	,	,	PUNCT
ajase-4693	324	3	the	the	DET
ajase-4693	324	4	models	model	NOUN
ajase-4693	324	5	should	should	AUX
ajase-4693	324	6	have	have	VERB
ajase-4693	324	7	the	the	DET
ajase-4693	324	8	fewest	few	ADJ
ajase-4693	324	9	parameters	parameter	NOUN
ajase-4693	324	10	,	,	PUNCT
ajase-4693	324	11	the	the	DET
ajase-4693	324	12	highest	high	ADJ
ajase-4693	324	13	log	log	NOUN
ajase-4693	324	14	likelihood	likelihood	NOUN
ajase-4693	324	15	ratio	ratio	NOUN
ajase-4693	324	16	,	,	PUNCT
ajase-4693	324	17	the	the	DET
ajase-4693	324	18	lowest	low	ADJ
ajase-4693	324	19	schwarz	schwarz	PROPN
ajase-4693	324	20	information	information	NOUN
ajase-4693	324	21	criteria	criterion	NOUN
ajase-4693	324	22	,	,	PUNCT
ajase-4693	324	23	significant	significant	ADJ
ajase-4693	324	24	arch	arch	ADJ
ajase-4693	324	25	and	and	CCONJ
ajase-4693	324	26	garch	garch	NOUN
ajase-4693	324	27	parameters	parameter	NOUN
ajase-4693	324	28	,	,	PUNCT
ajase-4693	324	29	and	and	CCONJ
ajase-4693	324	30	neither	neither	CCONJ
ajase-4693	324	31	autocorrelation	autocorrelation	NOUN
ajase-4693	324	32	nor	nor	CCONJ
ajase-4693	324	33	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	324	34	in	in	ADP
ajase-4693	324	35	the	the	DET
ajase-4693	324	36	residual	residual	ADJ
ajase-4693	324	37	or	or	CCONJ
ajase-4693	324	38	errors	error	NOUN
ajase-4693	324	39	terms	term	NOUN
ajase-4693	324	40	.	.	PUNCT
ajase-4693	325	1	starting	start	VERB
ajase-4693	325	2	from	from	ADP
ajase-4693	325	3	this	this	DET
ajase-4693	325	4	assumption	assumption	NOUN
ajase-4693	325	5	,	,	PUNCT
ajase-4693	325	6	we	we	PRON
ajase-4693	325	7	concentrated	concentrate	VERB
ajase-4693	325	8	on	on	ADP
ajase-4693	325	9	the	the	DET
ajase-4693	325	10	analysis	analysis	NOUN
ajase-4693	325	11	and	and	CCONJ
ajase-4693	325	12	diagnosis	diagnosis	NOUN
ajase-4693	325	13	of	of	ADP
ajase-4693	325	14	the	the	DET
ajase-4693	325	15	five	five	NUM
ajase-4693	325	16	models	model	NOUN
ajase-4693	325	17	that	that	PRON
ajase-4693	325	18	were	be	AUX
ajase-4693	325	19	used	use	VERB
ajase-4693	325	20	:	:	PUNCT
ajase-4693	325	21	garch	garch	NOUN
ajase-4693	325	22	(	(	PUNCT
ajase-4693	325	23	1,1	1,1	NUM
ajase-4693	325	24	)	)	PUNCT
ajase-4693	325	25	,	,	PUNCT
ajase-4693	325	26	igarch	igarch	NOUN
ajase-4693	325	27	(	(	PUNCT
ajase-4693	325	28	1,1	1,1	NUM
ajase-4693	325	29	)	)	PUNCT
ajase-4693	325	30	,	,	PUNCT
ajase-4693	325	31	egarch	egarch	NOUN
ajase-4693	325	32	(	(	PUNCT
ajase-4693	325	33	1,1	1,1	NUM
ajase-4693	325	34	)	)	PUNCT
ajase-4693	325	35	,	,	PUNCT
ajase-4693	325	36	tgarch	tgarch	NOUN
ajase-4693	325	37	,	,	PUNCT
ajase-4693	325	38	and	and	CCONJ
ajase-4693	325	39	figarch	figarch	NOUN
ajase-4693	325	40	(	(	PUNCT
ajase-4693	325	41	1,1	1,1	NUM
ajase-4693	325	42	)	)	PUNCT
ajase-4693	325	43	.	.	PUNCT
ajase-4693	326	1	the	the	DET
ajase-4693	326	2	specific	specific	ADJ
ajase-4693	326	3	goal	goal	NOUN
ajase-4693	326	4	was	be	AUX
ajase-4693	326	5	to	to	PART
ajase-4693	326	6	determine	determine	VERB
ajase-4693	326	7	which	which	DET
ajase-4693	326	8	model	model	NOUN
ajase-4693	326	9	was	be	AUX
ajase-4693	326	10	best	well	ADV
ajase-4693	326	11	suited	suit	VERB
ajase-4693	326	12	for	for	ADP
ajase-4693	326	13	estimating	estimate	VERB
ajase-4693	326	14	the	the	DET
ajase-4693	326	15	conditional	conditional	ADJ
ajase-4693	326	16	variance	variance	NOUN
ajase-4693	326	17	,	,	PUNCT
ajase-4693	326	18	or	or	CCONJ
ajase-4693	326	19	which	which	DET
ajase-4693	326	20	model	model	NOUN
ajase-4693	326	21	had	have	VERB
ajase-4693	326	22	the	the	DET
ajase-4693	326	23	most	most	ADJ
ajase-4693	326	24	criteria	criterion	NOUN
ajase-4693	326	25	completed	complete	VERB
ajase-4693	326	26	.	.	PUNCT
ajase-4693	327	1	the	the	DET
ajase-4693	327	2	results	result	NOUN
ajase-4693	327	3	of	of	ADP
ajase-4693	327	4	the	the	DET
ajase-4693	327	5	arch	arch	NOUN
ajase-4693	327	6	-	-	PUNCT
ajase-4693	327	7	lm	lm	ADJ
ajase-4693	327	8	and	and	CCONJ
ajase-4693	327	9	durbin	durbin	ADJ
ajase-4693	327	10	-	-	PUNCT
ajase-4693	327	11	waston	waston	NOUN
ajase-4693	327	12	tests	test	NOUN
ajase-4693	327	13	,	,	PUNCT
ajase-4693	327	14	which	which	PRON
ajase-4693	327	15	do	do	AUX
ajase-4693	327	16	not	not	PART
ajase-4693	327	17	account	account	VERB
ajase-4693	327	18	for	for	ADP
ajase-4693	327	19	heteroskedasticity	heteroskedasticity	NOUN
ajase-4693	327	20	or	or	CCONJ
ajase-4693	327	21	autocorrelation	autocorrelation	NOUN
ajase-4693	327	22	,	,	PUNCT
ajase-4693	327	23	are	be	AUX
ajase-4693	327	24	displayed	display	VERB
ajase-4693	327	25	in	in	ADP
ajase-4693	327	26	table	table	NOUN
ajase-4693	327	27	10	10	NUM
ajase-4693	327	28	.	.	PUNCT
ajase-4693	328	1	table	table	NOUN
ajase-4693	328	2	10	10	NUM
ajase-4693	328	3	:	:	PUNCT
ajase-4693	328	4	the	the	DET
ajase-4693	328	5	results	result	NOUN
ajase-4693	328	6	of	of	ADP
ajase-4693	328	7	evaluation	evaluation	NOUN
ajase-4693	328	8	models	model	NOUN
ajase-4693	328	9	(	(	PUNCT
ajase-4693	328	10	test	test	NOUN
ajase-4693	328	11	for	for	ADP
ajase-4693	328	12	residuals	residual	NOUN
ajase-4693	328	13	)	)	PUNCT
ajase-4693	328	14	variables	variable	NOUN
ajase-4693	328	15	/	/	SYM
ajase-4693	328	16	parameters	parameter	NOUN
ajase-4693	329	1	std	std	PROPN
ajase-4693	329	2	.	.	PUNCT
ajase-4693	329	3	error	error	NOUN
ajase-4693	329	4	prob	prob	NOUN
ajase-4693	329	5	.	.	PUNCT
ajase-4693	330	1	model	model	PROPN
ajase-4693	330	2	arch	arch	PROPN
ajase-4693	330	3	-	-	PUNCT
ajase-4693	330	4	lm	lm	PROPN
ajase-4693	330	5	test	test	NOUN
ajase-4693	330	6	durbin	durbin	ADJ
ajase-4693	330	7	-	-	PUNCT
ajase-4693	330	8	waston	waston	NOUN
ajase-4693	330	9	test	test	NOUN
ajase-4693	330	10	garch	garch	NOUN
ajase-4693	330	11	(	(	PUNCT
ajase-4693	330	12	1,1	1,1	NUM
ajase-4693	330	13	)	)	PUNCT
ajase-4693	330	14	0.3758	0.3758	NUM
ajase-4693	330	15	(	(	PUNCT
ajase-4693	330	16	0.5398	0.5398	NUM
ajase-4693	330	17	)	)	PUNCT
ajase-4693	330	18	1.999914	1.999914	NUM
ajase-4693	330	19	egarch	egarch	NOUN
ajase-4693	330	20	(	(	PUNCT
ajase-4693	330	21	1,1	1,1	NUM
ajase-4693	330	22	)	)	PUNCT
ajase-4693	330	23	0.2767	0.2767	NUM
ajase-4693	330	24	(	(	PUNCT
ajase-4693	330	25	0.5988	0.5988	NUM
ajase-4693	330	26	)	)	PUNCT
ajase-4693	330	27	1.999906	1.999906	NUM
ajase-4693	330	28	tgarch	tgarch	NOUN
ajase-4693	330	29	(	(	PUNCT
ajase-4693	330	30	1,1	1,1	NUM
ajase-4693	330	31	)	)	PUNCT
ajase-4693	330	32	0.4385	0.4385	NUM
ajase-4693	330	33	(	(	PUNCT
ajase-4693	330	34	0.5078	0.5078	NUM
ajase-4693	330	35	)	)	PUNCT
ajase-4693	330	36	1.999936	1.999936	NUM
ajase-4693	330	37	igarch	igarch	NOUN
ajase-4693	330	38	(	(	PUNCT
ajase-4693	330	39	1,1	1,1	NUM
ajase-4693	330	40	)	)	PUNCT
ajase-4693	330	41	0.1128	0.1128	NUM
ajase-4693	330	42	(	(	PUNCT
ajase-4693	330	43	0.7370	0.7370	NUM
ajase-4693	330	44	)	)	PUNCT
ajase-4693	330	45	1.999911	1.999911	NUM
ajase-4693	330	46	figarch	figarch	NOUN
ajase-4693	330	47	(	(	PUNCT
ajase-4693	330	48	1,1	1,1	NUM
ajase-4693	330	49	)	)	PUNCT
ajase-4693	330	50	0.002673	0.002673	NUM
ajase-4693	330	51	(	(	PUNCT
ajase-4693	330	52	0.9588	0.9588	NUM
ajase-4693	330	53	)	)	PUNCT
ajase-4693	330	54	1.999983	1.999983	NUM
ajase-4693	330	55	source	source	NOUN
ajase-4693	330	56	:	:	PUNCT
ajase-4693	330	57	author	author	NOUN
ajase-4693	330	58	’s	’s	PART
ajase-4693	330	59	estimation	estimation	NOUN
ajase-4693	330	60	using	use	VERB
ajase-4693	330	61	r	r	PROPN
ajase-4693	330	62	4.4.1	4.4.1	NUM
ajase-4693	330	63	pa	pa	PROPN
ajase-4693	330	64	ge	ge	PROPN
ajase-4693	330	65	52	52	NUM
ajase-4693	330	66	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	330	67	am	be	AUX
ajase-4693	330	68	.	.	PUNCT
ajase-4693	331	1	j.	j.	PROPN
ajase-4693	331	2	appl	appl	PROPN
ajase-4693	331	3	.	.	PROPN
ajase-4693	332	1	stat	stat	PROPN
ajase-4693	332	2	.	.	PUNCT
ajase-4693	333	1	econ	econ	PROPN
ajase-4693	333	2	.	.	PUNCT
ajase-4693	334	1	4(1	4(1	X
ajase-4693	334	2	)	)	PUNCT
ajase-4693	335	1	41	41	NUM
ajase-4693	335	2	-	-	SYM
ajase-4693	335	3	57	57	NUM
ajase-4693	335	4	,	,	PUNCT
ajase-4693	335	5	2025	2025	NUM
ajase-4693	335	6	it	it	PRON
ajase-4693	335	7	can	can	AUX
ajase-4693	335	8	be	be	AUX
ajase-4693	335	9	stated	state	VERB
ajase-4693	335	10	categorically	categorically	ADV
ajase-4693	335	11	state	state	NOUN
ajase-4693	335	12	that	that	SCONJ
ajase-4693	335	13	the	the	DET
ajase-4693	335	14	models	model	NOUN
ajase-4693	335	15	(	(	PUNCT
ajase-4693	335	16	garch	garch	NOUN
ajase-4693	335	17	,	,	PUNCT
ajase-4693	335	18	igarch	igarch	NOUN
ajase-4693	335	19	,	,	PUNCT
ajase-4693	335	20	tgarch	tgarch	NOUN
ajase-4693	335	21	,	,	PUNCT
ajase-4693	335	22	and	and	CCONJ
ajase-4693	335	23	figarch	figarch	NOUN
ajase-4693	335	24	)	)	PUNCT
ajase-4693	335	25	that	that	PRON
ajase-4693	335	26	were	be	AUX
ajase-4693	335	27	employed	employ	VERB
ajase-4693	335	28	have	have	AUX
ajase-4693	335	29	been	be	AUX
ajase-4693	335	30	successful	successful	ADJ
ajase-4693	335	31	in	in	ADP
ajase-4693	335	32	meeting	meet	VERB
ajase-4693	335	33	the	the	DET
ajase-4693	335	34	error	error	NOUN
ajase-4693	335	35	series	series	NOUN
ajase-4693	335	36	’	'	PUNCT
ajase-4693	335	37	residual	residual	ADJ
ajase-4693	335	38	requirements	requirement	NOUN
ajase-4693	335	39	.	.	PUNCT
ajase-4693	336	1	the	the	DET
ajase-4693	336	2	hypothesis	hypothesis	NOUN
ajase-4693	336	3	of	of	ADP
ajase-4693	336	4	homoskedasticity	homoskedasticity	NOUN
ajase-4693	336	5	is	be	AUX
ajase-4693	336	6	thus	thus	ADV
ajase-4693	336	7	validated	validate	VERB
ajase-4693	336	8	since	since	SCONJ
ajase-4693	336	9	the	the	DET
ajase-4693	336	10	probability	probability	NOUN
ajase-4693	336	11	related	relate	VERB
ajase-4693	336	12	to	to	ADP
ajase-4693	336	13	the	the	DET
ajase-4693	336	14	arch	arch	ADJ
ajase-4693	336	15	-	-	PUNCT
ajase-4693	336	16	lm	lm	NOUN
ajase-4693	336	17	test	test	NOUN
ajase-4693	336	18	are	be	AUX
ajase-4693	336	19	higher	high	ADJ
ajase-4693	336	20	than	than	ADP
ajase-4693	336	21	the	the	DET
ajase-4693	336	22	5	5	NUM
ajase-4693	336	23	%	%	NOUN
ajase-4693	336	24	(	(	PUNCT
ajase-4693	336	25	0.05	0.05	NUM
ajase-4693	336	26	)	)	PUNCT
ajase-4693	336	27	threshold	threshold	NOUN
ajase-4693	336	28	that	that	SCONJ
ajase-4693	336	29	the	the	DET
ajase-4693	336	30	existence	existence	NOUN
ajase-4693	336	31	of	of	ADP
ajase-4693	336	32	arch	arch	ADJ
ajase-4693	336	33	(	(	PUNCT
ajase-4693	336	34	q	q	NOUN
ajase-4693	336	35	)	)	PUNCT
ajase-4693	336	36	effects	effect	NOUN
ajase-4693	336	37	in	in	ADP
ajase-4693	336	38	the	the	DET
ajase-4693	336	39	residual	residual	ADJ
ajase-4693	336	40	series	series	NOUN
ajase-4693	336	41	is	be	AUX
ajase-4693	336	42	denied	deny	VERB
ajase-4693	336	43	and	and	CCONJ
ajase-4693	336	44	the	the	DET
ajase-4693	336	45	errors	error	NOUN
ajase-4693	336	46	are	be	AUX
ajase-4693	336	47	uniformly	uniformly	ADV
ajase-4693	336	48	distributed	distribute	VERB
ajase-4693	336	49	.	.	PUNCT
ajase-4693	337	1	the	the	DET
ajase-4693	337	2	durbin	durbin	ADJ
ajase-4693	337	3	-	-	PUNCT
ajase-4693	337	4	waston	waston	NOUN
ajase-4693	337	5	test	test	NOUN
ajase-4693	337	6	results	result	NOUN
ajase-4693	337	7	,	,	PUNCT
ajase-4693	337	8	which	which	PRON
ajase-4693	337	9	were	be	AUX
ajase-4693	337	10	about	about	ADV
ajase-4693	337	11	equivalent	equivalent	ADJ
ajase-4693	337	12	to	to	ADP
ajase-4693	337	13	2.00	2.00	NUM
ajase-4693	337	14	,	,	PUNCT
ajase-4693	337	15	verified	verify	VERB
ajase-4693	337	16	that	that	SCONJ
ajase-4693	337	17	there	there	PRON
ajase-4693	337	18	was	be	VERB
ajase-4693	337	19	neither	neither	CCONJ
ajase-4693	337	20	autocorrelation	autocorrelation	NOUN
ajase-4693	337	21	nor	nor	CCONJ
ajase-4693	337	22	serial	serial	ADJ
ajase-4693	337	23	correlation	correlation	NOUN
ajase-4693	337	24	on	on	ADP
ajase-4693	337	25	the	the	DET
ajase-4693	337	26	residual	residual	ADJ
ajase-4693	337	27	series	series	NOUN
ajase-4693	337	28	.	.	PUNCT
ajase-4693	338	1	in	in	ADP
ajase-4693	338	2	addition	addition	NOUN
ajase-4693	338	3	,	,	PUNCT
ajase-4693	338	4	table	table	NOUN
ajase-4693	338	5	10	10	NUM
ajase-4693	338	6	shows	show	VERB
ajase-4693	338	7	that	that	SCONJ
ajase-4693	338	8	the	the	DET
ajase-4693	338	9	egarch	egarch	NOUN
ajase-4693	338	10	(	(	PUNCT
ajase-4693	338	11	1,1	1,1	NUM
ajase-4693	338	12	)	)	PUNCT
ajase-4693	338	13	model	model	NOUN
ajase-4693	338	14	is	be	AUX
ajase-4693	338	15	the	the	DET
ajase-4693	338	16	best	good	ADJ
ajase-4693	338	17	accurate	accurate	ADJ
ajase-4693	338	18	model	model	NOUN
ajase-4693	338	19	for	for	ADP
ajase-4693	338	20	estimating	estimate	VERB
ajase-4693	338	21	the	the	DET
ajase-4693	338	22	conditional	conditional	ADJ
ajase-4693	338	23	variance	variance	NOUN
ajase-4693	338	24	of	of	ADP
ajase-4693	338	25	the	the	DET
ajase-4693	338	26	crude	crude	ADJ
ajase-4693	338	27	oil	oil	NOUN
ajase-4693	338	28	return	return	NOUN
ajase-4693	338	29	series	series	NOUN
ajase-4693	338	30	.	.	PUNCT
ajase-4693	339	1	this	this	DET
ajase-4693	339	2	model	model	NOUN
ajase-4693	339	3	is	be	AUX
ajase-4693	339	4	completely	completely	ADV
ajase-4693	339	5	compliant	compliant	ADJ
ajase-4693	339	6	and	and	CCONJ
ajase-4693	339	7	genuinely	genuinely	ADV
ajase-4693	339	8	respects	respect	VERB
ajase-4693	339	9	the	the	DET
ajase-4693	339	10	primary	primary	ADJ
ajase-4693	339	11	restrictive	restrictive	ADJ
ajase-4693	339	12	constraints	constraint	NOUN
ajase-4693	339	13	imposed	impose	VERB
ajase-4693	339	14	by	by	ADP
ajase-4693	339	15	the	the	DET
ajase-4693	339	16	literature	literature	NOUN
ajase-4693	339	17	in	in	ADP
ajase-4693	339	18	contrast	contrast	NOUN
ajase-4693	339	19	to	to	ADP
ajase-4693	339	20	the	the	DET
ajase-4693	339	21	garch	garch	NOUN
ajase-4693	339	22	(	(	PUNCT
ajase-4693	339	23	1,1	1,1	NUM
ajase-4693	339	24	)	)	PUNCT
ajase-4693	339	25	,	,	PUNCT
ajase-4693	339	26	tgarch	tgarch	PROPN
ajase-4693	339	27	,	,	PUNCT
ajase-4693	339	28	igarch	igarch	NOUN
ajase-4693	339	29	(	(	PUNCT
ajase-4693	339	30	1,1	1,1	NUM
ajase-4693	339	31	)	)	PUNCT
ajase-4693	339	32	,	,	PUNCT
ajase-4693	339	33	and	and	CCONJ
ajase-4693	339	34	figarch	figarch	NOUN
ajase-4693	339	35	(	(	PUNCT
ajase-4693	339	36	1,1	1,1	NUM
ajase-4693	339	37	)	)	PUNCT
ajase-4693	339	38	models	model	NOUN
ajase-4693	339	39	.	.	PUNCT
ajase-4693	340	1	studies	study	NOUN
ajase-4693	340	2	by	by	ADP
ajase-4693	340	3	yang	yang	PROPN
ajase-4693	340	4	et	et	PROPN
ajase-4693	340	5	al	al	PROPN
ajase-4693	340	6	.	.	PROPN
ajase-4693	340	7	(	(	PUNCT
ajase-4693	340	8	2020	2020	NUM
ajase-4693	340	9	)	)	PUNCT
ajase-4693	340	10	,	,	PUNCT
ajase-4693	340	11	saltik	saltik	VERB
ajase-4693	340	12	et	et	PROPN
ajase-4693	340	13	al	al	PROPN
ajase-4693	340	14	.	.	PUNCT
ajase-4693	341	1	(	(	PUNCT
ajase-4693	341	2	2016	2016	NUM
ajase-4693	341	3	)	)	PUNCT
ajase-4693	341	4	,	,	PUNCT
ajase-4693	341	5	and	and	CCONJ
ajase-4693	341	6	yildirim	yildirim	PROPN
ajase-4693	341	7	(	(	PUNCT
ajase-4693	341	8	2017	2017	NUM
ajase-4693	341	9	)	)	PUNCT
ajase-4693	341	10	that	that	PRON
ajase-4693	341	11	use	use	VERB
ajase-4693	341	12	asymmetrical	asymmetrical	ADJ
ajase-4693	341	13	and	and	CCONJ
ajase-4693	341	14	non	non	ADJ
ajase-4693	341	15	-	-	ADJ
ajase-4693	341	16	parametric	parametric	ADJ
ajase-4693	341	17	garch	garch	NOUN
ajase-4693	341	18	models	model	NOUN
ajase-4693	341	19	to	to	PART
ajase-4693	341	20	evaluate	evaluate	VERB
ajase-4693	341	21	crude	crude	ADJ
ajase-4693	341	22	oil	oil	NOUN
ajase-4693	341	23	volatility	volatility	NOUN
ajase-4693	341	24	across	across	ADP
ajase-4693	341	25	time	time	NOUN
ajase-4693	341	26	are	be	AUX
ajase-4693	341	27	positioned	position	VERB
ajase-4693	341	28	in	in	ADP
ajase-4693	341	29	a	a	DET
ajase-4693	341	30	similar	similar	ADJ
ajase-4693	341	31	manner	manner	NOUN
ajase-4693	341	32	.	.	PUNCT
ajase-4693	342	1	the	the	DET
ajase-4693	342	2	best	well	ADV
ajase-4693	342	3	estimated	estimate	VERB
ajase-4693	342	4	model	model	NOUN
ajase-4693	342	5	for	for	ADP
ajase-4693	342	6	selection	selection	NOUN
ajase-4693	342	7	the	the	DET
ajase-4693	342	8	best	good	ADJ
ajase-4693	342	9	model	model	NOUN
ajase-4693	342	10	is	be	AUX
ajase-4693	342	11	chosen	choose	VERB
ajase-4693	342	12	based	base	VERB
ajase-4693	342	13	on	on	ADP
ajase-4693	342	14	its	its	PRON
ajase-4693	342	15	logarithm	logarithm	NOUN
ajase-4693	342	16	maximum	maximum	ADJ
ajase-4693	342	17	likelihood	likelihood	NOUN
ajase-4693	342	18	function	function	NOUN
ajase-4693	342	19	value	value	NOUN
ajase-4693	342	20	.	.	PUNCT
ajase-4693	343	1	the	the	PRON
ajase-4693	343	2	better	well	ADJ
ajase-4693	343	3	the	the	DET
ajase-4693	343	4	model	model	NOUN
ajase-4693	343	5	,	,	PUNCT
ajase-4693	343	6	the	the	PRON
ajase-4693	343	7	lower	low	ADJ
ajase-4693	343	8	the	the	DET
ajase-4693	343	9	values	value	NOUN
ajase-4693	343	10	of	of	ADP
ajase-4693	343	11	the	the	DET
ajase-4693	343	12	information	information	NOUN
ajase-4693	343	13	criteria	criterion	NOUN
ajase-4693	343	14	.	.	PUNCT
ajase-4693	344	1	according	accord	VERB
ajase-4693	344	2	to	to	ADP
ajase-4693	344	3	tables	table	NOUN
ajase-4693	344	4	11	11	NUM
ajase-4693	344	5	and	and	CCONJ
ajase-4693	344	6	12	12	NUM
ajase-4693	344	7	above	above	ADV
ajase-4693	344	8	,	,	PUNCT
ajase-4693	344	9	the	the	DET
ajase-4693	344	10	egarch	egarch	NOUN
ajase-4693	344	11	model	model	NOUN
ajase-4693	344	12	has	have	VERB
ajase-4693	344	13	the	the	DET
ajase-4693	344	14	lowest	low	ADJ
ajase-4693	344	15	information	information	NOUN
ajase-4693	344	16	criteria	criterion	NOUN
ajase-4693	344	17	values	value	NOUN
ajase-4693	344	18	for	for	ADP
ajase-4693	344	19	the	the	DET
ajase-4693	344	20	t	t	NOUN
ajase-4693	344	21	-	-	PUNCT
ajase-4693	344	22	distribution	distribution	NOUN
ajase-4693	344	23	and	and	CCONJ
ajase-4693	344	24	the	the	DET
ajase-4693	344	25	highest	high	ADJ
ajase-4693	344	26	log	log	NOUN
ajase-4693	344	27	likelihood	likelihood	NOUN
ajase-4693	344	28	value	value	NOUN
ajase-4693	344	29	for	for	ADP
ajase-4693	344	30	the	the	DET
ajase-4693	344	31	normal	normal	ADJ
ajase-4693	344	32	distribution	distribution	NOUN
ajase-4693	344	33	.	.	PUNCT
ajase-4693	345	1	but	but	CCONJ
ajase-4693	345	2	,	,	PUNCT
ajase-4693	345	3	because	because	SCONJ
ajase-4693	345	4	it	it	PRON
ajase-4693	345	5	has	have	VERB
ajase-4693	345	6	a	a	DET
ajase-4693	345	7	greater	great	ADJ
ajase-4693	345	8	log	log	NOUN
ajase-4693	345	9	probability	probability	NOUN
ajase-4693	345	10	value	value	NOUN
ajase-4693	345	11	and	and	CCONJ
ajase-4693	345	12	fewer	few	ADJ
ajase-4693	345	13	information	information	NOUN
ajase-4693	345	14	criteria	criterion	NOUN
ajase-4693	345	15	than	than	ADP
ajase-4693	345	16	the	the	DET
ajase-4693	345	17	normal	normal	ADJ
ajase-4693	345	18	distribution	distribution	NOUN
ajase-4693	345	19	,	,	PUNCT
ajase-4693	345	20	the	the	DET
ajase-4693	345	21	t	t	NOUN
ajase-4693	345	22	-	-	PUNCT
ajase-4693	345	23	distribution	distribution	NOUN
ajase-4693	345	24	matches	match	VERB
ajase-4693	345	25	the	the	DET
ajase-4693	345	26	data	datum	NOUN
ajase-4693	345	27	better	well	ADV
ajase-4693	345	28	.	.	PUNCT
ajase-4693	346	1	this	this	PRON
ajase-4693	346	2	demonstrates	demonstrate	VERB
ajase-4693	346	3	that	that	SCONJ
ajase-4693	346	4	,	,	PUNCT
ajase-4693	346	5	out	out	ADP
ajase-4693	346	6	of	of	ADP
ajase-4693	346	7	all	all	DET
ajase-4693	346	8	the	the	DET
ajase-4693	346	9	models	model	NOUN
ajase-4693	346	10	examined	examine	VERB
ajase-4693	346	11	,	,	PUNCT
ajase-4693	346	12	the	the	DET
ajase-4693	346	13	egarch	egarch	NOUN
ajase-4693	346	14	-	-	PUNCT
ajase-4693	346	15	t	t	NOUN
ajase-4693	346	16	distribution	distribution	NOUN
ajase-4693	346	17	fits	fit	VERB
ajase-4693	346	18	the	the	DET
ajase-4693	346	19	data	datum	NOUN
ajase-4693	346	20	the	the	DET
ajase-4693	346	21	best	good	ADJ
ajase-4693	346	22	.	.	PUNCT
ajase-4693	347	1	table	table	NOUN
ajase-4693	347	2	11	11	NUM
ajase-4693	347	3	:	:	PUNCT
ajase-4693	347	4	loglikelihood	loglikelihood	NOUN
ajase-4693	347	5	and	and	CCONJ
ajase-4693	347	6	information	information	NOUN
ajase-4693	347	7	criteria	criterion	NOUN
ajase-4693	347	8	values	value	VERB
ajase-4693	347	9	normal	normal	ADJ
ajase-4693	347	10	dist	dist	NOUN
ajase-4693	347	11	model	model	NOUN
ajase-4693	347	12	arch	arch	VERB
ajase-4693	347	13	significant	significant	ADJ
ajase-4693	347	14	?	?	PUNCT
ajase-4693	348	1	garch	garch	NOUN
ajase-4693	348	2	significant	significant	ADJ
ajase-4693	348	3	?	?	PUNCT
ajase-4693	349	1	log	log	NOUN
ajase-4693	349	2	likelihoo	likelihoo	VERB
ajase-4693	349	3	akaike	akaike	ADV
ajase-4693	350	1	ic	ic	INTJ
ajase-4693	350	2	garch	garch	NOUN
ajase-4693	351	1	yes	yes	INTJ
ajase-4693	351	2	yes	yes	INTJ
ajase-4693	351	3	10943.67	10943.67	NUM
ajase-4693	351	4	-4.2800	-4.2800	ADJ
ajase-4693	351	5	egarch	egarch	NOUN
ajase-4693	352	1	yes	yes	INTJ
ajase-4693	353	1	yes	yes	INTJ
ajase-4693	353	2	10966.96	10966.96	NUM
ajase-4693	353	3	-4.2889	-4.2889	NOUN
ajase-4693	353	4	tgarch	tgarch	NOUN
ajase-4693	354	1	yes	yes	INTJ
ajase-4693	355	1	yes	yes	INTJ
ajase-4693	355	2	10966.84	10966.84	NUM
ajase-4693	355	3	-4.2887	-4.2887	PUNCT
ajase-4693	356	1	igarch	igarch	NOUN
ajase-4693	357	1	yes	yes	INTJ
ajase-4693	357	2	yes	yes	INTJ
ajase-4693	358	1	10939.28	10939.28	NUM
ajase-4693	358	2	4.2787	4.2787	NUM
ajase-4693	358	3	figarch	figarch	NOUN
ajase-4693	359	1	yes	yes	INTJ
ajase-4693	360	1	yes	yes	INTJ
ajase-4693	360	2	10842.81	10842.81	NUM
ajase-4693	360	3	-4.2401	-4.2401	NOUN
ajase-4693	360	4	source	source	NOUN
ajase-4693	360	5	:	:	PUNCT
ajase-4693	360	6	author	author	NOUN
ajase-4693	360	7	’s	’s	PART
ajase-4693	360	8	estimation	estimation	NOUN
ajase-4693	360	9	using	use	VERB
ajase-4693	360	10	r	r	NOUN
ajase-4693	360	11	4.4.1	4.4.1	NUM
ajase-4693	360	12	table	table	NOUN
ajase-4693	360	13	12	12	NUM
ajase-4693	360	14	:	:	PUNCT
ajase-4693	360	15	loglikelihood	loglikelihood	NOUN
ajase-4693	360	16	and	and	CCONJ
ajase-4693	360	17	information	information	NOUN
ajase-4693	360	18	criteria	criterion	NOUN
ajase-4693	360	19	values	value	NOUN
ajase-4693	360	20	—	—	PUNCT
ajase-4693	360	21	student	student	NOUN
ajase-4693	360	22	’s	’s	PART
ajase-4693	360	23	dist	dist	NOUN
ajase-4693	360	24	model	model	NOUN
ajase-4693	360	25	arch	arch	VERB
ajase-4693	360	26	significant	significant	ADJ
ajase-4693	360	27	?	?	PUNCT
ajase-4693	361	1	garch	garch	NOUN
ajase-4693	361	2	significant	significant	ADJ
ajase-4693	361	3	?	?	PUNCT
ajase-4693	362	1	log	log	NOUN
ajase-4693	362	2	likelihood	likelihood	NOUN
ajase-4693	362	3	akaike	akaike	ADP
ajase-4693	363	1	ic	ic	PRON
ajase-4693	363	2	garch	garch	NOUN
ajase-4693	364	1	yes	yes	INTJ
ajase-4693	364	2	yes	yes	INTJ
ajase-4693	365	1	11981.45	11981.45	NUM
ajase-4693	365	2	-4.6856	-4.6856	NOUN
ajase-4693	365	3	egarch	egarch	NOUN
ajase-4693	366	1	yes	yes	INTJ
ajase-4693	367	1	yes	yes	INTJ
ajase-4693	367	2	12022.3	12022.3	NUM
ajase-4693	367	3	-4.7012	-4.7012	NOUN
ajase-4693	367	4	tgarch	tgarch	NOUN
ajase-4693	368	1	yes	yes	INTJ
ajase-4693	368	2	yes	yes	INTJ
ajase-4693	369	1	11985.2	11985.2	NUM
ajase-4693	369	2	-4.6867	-4.6867	PRON
ajase-4693	369	3	igarch	igarch	VERB
ajase-4693	370	1	yes	yes	INTJ
ajase-4693	371	1	yes	yes	INTJ
ajase-4693	372	1	11981.46	11981.46	NUM
ajase-4693	372	2	-4.6860	-4.6860	PRON
ajase-4693	373	1	figarch	figarch	NOUN
ajase-4693	374	1	yes	yes	INTJ
ajase-4693	375	1	yes	yes	INTJ
ajase-4693	375	2	11985.19	11985.19	NUM
ajase-4693	375	3	-4.6867	-4.6867	PROPN
ajase-4693	375	4	source	source	NOUN
ajase-4693	375	5	:	:	PUNCT
ajase-4693	375	6	author	author	NOUN
ajase-4693	375	7	’s	’s	PART
ajase-4693	375	8	estimation	estimation	NOUN
ajase-4693	375	9	using	use	VERB
ajase-4693	375	10	r	r	NOUN
ajase-4693	375	11	4.4.1	4.4.1	NUM
ajase-4693	375	12	forecast	forecast	NOUN
ajase-4693	375	13	the	the	DET
ajase-4693	375	14	forecast	forecast	NOUN
ajase-4693	375	15	of	of	ADP
ajase-4693	375	16	future	future	ADJ
ajase-4693	375	17	conditional	conditional	ADJ
ajase-4693	375	18	volatility	volatility	NOUN
ajase-4693	375	19	of	of	ADP
ajase-4693	375	20	the	the	DET
ajase-4693	375	21	crude	crude	ADJ
ajase-4693	375	22	oil	oil	NOUN
ajase-4693	375	23	return	return	NOUN
ajase-4693	375	24	series	series	NOUN
ajase-4693	375	25	was	be	AUX
ajase-4693	375	26	calculated	calculate	VERB
ajase-4693	375	27	following	follow	VERB
ajase-4693	375	28	the	the	DET
ajase-4693	375	29	diagnostic	diagnostic	ADJ
ajase-4693	375	30	analysis	analysis	NOUN
ajase-4693	375	31	of	of	ADP
ajase-4693	375	32	garch	garch	NOUN
ajase-4693	375	33	models	model	NOUN
ajase-4693	375	34	.	.	PUNCT
ajase-4693	376	1	demirer	demirer	VERB
ajase-4693	376	2	et	et	PROPN
ajase-4693	376	3	al	al	PROPN
ajase-4693	376	4	.	.	PROPN
ajase-4693	377	1	(	(	PUNCT
ajase-4693	377	2	2018	2018	NUM
ajase-4693	377	3	)	)	PUNCT
ajase-4693	377	4	,	,	PUNCT
ajase-4693	377	5	escribano	escribano	NOUN
ajase-4693	377	6	and	and	CCONJ
ajase-4693	377	7	valdes	valde	NOUN
ajase-4693	377	8	(	(	PUNCT
ajase-4693	377	9	2017	2017	NUM
ajase-4693	377	10	)	)	PUNCT
ajase-4693	377	11	,	,	PUNCT
ajase-4693	377	12	and	and	CCONJ
ajase-4693	377	13	ahmed	ahmed	PROPN
ajase-4693	377	14	and	and	CCONJ
ajase-4693	377	15	shabri	shabri	NOUN
ajase-4693	377	16	(	(	PUNCT
ajase-4693	377	17	2014	2014	NUM
ajase-4693	377	18	)	)	PUNCT
ajase-4693	377	19	used	use	VERB
ajase-4693	377	20	the	the	DET
ajase-4693	377	21	data	datum	NOUN
ajase-4693	377	22	from	from	ADP
ajase-4693	377	23	each	each	DET
ajase-4693	377	24	volatility	volatility	NOUN
ajase-4693	377	25	model	model	NOUN
ajase-4693	377	26	with	with	ADP
ajase-4693	377	27	the	the	DET
ajase-4693	377	28	lowest	low	ADJ
ajase-4693	377	29	values	value	NOUN
ajase-4693	377	30	of	of	ADP
ajase-4693	377	31	mean	mean	ADJ
ajase-4693	377	32	absolute	absolute	ADJ
ajase-4693	377	33	error	error	NOUN
ajase-4693	377	34	(	(	PUNCT
ajase-4693	377	35	mae	mae	PROPN
ajase-4693	377	36	)	)	PUNCT
ajase-4693	377	37	,	,	PUNCT
ajase-4693	377	38	mean	mean	VERB
ajase-4693	377	39	absolute	absolute	ADJ
ajase-4693	377	40	percent	percent	NOUN
ajase-4693	377	41	error	error	NOUN
ajase-4693	377	42	(	(	PUNCT
ajase-4693	377	43	mape	mape	NOUN
ajase-4693	377	44	)	)	PUNCT
ajase-4693	377	45	,	,	PUNCT
ajase-4693	377	46	and	and	CCONJ
ajase-4693	377	47	root	root	NOUN
ajase-4693	377	48	mean	mean	VERB
ajase-4693	377	49	square	square	ADJ
ajase-4693	377	50	error	error	NOUN
ajase-4693	377	51	(	(	PUNCT
ajase-4693	377	52	rmse	rmse	NOUN
ajase-4693	377	53	)	)	PUNCT
ajase-4693	377	54	to	to	PART
ajase-4693	377	55	determine	determine	VERB
ajase-4693	377	56	the	the	DET
ajase-4693	377	57	optimal	optimal	ADJ
ajase-4693	377	58	forecasting	forecasting	NOUN
ajase-4693	377	59	model	model	NOUN
ajase-4693	377	60	.	.	PUNCT
ajase-4693	378	1	in	in	ADP
ajase-4693	378	2	a	a	DET
ajase-4693	378	3	more	more	ADV
ajase-4693	378	4	unpredictable	unpredictable	ADJ
ajase-4693	378	5	,	,	PUNCT
ajase-4693	378	6	challenging	challenging	ADJ
ajase-4693	378	7	,	,	PUNCT
ajase-4693	378	8	and	and	CCONJ
ajase-4693	378	9	stressful	stressful	ADJ
ajase-4693	378	10	time	time	NOUN
ajase-4693	378	11	brought	bring	VERB
ajase-4693	378	12	on	on	ADP
ajase-4693	378	13	by	by	ADP
ajase-4693	378	14	the	the	DET
ajase-4693	378	15	covid-19	covid-19	PROPN
ajase-4693	378	16	pandemic	pandemic	NOUN
ajase-4693	378	17	,	,	PUNCT
ajase-4693	378	18	there	there	PRON
ajase-4693	378	19	was	be	VERB
ajase-4693	378	20	a	a	DET
ajase-4693	378	21	greater	great	ADJ
ajase-4693	378	22	need	need	NOUN
ajase-4693	378	23	to	to	PART
ajase-4693	378	24	monitor	monitor	VERB
ajase-4693	378	25	the	the	DET
ajase-4693	378	26	persistence	persistence	NOUN
ajase-4693	378	27	and	and	CCONJ
ajase-4693	378	28	fluctuating	fluctuate	VERB
ajase-4693	378	29	and	and	CCONJ
ajase-4693	378	30	oscillating	oscillating	NOUN
ajase-4693	378	31	movement	movement	NOUN
ajase-4693	378	32	of	of	ADP
ajase-4693	378	33	crude	crude	ADJ
ajase-4693	378	34	oil	oil	NOUN
ajase-4693	378	35	volatility	volatility	NOUN
ajase-4693	378	36	,	,	PUNCT
ajase-4693	378	37	which	which	PRON
ajase-4693	378	38	is	be	AUX
ajase-4693	378	39	why	why	SCONJ
ajase-4693	378	40	the	the	DET
ajase-4693	378	41	2010–2023	2010–2023	NUM
ajase-4693	378	42	timeframe	timeframe	NOUN
ajase-4693	378	43	was	be	AUX
ajase-4693	378	44	chosen	choose	VERB
ajase-4693	378	45	for	for	ADP
ajase-4693	378	46	analysis	analysis	NOUN
ajase-4693	378	47	.	.	PUNCT
ajase-4693	379	1	the	the	DET
ajase-4693	379	2	overall	overall	ADJ
ajase-4693	379	3	assessment	assessment	NOUN
ajase-4693	379	4	of	of	ADP
ajase-4693	379	5	five	five	NUM
ajase-4693	379	6	garch	garch	NOUN
ajase-4693	379	7	-	-	PUNCT
ajase-4693	379	8	type	type	NOUN
ajase-4693	379	9	models	model	NOUN
ajase-4693	379	10	using	use	VERB
ajase-4693	379	11	the	the	DET
ajase-4693	379	12	rms	rm	NOUN
ajase-4693	379	13	and	and	CCONJ
ajase-4693	379	14	mae	mae	PROPN
ajase-4693	379	15	error	error	NOUN
ajase-4693	379	16	metrics	metric	NOUN
ajase-4693	379	17	is	be	AUX
ajase-4693	379	18	shown	show	VERB
ajase-4693	379	19	in	in	ADP
ajase-4693	379	20	table	table	NOUN
ajase-4693	379	21	13	13	NUM
ajase-4693	379	22	.	.	PUNCT
ajase-4693	380	1	according	accord	VERB
ajase-4693	380	2	to	to	ADP
ajase-4693	380	3	the	the	DET
ajase-4693	380	4	findings	finding	NOUN
ajase-4693	380	5	,	,	PUNCT
ajase-4693	380	6	the	the	DET
ajase-4693	380	7	egarch	egarch	NOUN
ajase-4693	380	8	model	model	NOUN
ajase-4693	380	9	outperforms	outperform	VERB
ajase-4693	380	10	the	the	DET
ajase-4693	380	11	garch	garch	NOUN
ajase-4693	380	12	,	,	PUNCT
ajase-4693	380	13	igarch	igarch	NOUN
ajase-4693	380	14	,	,	PUNCT
ajase-4693	380	15	figarch	figarch	NOUN
ajase-4693	380	16	,	,	PUNCT
ajase-4693	380	17	and	and	CCONJ
ajase-4693	380	18	tgarch	tgarch	NOUN
ajase-4693	380	19	models	model	NOUN
ajase-4693	380	20	in	in	ADP
ajase-4693	380	21	terms	term	NOUN
ajase-4693	380	22	of	of	ADP
ajase-4693	380	23	forecast	forecast	NOUN
ajase-4693	380	24	accuracy	accuracy	NOUN
ajase-4693	380	25	.	.	PUNCT
ajase-4693	381	1	the	the	DET
ajase-4693	381	2	figure	figure	NOUN
ajase-4693	381	3	9	9	NUM
ajase-4693	381	4	:	:	PUNCT
ajase-4693	381	5	forecast	forecast	NOUN
ajase-4693	381	6	of	of	ADP
ajase-4693	381	7	crude	crude	ADJ
ajase-4693	381	8	oil	oil	NOUN
ajase-4693	381	9	prices	price	NOUN
ajase-4693	381	10	using	use	VERB
ajase-4693	381	11	egarch	egarch	NOUN
ajase-4693	381	12	pa	pa	PROPN
ajase-4693	381	13	ge	ge	PROPN
ajase-4693	381	14	53	53	NUM
ajase-4693	382	1	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	382	2	am	be	AUX
ajase-4693	382	3	.	.	PUNCT
ajase-4693	383	1	j.	j.	PROPN
ajase-4693	383	2	appl	appl	PROPN
ajase-4693	383	3	.	.	PROPN
ajase-4693	384	1	stat	stat	PROPN
ajase-4693	384	2	.	.	PUNCT
ajase-4693	385	1	econ	econ	PROPN
ajase-4693	385	2	.	.	PUNCT
ajase-4693	386	1	4(1	4(1	X
ajase-4693	386	2	)	)	PUNCT
ajase-4693	387	1	41	41	NUM
ajase-4693	387	2	-	-	SYM
ajase-4693	387	3	57	57	NUM
ajase-4693	387	4	,	,	PUNCT
ajase-4693	387	5	2025	2025	NUM
ajase-4693	387	6	outcome	outcome	NOUN
ajase-4693	387	7	demonstrated	demonstrate	VERB
ajase-4693	387	8	that	that	SCONJ
ajase-4693	387	9	each	each	PRON
ajase-4693	387	10	of	of	ADP
ajase-4693	387	11	the	the	DET
ajase-4693	387	12	four	four	NUM
ajase-4693	387	13	models	model	NOUN
ajase-4693	387	14	yields	yield	VERB
ajase-4693	387	15	outcomes	outcome	NOUN
ajase-4693	387	16	that	that	PRON
ajase-4693	387	17	are	be	AUX
ajase-4693	387	18	comparatively	comparatively	ADV
ajase-4693	387	19	satisfactory	satisfactory	ADJ
ajase-4693	387	20	.	.	PUNCT
ajase-4693	388	1	this	this	PRON
ajase-4693	388	2	suggests	suggest	VERB
ajase-4693	388	3	that	that	SCONJ
ajase-4693	388	4	none	none	NOUN
ajase-4693	388	5	of	of	ADP
ajase-4693	388	6	the	the	DET
ajase-4693	388	7	models	model	NOUN
ajase-4693	388	8	’	'	PUNCT
ajase-4693	388	9	significance	significance	NOUN
ajase-4693	388	10	in	in	ADP
ajase-4693	388	11	predicting	predict	VERB
ajase-4693	388	12	crude	crude	ADJ
ajase-4693	388	13	oil	oil	NOUN
ajase-4693	388	14	returns	return	NOUN
ajase-4693	388	15	can	can	AUX
ajase-4693	388	16	be	be	AUX
ajase-4693	388	17	disputed	dispute	VERB
ajase-4693	388	18	.	.	PUNCT
ajase-4693	389	1	but	but	CCONJ
ajase-4693	389	2	the	the	DET
ajase-4693	389	3	egarch	egarch	NOUN
ajase-4693	389	4	model	model	NOUN
ajase-4693	389	5	performs	perform	VERB
ajase-4693	389	6	better	well	ADJ
ajase-4693	389	7	than	than	ADP
ajase-4693	389	8	all	all	DET
ajase-4693	389	9	the	the	DET
ajase-4693	389	10	others	other	NOUN
ajase-4693	389	11	,	,	PUNCT
ajase-4693	389	12	with	with	ADP
ajase-4693	389	13	the	the	DET
ajase-4693	389	14	igarch	igarch	NOUN
ajase-4693	389	15	and	and	CCONJ
ajase-4693	389	16	garch	garch	NOUN
ajase-4693	389	17	models	model	NOUN
ajase-4693	389	18	coming	come	VERB
ajase-4693	389	19	in	in	ADP
ajase-4693	389	20	second	second	ADJ
ajase-4693	389	21	and	and	CCONJ
ajase-4693	389	22	third	third	ADJ
ajase-4693	389	23	,	,	PUNCT
ajase-4693	389	24	respectively	respectively	ADV
ajase-4693	389	25	.	.	PUNCT
ajase-4693	390	1	this	this	PRON
ajase-4693	390	2	demonstrates	demonstrate	VERB
ajase-4693	390	3	that	that	SCONJ
ajase-4693	390	4	the	the	DET
ajase-4693	390	5	basic	basic	ADJ
ajase-4693	390	6	garch	garch	NOUN
ajase-4693	390	7	model	model	NOUN
ajase-4693	390	8	is	be	AUX
ajase-4693	390	9	still	still	ADV
ajase-4693	390	10	useful	useful	ADJ
ajase-4693	390	11	for	for	ADP
ajase-4693	390	12	predicting	predict	VERB
ajase-4693	390	13	crude	crude	ADJ
ajase-4693	390	14	oil	oil	NOUN
ajase-4693	390	15	prices	price	NOUN
ajase-4693	390	16	,	,	PUNCT
ajase-4693	390	17	despite	despite	SCONJ
ajase-4693	390	18	the	the	DET
ajase-4693	390	19	creation	creation	NOUN
ajase-4693	390	20	of	of	ADP
ajase-4693	390	21	additional	additional	ADJ
ajase-4693	390	22	garch	garch	NOUN
ajase-4693	390	23	extension	extension	NOUN
ajase-4693	390	24	models	model	NOUN
ajase-4693	390	25	.	.	PUNCT
ajase-4693	391	1	this	this	DET
ajase-4693	391	2	outcome	outcome	NOUN
ajase-4693	391	3	makes	make	VERB
ajase-4693	391	4	it	it	PRON
ajase-4693	391	5	abundantly	abundantly	ADV
ajase-4693	391	6	evident	evident	ADJ
ajase-4693	391	7	that	that	SCONJ
ajase-4693	391	8	the	the	DET
ajase-4693	391	9	model	model	NOUN
ajase-4693	391	10	that	that	PRON
ajase-4693	391	11	performs	perform	VERB
ajase-4693	391	12	best	good	ADJ
ajase-4693	391	13	when	when	SCONJ
ajase-4693	391	14	evaluating	evaluate	VERB
ajase-4693	391	15	forecast	forecast	NOUN
ajase-4693	391	16	performance	performance	NOUN
ajase-4693	391	17	is	be	AUX
ajase-4693	391	18	also	also	ADV
ajase-4693	391	19	the	the	DET
ajase-4693	391	20	most	most	ADV
ajase-4693	391	21	appropriate	appropriate	ADJ
ajase-4693	391	22	for	for	ADP
ajase-4693	391	23	modeling	model	VERB
ajase-4693	391	24	crude	crude	ADJ
ajase-4693	391	25	oil	oil	NOUN
ajase-4693	391	26	returns	return	NOUN
ajase-4693	391	27	in	in	ADP
ajase-4693	391	28	nigeria	nigeria	PROPN
ajase-4693	391	29	.	.	PUNCT
ajase-4693	392	1	this	this	PRON
ajase-4693	392	2	is	be	AUX
ajase-4693	392	3	consistent	consistent	ADJ
ajase-4693	392	4	with	with	ADP
ajase-4693	392	5	(	(	PUNCT
ajase-4693	392	6	dana	dana	PROPN
ajase-4693	392	7	,	,	PUNCT
ajase-4693	392	8	2016	2016	NUM
ajase-4693	392	9	)	)	PUNCT
ajase-4693	392	10	results	result	VERB
ajase-4693	392	11	that	that	SCONJ
ajase-4693	392	12	the	the	DET
ajase-4693	392	13	best	good	ADJ
ajase-4693	392	14	model	model	NOUN
ajase-4693	392	15	for	for	ADP
ajase-4693	392	16	forecasting	forecasting	NOUN
ajase-4693	392	17	is	be	AUX
ajase-4693	392	18	also	also	ADV
ajase-4693	392	19	the	the	DET
ajase-4693	392	20	one	one	NOUN
ajase-4693	392	21	that	that	PRON
ajase-4693	392	22	fits	fit	VERB
ajase-4693	392	23	the	the	DET
ajase-4693	392	24	data	datum	NOUN
ajase-4693	392	25	the	the	DET
ajase-4693	392	26	best	good	ADJ
ajase-4693	392	27	.	.	PUNCT
ajase-4693	393	1	table	table	NOUN
ajase-4693	393	2	13	13	NUM
ajase-4693	393	3	:	:	PUNCT
ajase-4693	393	4	forecast	forecast	NOUN
ajase-4693	393	5	results	result	NOUN
ajase-4693	393	6	(	(	PUNCT
ajase-4693	393	7	2010	2010	NUM
ajase-4693	393	8	-	-	SYM
ajase-4693	393	9	2023	2023	NUM
ajase-4693	393	10	)	)	PUNCT
ajase-4693	393	11	model	model	NOUN
ajase-4693	393	12	rmse	rmse	PROPN
ajase-4693	393	13	mae	mae	PROPN
ajase-4693	393	14	rank	rank	PROPN
ajase-4693	393	15	garch	garch	PROPN
ajase-4693	393	16	(	(	PUNCT
ajase-4693	393	17	1,1	1,1	NUM
ajase-4693	393	18	)	)	PUNCT
ajase-4693	393	19	0.053350424	0.053350424	NUM
ajase-4693	393	20	0.0256712	0.0256712	NUM
ajase-4693	393	21	3	3	NUM
ajase-4693	393	22	egarch	egarch	NOUN
ajase-4693	393	23	(	(	PUNCT
ajase-4693	393	24	1	1	NUM
ajase-4693	393	25	,	,	PUNCT
ajase-4693	393	26	)	)	PUNCT
ajase-4693	393	27	0.05335017	0.05335017	NUM
ajase-4693	393	28	0.0254007	0.0254007	NUM
ajase-4693	393	29	1	1	NUM
ajase-4693	393	30	tgarch	tgarch	NOUN
ajase-4693	393	31	(	(	PUNCT
ajase-4693	393	32	1,1	1,1	NUM
ajase-4693	393	33	)	)	PUNCT
ajase-4693	393	34	0.05350445	0.05350445	NUM
ajase-4693	393	35	0.02542721	0.02542721	NUM
ajase-4693	393	36	4	4	NUM
ajase-4693	393	37	igarch	igarch	NOUN
ajase-4693	393	38	(	(	PUNCT
ajase-4693	393	39	1,1	1,1	NUM
ajase-4693	393	40	)	)	PUNCT
ajase-4693	393	41	0.05335032	0.05335032	NUM
ajase-4693	393	42	0.02540104	0.02540104	NUM
ajase-4693	393	43	2	2	NUM
ajase-4693	393	44	figarch	figarch	NOUN
ajase-4693	393	45	(	(	PUNCT
ajase-4693	393	46	1,1	1,1	NUM
ajase-4693	393	47	)	)	PUNCT
ajase-4693	393	48	0.05337822	0.05337822	NUM
ajase-4693	393	49	0.02562058	0.02562058	NUM
ajase-4693	393	50	5	5	NUM
ajase-4693	393	51	source	source	NOUN
ajase-4693	393	52	:	:	PUNCT
ajase-4693	393	53	author	author	NOUN
ajase-4693	393	54	’s	’s	PART
ajase-4693	393	55	estimation	estimation	NOUN
ajase-4693	393	56	using	use	VERB
ajase-4693	393	57	r	r	NOUN
ajase-4693	393	58	4.4.1	4.4.1	NUM
ajase-4693	393	59	approximation	approximation	NOUN
ajase-4693	393	60	of	of	ADP
ajase-4693	393	61	volatilities	volatility	NOUN
ajase-4693	393	62	and	and	CCONJ
ajase-4693	393	63	the	the	DET
ajase-4693	393	64	model	model	NOUN
ajase-4693	393	65	parameters	parameter	NOUN
ajase-4693	393	66	by	by	ADP
ajase-4693	393	67	applying	apply	VERB
ajase-4693	393	68	the	the	DET
ajase-4693	393	69	parkinson	parkinson	NOUN
ajase-4693	393	70	extreme	extreme	ADJ
ajase-4693	393	71	value	value	NOUN
ajase-4693	393	72	method	method	NOUN
ajase-4693	393	73	,	,	PUNCT
ajase-4693	393	74	we	we	PRON
ajase-4693	393	75	approximate	approximate	VERB
ajase-4693	393	76	daily	daily	ADJ
ajase-4693	393	77	volatilities	volatility	NOUN
ajase-4693	393	78	.	.	PUNCT
ajase-4693	394	1	the	the	DET
ajase-4693	394	2	parkinson	parkinson	NOUN
ajase-4693	394	3	extreme	extreme	ADJ
ajase-4693	394	4	value	value	NOUN
ajase-4693	394	5	method	method	NOUN
ajase-4693	394	6	is	be	AUX
ajase-4693	394	7	a	a	DET
ajase-4693	394	8	best	good	ADJ
ajase-4693	394	9	estimator	estimator	NOUN
ajase-4693	394	10	of	of	ADP
ajase-4693	394	11	volatility	volatility	NOUN
ajase-4693	394	12	than	than	ADP
ajase-4693	394	13	the	the	DET
ajase-4693	394	14	traditional	traditional	ADJ
ajase-4693	394	15	volatility	volatility	NOUN
ajase-4693	394	16	measure	measure	NOUN
ajase-4693	394	17	(	(	PUNCT
ajase-4693	394	18	parkinson	parkinson	NOUN
ajase-4693	394	19	,	,	PUNCT
ajase-4693	394	20	1980	1980	NUM
ajase-4693	394	21	)	)	PUNCT
ajase-4693	394	22	.	.	PUNCT
ajase-4693	395	1	hence	hence	ADV
ajase-4693	395	2	,	,	PUNCT
ajase-4693	395	3	by	by	ADP
ajase-4693	395	4	using	use	VERB
ajase-4693	395	5	this	this	DET
ajase-4693	395	6	method	method	NOUN
ajase-4693	395	7	,	,	PUNCT
ajase-4693	395	8	we	we	PRON
ajase-4693	395	9	find	find	VERB
ajase-4693	395	10	the	the	DET
ajase-4693	395	11	daily	daily	ADJ
ajase-4693	395	12	and	and	CCONJ
ajase-4693	395	13	annual	annual	ADJ
ajase-4693	395	14	crude	crude	ADJ
ajase-4693	395	15	oil	oil	NOUN
ajase-4693	395	16	price	price	NOUN
ajase-4693	395	17	volatilities	volatility	NOUN
ajase-4693	395	18	(	(	PUNCT
ajase-4693	395	19	σ	σ	PROPN
ajase-4693	395	20	)	)	PUNCT
ajase-4693	395	21	with	with	ADP
ajase-4693	395	22	respective	respective	ADJ
ajase-4693	395	23	variances	variance	NOUN
ajase-4693	395	24	(	(	PUNCT
ajase-4693	395	25	σ2	σ2	NOUN
ajase-4693	395	26	)	)	PUNCT
ajase-4693	395	27	for	for	ADP
ajase-4693	395	28	each	each	DET
ajase-4693	395	29	year	year	NOUN
ajase-4693	395	30	.	.	PUNCT
ajase-4693	396	1	table	table	NOUN
ajase-4693	396	2	14	14	NUM
ajase-4693	396	3	:	:	PUNCT
ajase-4693	396	4	approximation	approximation	NOUN
ajase-4693	396	5	of	of	ADP
ajase-4693	396	6	the	the	DET
ajase-4693	396	7	crude	crude	ADJ
ajase-4693	396	8	oil	oil	NOUN
ajase-4693	396	9	volatilities	volatility	NOUN
ajase-4693	396	10	,	,	PUNCT
ajase-4693	396	11	2010–2023	2010–2023	NUM
ajase-4693	396	12	time	time	NOUN
ajase-4693	396	13	interval	interval	NOUN
ajase-4693	396	14	number	number	NOUN
ajase-4693	396	15	of	of	ADP
ajase-4693	396	16	trading	trading	NOUN
ajase-4693	396	17	days	day	NOUN
ajase-4693	396	18	minimum	minimum	ADJ
ajase-4693	396	19	price	price	NOUN
ajase-4693	396	20	maximum	maximum	ADJ
ajase-4693	396	21	price	price	NOUN
ajase-4693	396	22	annual	annual	ADJ
ajase-4693	396	23	volatility	volatility	NOUN
ajase-4693	396	24	annual	annual	ADJ
ajase-4693	396	25	variance	variance	NOUN
ajase-4693	396	26	daily	daily	ADJ
ajase-4693	396	27	volatility	volatility	NOUN
ajase-4693	396	28	daily	daily	ADJ
ajase-4693	396	29	variance	variance	NOUN
ajase-4693	396	30	4.1.2010	4.1.2010	PROPN
ajase-4693	396	31	-	-	SYM
ajase-4693	396	32	31.12.2010	31.12.2010	NUM
ajase-4693	396	33	252	252	NUM
ajase-4693	396	34	64.78	64.78	NUM
ajase-4693	396	35	91.47	91.47	NUM
ajase-4693	396	36	0.1280	0.1280	NUM
ajase-4693	396	37	0.016	0.016	NUM
ajase-4693	396	38	0.00006	0.00006	NUM
ajase-4693	396	39	4.228e−09	4.228e−09	PROPN
ajase-4693	396	40	3.1.2011	3.1.2011	NUM
ajase-4693	396	41	-	-	SYM
ajase-4693	396	42	29.12.2011	29.12.2011	NUM
ajase-4693	396	43	252	252	NUM
ajase-4693	396	44	75.40	75.40	NUM
ajase-4693	396	45	113.40	113.40	NUM
ajase-4693	396	46	0.0226	0.0226	NUM
ajase-4693	396	47	0.001	0.001	NUM
ajase-4693	396	48	0.00009	0.00009	NUM
ajase-4693	396	49	8.076e−09	8.076e−09	PROPN
ajase-4693	396	50	3.1.2012	3.1.2012	NUM
ajase-4693	396	51	-	-	SYM
ajase-4693	396	52	31.12.2012	31.12.2012	NUM
ajase-4693	396	53	252	252	NUM
ajase-4693	396	54	75.40	75.40	NUM
ajase-4693	396	55	109.39	109.39	NUM
ajase-4693	396	56	0.1316	0.1316	NUM
ajase-4693	396	57	0.017	0.017	NUM
ajase-4693	396	58	0.00069	0.00069	NUM
ajase-4693	396	59	4.717e−09	4.717e−09	NUM
ajase-4693	396	60	2.1.2013	2.1.2013	NUM
ajase-4693	396	61	-	-	SYM
ajase-4693	396	62	27.12.2013	27.12.2013	NUM
ajase-4693	396	63	252	252	NUM
ajase-4693	396	64	86.55	86.55	NUM
ajase-4693	396	65	110.61	110.61	NUM
ajase-4693	396	66	0.0792	0.0792	NUM
ajase-4693	396	67	0.006	0.006	NUM
ajase-4693	396	68	0.00025	0.00025	NUM
ajase-4693	396	69	6.184e−10	6.184e−10	NUM
ajase-4693	396	70	3.1.2014	3.1.2014	NUM
ajase-4693	396	71	-	-	SYM
ajase-4693	396	72	31.12.2014	31.12.2014	NUM
ajase-4693	396	73	249	249	NUM
ajase-4693	396	74	53.45	53.45	NUM
ajase-4693	396	75	107.96	107.96	NUM
ajase-4693	396	76	0.1145	0.1145	NUM
ajase-4693	396	77	0.132	0.132	NUM
ajase-4693	396	78	0.00053	0.00053	NUM
ajase-4693	396	79	2.773e−09	2.773e−09	NUM
ajase-4693	396	80	2.1.2015	2.1.2015	NUM
ajase-4693	396	81	-	-	X
ajase-4693	396	82	30.12.2015	30.12.2015	NUM
ajase-4693	396	83	252	252	NUM
ajase-4693	396	84	34.55	34.55	NUM
ajase-4693	396	85	61.35	61.35	NUM
ajase-4693	396	86	0.2030	0.2030	NUM
ajase-4693	396	87	0.041	0.041	NUM
ajase-4693	396	88	0.00016	0.00016	NUM
ajase-4693	396	89	2.674e−08	2.674e−08	NUM
ajase-4693	396	90	4.1.2016	4.1.2016	NUM
ajase-4693	396	91	-	-	SYM
ajase-4693	396	92	30.12.2016	30.12.2016	NUM
ajase-4693	396	93	252	252	NUM
ajase-4693	396	94	26.19	26.19	NUM
ajase-4693	396	95	54.01	54.01	NUM
ajase-4693	396	96	0.2111	0.2111	NUM
ajase-4693	396	97	0.045	0.045	NUM
ajase-4693	396	98	0.00018	0.00018	NUM
ajase-4693	396	99	3.126e−08	3.126e−08	NUM
ajase-4693	396	100	3.1.2017	3.1.2017	NUM
ajase-4693	396	101	-	-	SYM
ajase-4693	396	102	29.12.2017	29.12.2017	NUM
ajase-4693	396	103	250	250	NUM
ajase-4693	396	104	42.48	42.48	NUM
ajase-4693	396	105	60.45	60.45	NUM
ajase-4693	396	106	0.1071	0.1071	NUM
ajase-4693	396	107	0.012	0.012	NUM
ajase-4693	396	108	0.00005	0.00005	NUM
ajase-4693	396	109	2.106e−09	2.106e−09	NUM
ajase-4693	397	1	2.1.2018	2.1.2018	NUM
ajase-4693	397	2	-	-	SYM
ajase-4693	397	3	31.12.2018	31.12.2018	NUM
ajase-4693	397	4	249	249	NUM
ajase-4693	397	5	44.48	44.48	NUM
ajase-4693	398	1	77.41	77.41	NUM
ajase-4693	398	2	0.1367	0.1367	NUM
ajase-4693	398	3	0.019	0.019	NUM
ajase-4693	398	4	0.00008	0.00008	NUM
ajase-4693	398	5	5.638e−09	5.638e−09	NUM
ajase-4693	398	6	4.1.2019	4.1.2019	NUM
ajase-4693	398	7	-	-	PUNCT
ajase-4693	398	8	09.12.2019	09.12.2019	PROPN
ajase-4693	398	9	250	250	NUM
ajase-4693	398	10	46.31	46.31	NUM
ajase-4693	398	11	66.23	66.23	NUM
ajase-4693	398	12	0.1483	0.1483	NUM
ajase-4693	398	13	0.022	0.022	NUM
ajase-4693	398	14	0.00009	0.00009	NUM
ajase-4693	398	15	8.757e−09	8.757e−09	NUM
ajase-4693	398	16	2.1.2020–28.12.2020	2.1.2020–28.12.2020	NUM
ajase-4693	398	17	252	252	NUM
ajase-4693	398	18	50.57	50.57	NUM
ajase-4693	398	19	86.07	86.07	NUM
ajase-4693	398	20	0.1282	0.1282	NUM
ajase-4693	398	21	0.0164	0.0164	NUM
ajase-4693	398	22	0.00006	0.00006	NUM
ajase-4693	398	23	4.25212e–09	4.25212e–09	NOUN
ajase-4693	398	24	2.1.2021–30.12.2021	2.1.2021–30.12.2021	NUM
ajase-4693	398	25	255	255	NUM
ajase-4693	398	26	35.26	35.26	NUM
ajase-4693	398	27	66.33	66.33	NUM
ajase-4693	398	28	0.1768	0.1768	NUM
ajase-4693	398	29	0.0312	0.0312	NUM
ajase-4693	398	30	0.00012	0.00012	NUM
ajase-4693	398	31	1.50102e–08	1.50102e–08	NUM
ajase-4693	398	32	4.1.2022–30.12.2022	4.1.2022–30.12.2022	NOUN
ajase-4693	398	33	255	255	NUM
ajase-4693	398	34	27.10	27.10	NUM
ajase-4693	398	35	54.97	54.97	NUM
ajase-4693	398	36	0.2004	0.2004	NUM
ajase-4693	398	37	0.04012	0.04012	NUM
ajase-4693	398	38	0.00016	0.00016	NUM
ajase-4693	398	39	2.48212e–08	2.48212e–08	NUM
ajase-4693	398	40	3.1.2023–30.12.2023	3.1.2023–30.12.2023	NUM
ajase-4693	398	41	256	256	NUM
ajase-4693	398	42	88.69	88.69	NUM
ajase-4693	398	43	128.14	128.14	NUM
ajase-4693	398	44	0.0995	0.0995	NUM
ajase-4693	398	45	0.0099	0.0099	NUM
ajase-4693	398	46	0.00004	0.00004	NUM
ajase-4693	398	47	1.58121e–09	1.58121e–09	NUM
ajase-4693	398	48	source	source	NOUN
ajase-4693	398	49	:	:	PUNCT
ajase-4693	398	50	author	author	NOUN
ajase-4693	398	51	’s	’s	PART
ajase-4693	398	52	estimation	estimation	NOUN
ajase-4693	398	53	using	use	VERB
ajase-4693	398	54	r	r	NOUN
ajase-4693	398	55	4.4.1	4.4.1	NUM
ajase-4693	398	56	simulations	simulation	NOUN
ajase-4693	398	57	with	with	ADP
ajase-4693	398	58	heston	heston	PROPN
ajase-4693	398	59	stochastic	stochastic	ADJ
ajase-4693	398	60	volatility	volatility	NOUN
ajase-4693	398	61	model	model	NOUN
ajase-4693	398	62	was	be	AUX
ajase-4693	398	63	performed	perform	VERB
ajase-4693	398	64	for	for	ADP
ajase-4693	398	65	crude	crude	ADJ
ajase-4693	398	66	oil	oil	NOUN
ajase-4693	398	67	data	datum	NOUN
ajase-4693	398	68	by	by	ADP
ajase-4693	398	69	focusing	focus	VERB
ajase-4693	398	70	on	on	ADP
ajase-4693	398	71	the	the	DET
ajase-4693	398	72	logarithmic	logarithmic	ADJ
ajase-4693	398	73	crude	crude	ADJ
ajase-4693	398	74	oil	oil	NOUN
ajase-4693	398	75	price	price	NOUN
ajase-4693	398	76	behavior	behavior	NOUN
ajase-4693	398	77	.	.	PUNCT
ajase-4693	399	1	the	the	DET
ajase-4693	399	2	heston	heston	PROPN
ajase-4693	399	3	model	model	NOUN
ajase-4693	399	4	addresses	address	NOUN
ajase-4693	399	5	well	well	ADV
ajase-4693	399	6	all	all	DET
ajase-4693	399	7	kinds	kind	NOUN
ajase-4693	399	8	of	of	ADP
ajase-4693	399	9	fat	fat	ADJ
ajase-4693	399	10	-	-	PUNCT
ajase-4693	399	11	tails	tail	NOUN
ajase-4693	399	12	properties	property	NOUN
ajase-4693	399	13	in	in	ADP
ajase-4693	399	14	the	the	DET
ajase-4693	399	15	daily	daily	ADJ
ajase-4693	399	16	price	price	NOUN
ajase-4693	399	17	return	return	NOUN
ajase-4693	399	18	distributions	distribution	NOUN
ajase-4693	399	19	under	under	ADP
ajase-4693	399	20	various	various	ADJ
ajase-4693	399	21	market	market	NOUN
ajase-4693	399	22	circumstances	circumstance	NOUN
ajase-4693	399	23	.	.	PUNCT
ajase-4693	400	1	initially	initially	ADV
ajase-4693	400	2	,	,	PUNCT
ajase-4693	400	3	the	the	DET
ajase-4693	400	4	parameters	parameter	NOUN
ajase-4693	400	5	were	be	AUX
ajase-4693	400	6	computed	compute	VERB
ajase-4693	400	7	from	from	ADP
ajase-4693	400	8	the	the	DET
ajase-4693	400	9	observation	observation	NOUN
ajase-4693	400	10	from	from	ADP
ajase-4693	400	11	january	january	PROPN
ajase-4693	400	12	2010	2010	NUM
ajase-4693	400	13	to	to	ADP
ajase-4693	400	14	december	december	PROPN
ajase-4693	400	15	2023	2023	NUM
ajase-4693	400	16	.	.	PUNCT
ajase-4693	401	1	to	to	PART
ajase-4693	401	2	forecast	forecast	VERB
ajase-4693	401	3	,	,	PUNCT
ajase-4693	401	4	we	we	PRON
ajase-4693	401	5	used	use	VERB
ajase-4693	401	6	the	the	DET
ajase-4693	401	7	data	datum	NOUN
ajase-4693	401	8	from	from	ADP
ajase-4693	401	9	02.01.2023	02.01.2023	NUM
ajase-4693	401	10	to	to	ADP
ajase-4693	401	11	30.10.2023	30.10.2023	NUM
ajase-4693	401	12	.	.	PUNCT
ajase-4693	402	1	that	that	PRON
ajase-4693	402	2	is	be	AUX
ajase-4693	402	3	,	,	PUNCT
ajase-4693	402	4	for	for	ADP
ajase-4693	402	5	t	t	NOUN
ajase-4693	402	6	=	=	SYM
ajase-4693	402	7	1	1	NUM
ajase-4693	402	8	to	to	ADP
ajase-4693	402	9	n	n	PROPN
ajase-4693	402	10	is	be	AUX
ajase-4693	402	11	used	use	VERB
ajase-4693	402	12	to	to	PART
ajase-4693	402	13	estimate	estimate	VERB
ajase-4693	402	14	the	the	DET
ajase-4693	402	15	parameters	parameter	NOUN
ajase-4693	402	16	and	and	CCONJ
ajase-4693	402	17	then	then	ADV
ajase-4693	402	18	forecast	forecast	VERB
ajase-4693	402	19	n	n	PROPN
ajase-4693	402	20	+1	+1	PROPN
ajase-4693	402	21	.	.	PUNCT
ajase-4693	403	1	the	the	DET
ajase-4693	403	2	euler	euler	PROPN
ajase-4693	403	3	–	–	PUNCT
ajase-4693	403	4	maruyama	maruyama	NOUN
ajase-4693	403	5	numerical	numerical	ADJ
ajase-4693	403	6	method	method	NOUN
ajase-4693	403	7	is	be	AUX
ajase-4693	403	8	employed	employ	VERB
ajase-4693	403	9	in	in	ADP
ajase-4693	403	10	this	this	DET
ajase-4693	403	11	study	study	NOUN
ajase-4693	403	12	to	to	PART
ajase-4693	403	13	simulate	simulate	VERB
ajase-4693	403	14	the	the	DET
ajase-4693	403	15	heston	heston	PROPN
ajase-4693	403	16	model	model	NOUN
ajase-4693	403	17	.	.	PUNCT
ajase-4693	404	1	the	the	DET
ajase-4693	404	2	computed	compute	VERB
ajase-4693	404	3	parameters	parameter	NOUN
ajase-4693	404	4	are	be	AUX
ajase-4693	404	5	presented	present	VERB
ajase-4693	404	6	in	in	ADP
ajase-4693	404	7	table	table	NOUN
ajase-4693	404	8	15	15	NUM
ajase-4693	404	9	.	.	PUNCT
ajase-4693	404	10	table	table	NOUN
ajase-4693	404	11	15	15	NUM
ajase-4693	404	12	:	:	PUNCT
ajase-4693	404	13	computed	compute	VERB
ajase-4693	404	14	parameters	parameter	NOUN
ajase-4693	404	15	for	for	ADP
ajase-4693	404	16	euler	euler	NOUN
ajase-4693	404	17	–	–	PUNCT
ajase-4693	404	18	maruyama	maruyama	NOUN
ajase-4693	404	19	parameter	parameter	NOUN
ajase-4693	404	20	symbol	symbol	NOUN
ajase-4693	404	21	value	value	NOUN
ajase-4693	404	22	initial	initial	ADJ
ajase-4693	404	23	price	price	NOUN
ajase-4693	404	24	y0	y0	PROPN
ajase-4693	404	25	46.31	46.31	NUM
ajase-4693	404	26	initial	initial	ADJ
ajase-4693	404	27	volatility	volatility	NOUN
ajase-4693	404	28	v0	v0	NOUN
ajase-4693	404	29	2.3	2.3	NUM
ajase-4693	404	30	×	×	NOUN
ajase-4693	404	31	10−4	10−4	NUM
ajase-4693	404	32	vol	vol	NOUN
ajase-4693	404	33	-	-	NOUN
ajase-4693	404	34	volatility	volatility	NOUN
ajase-4693	404	35	σ	σ	PROPN
ajase-4693	404	36	9.0	9.0	NUM
ajase-4693	404	37	×	×	NOUN
ajase-4693	404	38	10−5	10−5	NUM
ajase-4693	404	39	long	long	ADV
ajase-4693	404	40	-	-	PUNCT
ajase-4693	404	41	run	run	VERB
ajase-4693	404	42	variance	variance	NOUN
ajase-4693	404	43	θ	θ	PROPN
ajase-4693	404	44	8.8	8.8	NUM
ajase-4693	404	45	×	×	NOUN
ajase-4693	404	46	10−9	10−9	NUM
ajase-4693	404	47	reversion	reversion	NOUN
ajase-4693	404	48	rate	rate	NOUN
ajase-4693	404	49	β	β	PROPN
ajase-4693	404	50	2.95	2.95	NUM
ajase-4693	404	51	×	×	NOUN
ajase-4693	404	52	10−3	10−3	NUM
ajase-4693	404	53	mean	mean	NOUN
ajase-4693	404	54	log	log	NOUN
ajase-4693	404	55	-	-	PUNCT
ajase-4693	404	56	return	return	NOUN
ajase-4693	404	57	μ	μ	NOUN
ajase-4693	404	58	4.94	4.94	NUM
ajase-4693	404	59	×	×	PROPN
ajase-4693	404	60	10−4	10−4	NUM
ajase-4693	404	61	source	source	NOUN
ajase-4693	404	62	:	:	PUNCT
ajase-4693	404	63	author	author	NOUN
ajase-4693	404	64	’s	’s	PART
ajase-4693	404	65	estimation	estimation	NOUN
ajase-4693	404	66	using	use	VERB
ajase-4693	404	67	r	r	PROPN
ajase-4693	404	68	4.4.1	4.4.1	NUM
ajase-4693	404	69	pa	pa	PROPN
ajase-4693	404	70	ge	ge	PROPN
ajase-4693	404	71	54	54	NUM
ajase-4693	404	72	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	404	73	am	be	AUX
ajase-4693	404	74	.	.	PUNCT
ajase-4693	405	1	j.	j.	PROPN
ajase-4693	405	2	appl	appl	PROPN
ajase-4693	405	3	.	.	PROPN
ajase-4693	406	1	stat	stat	PROPN
ajase-4693	406	2	.	.	PUNCT
ajase-4693	407	1	econ	econ	PROPN
ajase-4693	407	2	.	.	PUNCT
ajase-4693	408	1	4(1	4(1	X
ajase-4693	408	2	)	)	PUNCT
ajase-4693	409	1	41	41	NUM
ajase-4693	409	2	-	-	SYM
ajase-4693	409	3	57	57	NUM
ajase-4693	409	4	,	,	PUNCT
ajase-4693	409	5	2025	2025	NUM
ajase-4693	409	6	table	table	NOUN
ajase-4693	409	7	16	16	NUM
ajase-4693	409	8	:	:	PUNCT
ajase-4693	409	9	the	the	DET
ajase-4693	409	10	error	error	NOUN
ajase-4693	409	11	analysis	analysis	NOUN
ajase-4693	409	12	,	,	PUNCT
ajase-4693	409	13	the	the	DET
ajase-4693	409	14	euler	euler	NOUN
ajase-4693	409	15	-	-	PUNCT
ajase-4693	409	16	maruyama	maruyama	NOUN
ajase-4693	409	17	scheme	scheme	NOUN
ajase-4693	409	18	step	step	NOUN
ajase-4693	409	19	size	size	NOUN
ajase-4693	409	20	(	(	PUNCT
ajase-4693	409	21	δt	δt	NOUN
ajase-4693	409	22	)	)	PUNCT
ajase-4693	409	23	error	error	NOUN
ajase-4693	409	24	0.0010	0.0010	NUM
ajase-4693	409	25	0.000564	0.000564	NUM
ajase-4693	409	26	0.1010	0.1010	NUM
ajase-4693	409	27	0.010153	0.010153	NUM
ajase-4693	409	28	0.2010	0.2010	NUM
ajase-4693	409	29	0.011524	0.011524	NUM
ajase-4693	409	30	0.3010	0.3010	NUM
ajase-4693	409	31	0.010771	0.010771	NUM
ajase-4693	409	32	0.4010	0.4010	NUM
ajase-4693	409	33	0.012742	0.012742	NUM
ajase-4693	410	1	0.5010	0.5010	NUM
ajase-4693	410	2	0.013142	0.013142	NUM
ajase-4693	410	3	0.6010	0.6010	NUM
ajase-4693	410	4	0.012421	0.012421	NUM
ajase-4693	410	5	0.7010	0.7010	NUM
ajase-4693	410	6	0.012101	0.012101	NUM
ajase-4693	410	7	0.8010	0.8010	NUM
ajase-4693	410	8	0.010621	0.010621	NUM
ajase-4693	410	9	0.9010	0.9010	NUM
ajase-4693	410	10	0.011283	0.011283	NUM
ajase-4693	410	11	source	source	NOUN
ajase-4693	410	12	:	:	PUNCT
ajase-4693	410	13	author	author	NOUN
ajase-4693	410	14	’s	’s	PART
ajase-4693	410	15	estimation	estimation	NOUN
ajase-4693	410	16	using	use	VERB
ajase-4693	410	17	r	r	NOUN
ajase-4693	410	18	4.4.1	4.4.1	NUM
ajase-4693	410	19	figure	figure	NOUN
ajase-4693	410	20	10	10	NUM
ajase-4693	410	21	:	:	PUNCT
ajase-4693	410	22	forecasting	forecasting	NOUN
ajase-4693	410	23	using	use	VERB
ajase-4693	410	24	bootstrap	bootstrap	NOUN
ajase-4693	410	25	table	table	NOUN
ajase-4693	410	26	16	16	NUM
ajase-4693	410	27	presents	present	VERB
ajase-4693	410	28	the	the	DET
ajase-4693	410	29	error	error	NOUN
ajase-4693	410	30	analysis	analysis	NOUN
ajase-4693	410	31	for	for	ADP
ajase-4693	410	32	the	the	DET
ajase-4693	410	33	heston	heston	PROPN
ajase-4693	410	34	model	model	NOUN
ajase-4693	410	35	by	by	ADP
ajase-4693	410	36	using	use	VERB
ajase-4693	410	37	the	the	DET
ajase-4693	410	38	euler	euler	NOUN
ajase-4693	410	39	–	–	PUNCT
ajase-4693	410	40	maruyama	maruyama	NOUN
ajase-4693	410	41	method	method	NOUN
ajase-4693	410	42	.	.	PUNCT
ajase-4693	411	1	results	result	NOUN
ajase-4693	411	2	obtained	obtain	VERB
ajase-4693	411	3	are	be	AUX
ajase-4693	411	4	compared	compare	VERB
ajase-4693	411	5	with	with	ADP
ajase-4693	411	6	results	result	NOUN
ajase-4693	411	7	of	of	ADP
ajase-4693	411	8	garch	garch	NOUN
ajase-4693	411	9	-	-	PUNCT
ajase-4693	411	10	type	type	NOUN
ajase-4693	411	11	models	model	NOUN
ajase-4693	411	12	presented	present	VERB
ajase-4693	411	13	in	in	ADP
ajase-4693	411	14	table	table	NOUN
ajase-4693	411	15	11	11	NUM
ajase-4693	411	16	.	.	PUNCT
ajase-4693	412	1	the	the	DET
ajase-4693	412	2	model	model	NOUN
ajase-4693	412	3	with	with	ADP
ajase-4693	412	4	smallest	small	ADJ
ajase-4693	412	5	error	error	NOUN
ajase-4693	412	6	compared	compare	VERB
ajase-4693	412	7	implies	imply	VERB
ajase-4693	412	8	that	that	SCONJ
ajase-4693	412	9	it	it	PRON
ajase-4693	412	10	is	be	AUX
ajase-4693	412	11	more	more	ADV
ajase-4693	412	12	accurate	accurate	ADJ
ajase-4693	412	13	to	to	PART
ajase-4693	412	14	estimate	estimate	VERB
ajase-4693	412	15	the	the	DET
ajase-4693	412	16	model	model	NOUN
ajase-4693	412	17	.	.	PUNCT
ajase-4693	413	1	comparing	compare	VERB
ajase-4693	413	2	results	result	NOUN
ajase-4693	413	3	of	of	ADP
ajase-4693	413	4	tables	table	NOUN
ajase-4693	413	5	13	13	NUM
ajase-4693	413	6	and	and	CCONJ
ajase-4693	413	7	16	16	NUM
ajase-4693	413	8	,	,	PUNCT
ajase-4693	413	9	results	result	NOUN
ajase-4693	413	10	in	in	ADP
ajase-4693	413	11	general	general	ADJ
ajase-4693	413	12	show	show	NOUN
ajase-4693	413	13	that	that	SCONJ
ajase-4693	413	14	the	the	DET
ajase-4693	413	15	heston	heston	PROPN
ajase-4693	413	16	model	model	PROPN
ajase-4693	413	17	approximation	approximation	NOUN
ajase-4693	413	18	presents	present	VERB
ajase-4693	413	19	small	small	ADJ
ajase-4693	413	20	errors	error	NOUN
ajase-4693	413	21	if	if	SCONJ
ajase-4693	413	22	compared	compare	VERB
ajase-4693	413	23	with	with	ADP
ajase-4693	413	24	the	the	DET
ajase-4693	413	25	improved	improved	ADJ
ajase-4693	413	26	garch	garch	NOUN
ajase-4693	413	27	models	model	NOUN
ajase-4693	413	28	.	.	PUNCT
ajase-4693	414	1	thus	thus	ADV
ajase-4693	414	2	,	,	PUNCT
ajase-4693	414	3	it	it	PRON
ajase-4693	414	4	can	can	AUX
ajase-4693	414	5	be	be	AUX
ajase-4693	414	6	concluded	conclude	VERB
ajase-4693	414	7	that	that	SCONJ
ajase-4693	414	8	the	the	DET
ajase-4693	414	9	heston	heston	PROPN
ajase-4693	414	10	model	model	PROPN
ajase-4693	414	11	forecast	forecast	PROPN
ajase-4693	414	12	better	well	ADJ
ajase-4693	414	13	crude	crude	ADJ
ajase-4693	414	14	oil	oil	NOUN
ajase-4693	414	15	price	price	NOUN
ajase-4693	414	16	volatility	volatility	NOUN
ajase-4693	414	17	than	than	ADP
ajase-4693	414	18	the	the	DET
ajase-4693	414	19	counterpart	counterpart	NOUN
ajase-4693	414	20	models	model	NOUN
ajase-4693	414	21	.	.	PUNCT
ajase-4693	415	1	discussion	discussion	NOUN
ajase-4693	415	2	the	the	DET
ajase-4693	415	3	performance	performance	NOUN
ajase-4693	415	4	of	of	ADP
ajase-4693	415	5	the	the	DET
ajase-4693	415	6	garch	garch	NOUN
ajase-4693	415	7	,	,	PUNCT
ajase-4693	415	8	egarch	egarch	PROPN
ajase-4693	415	9	,	,	PUNCT
ajase-4693	415	10	igarch	igarch	NOUN
ajase-4693	415	11	,	,	PUNCT
ajase-4693	415	12	tgarch	tgarch	NOUN
ajase-4693	415	13	,	,	PUNCT
ajase-4693	415	14	figarch	figarch	NOUN
ajase-4693	415	15	,	,	PUNCT
ajase-4693	415	16	and	and	CCONJ
ajase-4693	415	17	heston	heston	PROPN
ajase-4693	415	18	models	model	NOUN
ajase-4693	415	19	in	in	ADP
ajase-4693	415	20	simulating	simulate	VERB
ajase-4693	415	21	and	and	CCONJ
ajase-4693	415	22	predicting	predict	VERB
ajase-4693	415	23	the	the	DET
ajase-4693	415	24	volatility	volatility	NOUN
ajase-4693	415	25	of	of	ADP
ajase-4693	415	26	crude	crude	ADJ
ajase-4693	415	27	oil	oil	NOUN
ajase-4693	415	28	returns	return	NOUN
ajase-4693	415	29	using	use	VERB
ajase-4693	415	30	data	datum	NOUN
ajase-4693	415	31	from	from	ADP
ajase-4693	415	32	nigeria	nigeria	PROPN
ajase-4693	415	33	is	be	AUX
ajase-4693	415	34	compared	compare	VERB
ajase-4693	415	35	in	in	ADP
ajase-4693	415	36	this	this	DET
ajase-4693	415	37	paper	paper	NOUN
ajase-4693	415	38	.	.	PUNCT
ajase-4693	416	1	a	a	DET
ajase-4693	416	2	deviation	deviation	NOUN
ajase-4693	416	3	from	from	ADP
ajase-4693	416	4	normality	normality	NOUN
ajase-4693	416	5	is	be	AUX
ajase-4693	416	6	shown	show	VERB
ajase-4693	416	7	by	by	ADP
ajase-4693	416	8	the	the	DET
ajase-4693	416	9	return	return	NOUN
ajase-4693	416	10	series	series	NOUN
ajase-4693	416	11	’	'	PUNCT
ajase-4693	416	12	positive	positive	ADJ
ajase-4693	416	13	excess	excess	ADJ
ajase-4693	416	14	kurtosis	kurtosis	NOUN
ajase-4693	416	15	and	and	CCONJ
ajase-4693	416	16	negative	negative	ADJ
ajase-4693	416	17	skewness	skewness	NOUN
ajase-4693	416	18	.	.	PUNCT
ajase-4693	417	1	the	the	DET
ajase-4693	417	2	null	null	ADJ
ajase-4693	417	3	hypothesis	hypothesis	NOUN
ajase-4693	417	4	of	of	ADP
ajase-4693	417	5	normality	normality	NOUN
ajase-4693	417	6	is	be	AUX
ajase-4693	417	7	rejected	reject	VERB
ajase-4693	417	8	for	for	ADP
ajase-4693	417	9	every	every	DET
ajase-4693	417	10	differenced	differenced	ADJ
ajase-4693	417	11	series	series	NOUN
ajase-4693	417	12	of	of	ADP
ajase-4693	417	13	crude	crude	ADJ
ajase-4693	417	14	oil	oil	NOUN
ajase-4693	417	15	return	return	NOUN
ajase-4693	417	16	,	,	PUNCT
ajase-4693	417	17	according	accord	VERB
ajase-4693	417	18	to	to	ADP
ajase-4693	417	19	the	the	DET
ajase-4693	417	20	jarque	jarque	NOUN
ajase-4693	417	21	-	-	PUNCT
ajase-4693	417	22	bera	bera	NOUN
ajase-4693	417	23	test	test	NOUN
ajase-4693	417	24	results	result	NOUN
ajase-4693	417	25	.	.	PUNCT
ajase-4693	418	1	additionally	additionally	ADV
ajase-4693	418	2	,	,	PUNCT
ajase-4693	418	3	as	as	SCONJ
ajase-4693	418	4	figure	figure	NOUN
ajase-4693	418	5	2	2	NUM
ajase-4693	418	6	shows	show	NOUN
ajase-4693	418	7	,	,	PUNCT
ajase-4693	418	8	the	the	DET
ajase-4693	418	9	series	series	NOUN
ajase-4693	418	10	exhibits	exhibit	VERB
ajase-4693	418	11	mean	mean	VERB
ajase-4693	418	12	stationarity	stationarity	NOUN
ajase-4693	418	13	,	,	PUNCT
ajase-4693	418	14	with	with	ADP
ajase-4693	418	15	returns	return	NOUN
ajase-4693	418	16	centered	center	VERB
ajase-4693	418	17	around	around	ADP
ajase-4693	418	18	zero	zero	NUM
ajase-4693	418	19	.	.	PUNCT
ajase-4693	419	1	the	the	DET
ajase-4693	419	2	adoption	adoption	NOUN
ajase-4693	419	3	of	of	ADP
ajase-4693	419	4	the	the	DET
ajase-4693	419	5	student	student	NOUN
ajase-4693	419	6	’s	’s	PART
ajase-4693	419	7	t	t	NOUN
ajase-4693	419	8	-	-	PUNCT
ajase-4693	419	9	distribution	distribution	NOUN
ajase-4693	419	10	to	to	PART
ajase-4693	419	11	account	account	VERB
ajase-4693	419	12	for	for	ADP
ajase-4693	419	13	heavy	heavy	ADJ
ajase-4693	419	14	tails	tail	NOUN
ajase-4693	419	15	is	be	AUX
ajase-4693	419	16	further	far	ADV
ajase-4693	419	17	supported	support	VERB
ajase-4693	419	18	by	by	ADP
ajase-4693	419	19	the	the	DET
ajase-4693	419	20	presence	presence	NOUN
ajase-4693	419	21	of	of	ADP
ajase-4693	419	22	leptokurtosis	leptokurtosis	NOUN
ajase-4693	419	23	,	,	PUNCT
ajase-4693	419	24	when	when	SCONJ
ajase-4693	419	25	kurtosis	kurtosis	VERB
ajase-4693	419	26	values	value	NOUN
ajase-4693	419	27	are	be	AUX
ajase-4693	419	28	higher	high	ADJ
ajase-4693	419	29	than	than	ADP
ajase-4693	419	30	the	the	DET
ajase-4693	419	31	typical	typical	ADJ
ajase-4693	419	32	threshold	threshold	NOUN
ajase-4693	419	33	of	of	ADP
ajase-4693	419	34	3	3	NUM
ajase-4693	419	35	.	.	PUNCT
ajase-4693	420	1	additionally	additionally	ADV
ajase-4693	420	2	,	,	PUNCT
ajase-4693	420	3	the	the	DET
ajase-4693	420	4	arch	arch	ADJ
ajase-4693	420	5	lagrange	lagrange	PROPN
ajase-4693	420	6	multiplier	multipli	ADJ
ajase-4693	420	7	test	test	NOUN
ajase-4693	420	8	and	and	CCONJ
ajase-4693	420	9	visual	visual	ADJ
ajase-4693	420	10	inspections	inspection	NOUN
ajase-4693	420	11	are	be	AUX
ajase-4693	420	12	used	use	VERB
ajase-4693	420	13	to	to	PART
ajase-4693	420	14	confirm	confirm	VERB
ajase-4693	420	15	the	the	DET
ajase-4693	420	16	evidence	evidence	NOUN
ajase-4693	420	17	of	of	ADP
ajase-4693	420	18	mean	mean	ADJ
ajase-4693	420	19	reversion	reversion	NOUN
ajase-4693	420	20	and	and	CCONJ
ajase-4693	420	21	heteroscedasticity	heteroscedasticity	NOUN
ajase-4693	420	22	.	.	PUNCT
ajase-4693	421	1	a	a	DET
ajase-4693	421	2	variety	variety	NOUN
ajase-4693	421	3	of	of	ADP
ajase-4693	421	4	garch	garch	NOUN
ajase-4693	421	5	-	-	PUNCT
ajase-4693	421	6	type	type	NOUN
ajase-4693	421	7	models	model	NOUN
ajase-4693	421	8	were	be	AUX
ajase-4693	421	9	estimated	estimate	VERB
ajase-4693	421	10	in	in	ADP
ajase-4693	421	11	order	order	NOUN
ajase-4693	421	12	to	to	PART
ajase-4693	421	13	choose	choose	VERB
ajase-4693	421	14	the	the	DET
ajase-4693	421	15	best	good	ADJ
ajase-4693	421	16	model	model	NOUN
ajase-4693	421	17	for	for	ADP
ajase-4693	421	18	volatility	volatility	NOUN
ajase-4693	421	19	.	.	PUNCT
ajase-4693	422	1	the	the	DET
ajase-4693	422	2	akaike	akaike	ADJ
ajase-4693	422	3	information	information	NOUN
ajase-4693	422	4	criterion	criterion	NOUN
ajase-4693	422	5	(	(	PUNCT
ajase-4693	422	6	aic	aic	PROPN
ajase-4693	422	7	)	)	PUNCT
ajase-4693	422	8	,	,	PUNCT
ajase-4693	422	9	forecasting	forecasting	NOUN
ajase-4693	422	10	accuracy	accuracy	NOUN
ajase-4693	422	11	metrics	metric	NOUN
ajase-4693	422	12	,	,	PUNCT
ajase-4693	422	13	and	and	CCONJ
ajase-4693	422	14	log	log	NOUN
ajase-4693	422	15	-	-	PUNCT
ajase-4693	422	16	likelihood	likelihood	NOUN
ajase-4693	422	17	values	value	NOUN
ajase-4693	422	18	were	be	AUX
ajase-4693	422	19	adopted	adopt	VERB
ajase-4693	422	20	in	in	ADP
ajase-4693	422	21	choosing	choose	VERB
ajase-4693	422	22	the	the	DET
ajase-4693	422	23	best	good	ADJ
ajase-4693	422	24	model	model	NOUN
ajase-4693	422	25	.	.	PUNCT
ajase-4693	423	1	better	well	ADJ
ajase-4693	423	2	model	model	PROPN
ajase-4693	423	3	fit	fit	NOUN
ajase-4693	423	4	is	be	AUX
ajase-4693	423	5	indicated	indicate	VERB
ajase-4693	423	6	by	by	ADP
ajase-4693	423	7	a	a	DET
ajase-4693	423	8	higher	high	ADJ
ajase-4693	423	9	loglikelihood	loglikelihood	NOUN
ajase-4693	423	10	value	value	NOUN
ajase-4693	423	11	,	,	PUNCT
ajase-4693	423	12	but	but	CCONJ
ajase-4693	423	13	more	more	ADJ
ajase-4693	423	14	model	model	NOUN
ajase-4693	423	15	efficiency	efficiency	NOUN
ajase-4693	423	16	is	be	AUX
ajase-4693	423	17	suggested	suggest	VERB
ajase-4693	423	18	by	by	ADP
ajase-4693	423	19	a	a	DET
ajase-4693	423	20	lower	low	ADJ
ajase-4693	423	21	aic	aic	PROPN
ajase-4693	423	22	.	.	PUNCT
ajase-4693	424	1	the	the	DET
ajase-4693	424	2	egarch	egarch	NOUN
ajase-4693	424	3	model	model	NOUN
ajase-4693	424	4	performed	perform	VERB
ajase-4693	424	5	the	the	DET
ajase-4693	424	6	best	good	ADJ
ajase-4693	424	7	among	among	ADP
ajase-4693	424	8	the	the	DET
ajase-4693	424	9	competing	compete	VERB
ajase-4693	424	10	models	model	NOUN
ajase-4693	424	11	,	,	PUNCT
ajase-4693	424	12	obtaining	obtain	VERB
ajase-4693	424	13	the	the	DET
ajase-4693	424	14	lowest	low	ADJ
ajase-4693	424	15	aic	aic	PROPN
ajase-4693	424	16	(	(	PUNCT
ajase-4693	424	17	-4.7012	-4.7012	PROPN
ajase-4693	424	18	)	)	PUNCT
ajase-4693	424	19	and	and	CCONJ
ajase-4693	424	20	the	the	DET
ajase-4693	424	21	greatest	great	ADJ
ajase-4693	424	22	log	log	NOUN
ajase-4693	424	23	-	-	PUNCT
ajase-4693	424	24	likelihood	likelihood	NOUN
ajase-4693	424	25	value	value	NOUN
ajase-4693	424	26	(	(	PUNCT
ajase-4693	424	27	12022.3	12022.3	NUM
ajase-4693	424	28	)	)	PUNCT
ajase-4693	424	29	.	.	PUNCT
ajase-4693	425	1	additionally	additionally	ADV
ajase-4693	425	2	,	,	PUNCT
ajase-4693	425	3	the	the	DET
ajase-4693	425	4	egarch	egarch	NOUN
ajase-4693	425	5	model	model	NOUN
ajase-4693	425	6	demonstrated	demonstrate	VERB
ajase-4693	425	7	greater	great	ADJ
ajase-4693	425	8	prediction	prediction	NOUN
ajase-4693	425	9	accuracy	accuracy	NOUN
ajase-4693	425	10	with	with	ADP
ajase-4693	425	11	the	the	DET
ajase-4693	425	12	lowest	low	ADJ
ajase-4693	425	13	mean	mean	NOUN
ajase-4693	425	14	error	error	NOUN
ajase-4693	425	15	(	(	PUNCT
ajase-4693	425	16	0.0254007	0.0254007	NUM
ajase-4693	425	17	)	)	PUNCT
ajase-4693	425	18	and	and	CCONJ
ajase-4693	425	19	root	root	NOUN
ajase-4693	425	20	mean	mean	VERB
ajase-4693	425	21	squared	square	VERB
ajase-4693	425	22	error	error	NOUN
ajase-4693	425	23	(	(	PUNCT
ajase-4693	425	24	rmse	rmse	NOUN
ajase-4693	425	25	)	)	PUNCT
ajase-4693	425	26	(	(	PUNCT
ajase-4693	425	27	0.05335017	0.05335017	NUM
ajase-4693	425	28	)	)	PUNCT
ajase-4693	425	29	.	.	PUNCT
ajase-4693	426	1	thus	thus	ADV
ajase-4693	426	2	,	,	PUNCT
ajase-4693	426	3	among	among	ADP
ajase-4693	426	4	the	the	DET
ajase-4693	426	5	garch	garch	NOUN
ajase-4693	426	6	-	-	PUNCT
ajase-4693	426	7	type	type	NOUN
ajase-4693	426	8	models	model	NOUN
ajase-4693	426	9	analyzed	analyze	VERB
ajase-4693	426	10	,	,	PUNCT
ajase-4693	426	11	the	the	DET
ajase-4693	426	12	egarch	egarch	NOUN
ajase-4693	426	13	model	model	NOUN
ajase-4693	426	14	with	with	ADP
ajase-4693	426	15	student	student	NOUN
ajase-4693	426	16	’s	’s	PART
ajase-4693	426	17	t	t	PROPN
ajase-4693	426	18	-	-	PUNCT
ajase-4693	426	19	distributed	distribute	VERB
ajase-4693	426	20	innovations	innovation	NOUN
ajase-4693	426	21	is	be	AUX
ajase-4693	426	22	found	find	VERB
ajase-4693	426	23	to	to	PART
ajase-4693	426	24	be	be	AUX
ajase-4693	426	25	the	the	DET
ajase-4693	426	26	best	good	ADJ
ajase-4693	426	27	model	model	NOUN
ajase-4693	426	28	for	for	ADP
ajase-4693	426	29	predicting	predict	VERB
ajase-4693	426	30	the	the	DET
ajase-4693	426	31	volatility	volatility	NOUN
ajase-4693	426	32	of	of	ADP
ajase-4693	426	33	nigeria	nigeria	PROPN
ajase-4693	426	34	’s	’s	PART
ajase-4693	426	35	crude	crude	ADJ
ajase-4693	426	36	oil	oil	NOUN
ajase-4693	426	37	return	return	NOUN
ajase-4693	426	38	.	.	PUNCT
ajase-4693	427	1	the	the	DET
ajase-4693	427	2	study	study	NOUN
ajase-4693	427	3	assesses	assess	VERB
ajase-4693	427	4	the	the	DET
ajase-4693	427	5	heston	heston	PROPN
ajase-4693	427	6	model	model	NOUN
ajase-4693	427	7	,	,	PUNCT
ajase-4693	427	8	which	which	PRON
ajase-4693	427	9	successfully	successfully	ADV
ajase-4693	427	10	represents	represent	VERB
ajase-4693	427	11	the	the	DET
ajase-4693	427	12	fat	fat	ADJ
ajase-4693	427	13	-	-	PUNCT
ajase-4693	427	14	tailed	tail	VERB
ajase-4693	427	15	characteristics	characteristic	NOUN
ajase-4693	427	16	of	of	ADP
ajase-4693	427	17	daily	daily	ADJ
ajase-4693	427	18	return	return	NOUN
ajase-4693	427	19	distributions	distribution	NOUN
ajase-4693	427	20	under	under	ADP
ajase-4693	427	21	various	various	ADJ
ajase-4693	427	22	market	market	NOUN
ajase-4693	427	23	scenarios	scenario	NOUN
ajase-4693	427	24	,	,	PUNCT
ajase-4693	427	25	in	in	ADP
ajase-4693	427	26	addition	addition	NOUN
ajase-4693	427	27	to	to	ADP
ajase-4693	427	28	the	the	DET
ajase-4693	427	29	garch	garch	NOUN
ajase-4693	427	30	family	family	NOUN
ajase-4693	427	31	models	model	NOUN
ajase-4693	427	32	.	.	PUNCT
ajase-4693	428	1	data	datum	NOUN
ajase-4693	428	2	from	from	ADP
ajase-4693	428	3	january	january	PROPN
ajase-4693	428	4	2010	2010	NUM
ajase-4693	428	5	to	to	ADP
ajase-4693	428	6	december	december	PROPN
ajase-4693	428	7	2023	2023	NUM
ajase-4693	428	8	were	be	AUX
ajase-4693	428	9	used	use	VERB
ajase-4693	428	10	to	to	PART
ajase-4693	428	11	estimate	estimate	VERB
ajase-4693	428	12	the	the	DET
ajase-4693	428	13	model	model	NOUN
ajase-4693	428	14	parameters	parameter	NOUN
ajase-4693	428	15	,	,	PUNCT
ajase-4693	428	16	and	and	CCONJ
ajase-4693	428	17	data	datum	NOUN
ajase-4693	428	18	from	from	ADP
ajase-4693	428	19	january	january	PROPN
ajase-4693	428	20	2023	2023	NUM
ajase-4693	428	21	to	to	ADP
ajase-4693	428	22	december	december	PROPN
ajase-4693	428	23	2023	2023	NUM
ajase-4693	428	24	were	be	AUX
ajase-4693	428	25	used	use	VERB
ajase-4693	428	26	to	to	PART
ajase-4693	428	27	provide	provide	VERB
ajase-4693	428	28	forecasts	forecast	NOUN
ajase-4693	428	29	.	.	PUNCT
ajase-4693	429	1	the	the	DET
ajase-4693	429	2	model	model	NOUN
ajase-4693	429	3	was	be	AUX
ajase-4693	429	4	simulated	simulate	VERB
ajase-4693	429	5	using	use	VERB
ajase-4693	429	6	the	the	DET
ajase-4693	429	7	euler	euler	NOUN
ajase-4693	429	8	-	-	PUNCT
ajase-4693	429	9	maruyama	maruyama	NOUN
ajase-4693	429	10	numerical	numerical	ADJ
ajase-4693	429	11	method	method	NOUN
ajase-4693	429	12	,	,	PUNCT
ajase-4693	429	13	and	and	CCONJ
ajase-4693	429	14	the	the	DET
ajase-4693	429	15	calculated	calculate	VERB
ajase-4693	429	16	parameters	parameter	NOUN
ajase-4693	429	17	are	be	AUX
ajase-4693	429	18	shown	show	VERB
ajase-4693	429	19	in	in	ADP
ajase-4693	429	20	table	table	NOUN
ajase-4693	429	21	13	13	NUM
ajase-4693	429	22	.	.	PUNCT
ajase-4693	430	1	the	the	DET
ajase-4693	430	2	heston	heston	PROPN
ajase-4693	430	3	model	model	NOUN
ajase-4693	430	4	provided	provide	VERB
ajase-4693	430	5	results	result	NOUN
ajase-4693	430	6	with	with	ADP
ajase-4693	430	7	less	less	ADJ
ajase-4693	430	8	forecasting	forecasting	NOUN
ajase-4693	430	9	errors	error	NOUN
ajase-4693	430	10	than	than	ADP
ajase-4693	430	11	the	the	DET
ajase-4693	430	12	egarch	egarch	NOUN
ajase-4693	430	13	model	model	NOUN
ajase-4693	430	14	,	,	PUNCT
ajase-4693	430	15	according	accord	VERB
ajase-4693	430	16	to	to	ADP
ajase-4693	430	17	a	a	DET
ajase-4693	430	18	comparison	comparison	NOUN
ajase-4693	430	19	of	of	ADP
ajase-4693	430	20	forecasting	forecasting	NOUN
ajase-4693	430	21	accuracy	accuracy	NOUN
ajase-4693	430	22	(	(	PUNCT
ajase-4693	430	23	tables	table	NOUN
ajase-4693	430	24	12	12	NUM
ajase-4693	430	25	and	and	CCONJ
ajase-4693	430	26	14	14	NUM
ajase-4693	430	27	)	)	PUNCT
ajase-4693	430	28	.	.	PUNCT
ajase-4693	431	1	this	this	DET
ajase-4693	431	2	result	result	NOUN
ajase-4693	431	3	implies	imply	VERB
ajase-4693	431	4	that	that	SCONJ
ajase-4693	431	5	the	the	DET
ajase-4693	431	6	heston	heston	PROPN
ajase-4693	431	7	model	model	NOUN
ajase-4693	431	8	outperforms	outperform	VERB
ajase-4693	431	9	the	the	DET
ajase-4693	431	10	egarch	egarch	NOUN
ajase-4693	431	11	model	model	NOUN
ajase-4693	431	12	in	in	ADP
ajase-4693	431	13	forecasting	forecast	VERB
ajase-4693	431	14	crude	crude	ADJ
ajase-4693	431	15	oil	oil	NOUN
ajase-4693	431	16	return	return	NOUN
ajase-4693	431	17	volatility	volatility	NOUN
ajase-4693	431	18	,	,	PUNCT
ajase-4693	431	19	even	even	ADV
ajase-4693	431	20	though	though	SCONJ
ajase-4693	431	21	the	the	DET
ajase-4693	431	22	latter	latter	ADJ
ajase-4693	431	23	offers	offer	VERB
ajase-4693	431	24	robust	robust	ADJ
ajase-4693	431	25	volatility	volatility	NOUN
ajase-4693	431	26	modeling	modeling	NOUN
ajase-4693	431	27	.	.	PUNCT
ajase-4693	432	1	as	as	ADP
ajase-4693	432	2	a	a	DET
ajase-4693	432	3	result	result	NOUN
ajase-4693	432	4	,	,	PUNCT
ajase-4693	432	5	the	the	DET
ajase-4693	432	6	heston	heston	PROPN
ajase-4693	432	7	model	model	NOUN
ajase-4693	432	8	outperforms	outperform	VERB
ajase-4693	432	9	the	the	DET
ajase-4693	432	10	garch	garch	NOUN
ajase-4693	432	11	-	-	PUNCT
ajase-4693	432	12	type	type	NOUN
ajase-4693	432	13	models	model	NOUN
ajase-4693	432	14	taken	take	VERB
ajase-4693	432	15	into	into	ADP
ajase-4693	432	16	consideration	consideration	NOUN
ajase-4693	432	17	in	in	ADP
ajase-4693	432	18	this	this	DET
ajase-4693	432	19	study	study	NOUN
ajase-4693	432	20	and	and	CCONJ
ajase-4693	432	21	is	be	AUX
ajase-4693	432	22	the	the	DET
ajase-4693	432	23	recommended	recommend	VERB
ajase-4693	432	24	option	option	NOUN
ajase-4693	432	25	for	for	ADP
ajase-4693	432	26	predicting	predict	VERB
ajase-4693	432	27	the	the	DET
ajase-4693	432	28	volatility	volatility	NOUN
ajase-4693	432	29	of	of	ADP
ajase-4693	432	30	crude	crude	ADJ
ajase-4693	432	31	oil	oil	NOUN
ajase-4693	432	32	prices	price	NOUN
ajase-4693	432	33	.	.	PUNCT
ajase-4693	433	1	conclusion	conclusion	NOUN
ajase-4693	433	2	in	in	ADP
ajase-4693	433	3	this	this	DET
ajase-4693	433	4	study	study	NOUN
ajase-4693	433	5	,	,	PUNCT
ajase-4693	433	6	the	the	DET
ajase-4693	433	7	heston	heston	PROPN
ajase-4693	433	8	stochastic	stochastic	NOUN
ajase-4693	433	9	model	model	NOUN
ajase-4693	433	10	and	and	CCONJ
ajase-4693	433	11	garch	garch	NOUN
ajase-4693	433	12	type	type	NOUN
ajase-4693	433	13	models	model	NOUN
ajase-4693	433	14	were	be	AUX
ajase-4693	433	15	used	use	VERB
ajase-4693	433	16	to	to	PART
ajase-4693	433	17	estimate	estimate	VERB
ajase-4693	433	18	the	the	DET
ajase-4693	433	19	volatility	volatility	NOUN
ajase-4693	433	20	of	of	ADP
ajase-4693	433	21	crude	crude	ADJ
ajase-4693	433	22	oil	oil	NOUN
ajase-4693	433	23	data	datum	NOUN
ajase-4693	433	24	.	.	PUNCT
ajase-4693	434	1	based	base	VERB
ajase-4693	434	2	on	on	ADP
ajase-4693	434	3	a	a	DET
ajase-4693	434	4	number	number	NOUN
ajase-4693	434	5	of	of	ADP
ajase-4693	434	6	factors	factor	NOUN
ajase-4693	434	7	,	,	PUNCT
ajase-4693	434	8	including	include	VERB
ajase-4693	434	9	the	the	DET
ajase-4693	434	10	lowest	low	ADJ
ajase-4693	434	11	aic	aic	PROPN
ajase-4693	434	12	value	value	NOUN
ajase-4693	434	13	of	of	ADP
ajase-4693	434	14	-4.7012	-4.7012	NOUN
ajase-4693	434	15	and	and	CCONJ
ajase-4693	434	16	the	the	DET
ajase-4693	434	17	greatest	great	ADJ
ajase-4693	434	18	loglikelihood	loglikelihood	ADJ
ajase-4693	434	19	value	value	NOUN
ajase-4693	434	20	of	of	ADP
ajase-4693	434	21	12022.3	12022.3	NUM
ajase-4693	434	22	,	,	PUNCT
ajase-4693	434	23	it	it	PRON
ajase-4693	434	24	was	be	AUX
ajase-4693	434	25	discovered	discover	VERB
ajase-4693	434	26	that	that	SCONJ
ajase-4693	434	27	the	the	DET
ajase-4693	434	28	student	student	NOUN
ajase-4693	434	29	’s	’s	PART
ajase-4693	434	30	t	t	PROPN
ajase-4693	434	31	test	test	NOUN
ajase-4693	434	32	of	of	ADP
ajase-4693	434	33	the	the	DET
ajase-4693	434	34	egarch	egarch	NOUN
ajase-4693	434	35	(	(	PUNCT
ajase-4693	434	36	1,1	1,1	NUM
ajase-4693	434	37	)	)	PUNCT
ajase-4693	434	38	model	model	NOUN
ajase-4693	434	39	is	be	AUX
ajase-4693	434	40	the	the	DET
ajase-4693	434	41	best	well	ADV
ajase-4693	434	42	fitted	fit	VERB
ajase-4693	434	43	model	model	NOUN
ajase-4693	434	44	to	to	PART
ajase-4693	434	45	estimate	estimate	VERB
ajase-4693	434	46	volatility	volatility	NOUN
ajase-4693	434	47	of	of	ADP
ajase-4693	434	48	crude	crude	ADJ
ajase-4693	434	49	oil	oil	NOUN
ajase-4693	434	50	data	datum	NOUN
ajase-4693	434	51	among	among	ADP
ajase-4693	434	52	other	other	ADJ
ajase-4693	434	53	garch	garch	NOUN
ajase-4693	434	54	type	type	NOUN
ajase-4693	434	55	models	model	NOUN
ajase-4693	434	56	.	.	PUNCT
ajase-4693	435	1	even	even	ADV
ajase-4693	435	2	though	though	SCONJ
ajase-4693	435	3	egarch	egarch	NOUN
ajase-4693	435	4	was	be	AUX
ajase-4693	435	5	the	the	DET
ajase-4693	435	6	best	well	ADV
ajase-4693	435	7	-	-	PUNCT
ajase-4693	435	8	fitting	fit	VERB
ajase-4693	435	9	model	model	NOUN
ajase-4693	435	10	in	in	ADP
ajase-4693	435	11	our	our	PRON
ajase-4693	435	12	study	study	NOUN
ajase-4693	435	13	,	,	PUNCT
ajase-4693	435	14	this	this	PRON
ajase-4693	435	15	does	do	AUX
ajase-4693	435	16	not	not	PART
ajase-4693	435	17	necessarily	necessarily	ADV
ajase-4693	435	18	mean	mean	VERB
ajase-4693	435	19	that	that	SCONJ
ajase-4693	435	20	it	it	PRON
ajase-4693	435	21	is	be	AUX
ajase-4693	435	22	the	the	DET
ajase-4693	435	23	best	good	ADJ
ajase-4693	435	24	model	model	NOUN
ajase-4693	435	25	for	for	ADP
ajase-4693	435	26	estimate	estimate	NOUN
ajase-4693	435	27	and	and	CCONJ
ajase-4693	435	28	volatility	volatility	NOUN
ajase-4693	435	29	forecasting	forecasting	NOUN
ajase-4693	435	30	in	in	ADP
ajase-4693	435	31	other	other	ADJ
ajase-4693	435	32	contexts	contexts	NOUN
ajase-4693	435	33	.	.	PUNCT
ajase-4693	436	1	based	base	VERB
ajase-4693	436	2	on	on	ADP
ajase-4693	436	3	the	the	DET
ajase-4693	436	4	lowest	low	ADJ
ajase-4693	436	5	mae	mae	PROPN
ajase-4693	436	6	value	value	NOUN
ajase-4693	436	7	of	of	ADP
ajase-4693	436	8	0.0254007	0.0254007	NUM
ajase-4693	436	9	and	and	CCONJ
ajase-4693	436	10	rmse	rmse	NOUN
ajase-4693	436	11	of	of	ADP
ajase-4693	436	12	0.05335017	0.05335017	NUM
ajase-4693	436	13	for	for	ADP
ajase-4693	436	14	nigeria	nigeria	PROPN
ajase-4693	436	15	crude	crude	ADJ
ajase-4693	436	16	oil	oil	NOUN
ajase-4693	436	17	data	datum	NOUN
ajase-4693	436	18	,	,	PUNCT
ajase-4693	436	19	the	the	DET
ajase-4693	436	20	egarch	egarch	NOUN
ajase-4693	436	21	(	(	PUNCT
ajase-4693	436	22	1,1	1,1	NUM
ajase-4693	436	23	)	)	PUNCT
ajase-4693	436	24	model	model	NOUN
ajase-4693	436	25	likewise	likewise	ADV
ajase-4693	436	26	seems	seem	VERB
ajase-4693	436	27	to	to	PART
ajase-4693	436	28	be	be	AUX
ajase-4693	436	29	the	the	DET
ajase-4693	436	30	most	most	ADV
ajase-4693	436	31	effective	effective	ADJ
ajase-4693	436	32	garch	garch	NOUN
ajase-4693	436	33	model	model	NOUN
ajase-4693	436	34	for	for	ADP
ajase-4693	436	35	predicting	predict	VERB
ajase-4693	436	36	.	.	PUNCT
ajase-4693	437	1	this	this	PRON
ajase-4693	437	2	demonstrates	demonstrate	VERB
ajase-4693	437	3	how	how	SCONJ
ajase-4693	437	4	crucial	crucial	ADJ
ajase-4693	437	5	it	it	PRON
ajase-4693	437	6	is	be	AUX
ajase-4693	437	7	to	to	PART
ajase-4693	437	8	evaluate	evaluate	VERB
ajase-4693	437	9	the	the	DET
ajase-4693	437	10	model	model	NOUN
ajase-4693	437	11	’s	’s	PART
ajase-4693	437	12	performance	performance	NOUN
ajase-4693	437	13	at	at	ADP
ajase-4693	437	14	every	every	DET
ajase-4693	437	15	level	level	NOUN
ajase-4693	437	16	,	,	PUNCT
ajase-4693	437	17	including	include	VERB
ajase-4693	437	18	predicting	predict	VERB
ajase-4693	437	19	performance	performance	NOUN
ajase-4693	437	20	and	and	CCONJ
ajase-4693	437	21	best	well	ADV
ajase-4693	437	22	fitted	fit	VERB
ajase-4693	437	23	model	model	NOUN
ajase-4693	437	24	,	,	PUNCT
ajase-4693	437	25	in	in	ADP
ajase-4693	437	26	order	order	NOUN
ajase-4693	437	27	to	to	PART
ajase-4693	437	28	select	select	VERB
ajase-4693	437	29	the	the	DET
ajase-4693	437	30	optimal	optimal	ADJ
ajase-4693	437	31	model	model	NOUN
ajase-4693	437	32	.	.	PUNCT
ajase-4693	438	1	the	the	DET
ajase-4693	438	2	heston	heston	PROPN
ajase-4693	438	3	volatility	volatility	NOUN
ajase-4693	438	4	model	model	NOUN
ajase-4693	438	5	was	be	AUX
ajase-4693	438	6	also	also	ADV
ajase-4693	438	7	approximated	approximate	VERB
ajase-4693	438	8	using	use	VERB
ajase-4693	438	9	the	the	DET
ajase-4693	438	10	euler	euler	NOUN
ajase-4693	438	11	–	–	PUNCT
ajase-4693	438	12	maruyama	maruyama	NOUN
ajase-4693	438	13	approach	approach	NOUN
ajase-4693	438	14	.	.	PUNCT
ajase-4693	439	1	additionally	additionally	ADV
ajase-4693	439	2	,	,	PUNCT
ajase-4693	439	3	the	the	DET
ajase-4693	439	4	approximation	approximation	NOUN
ajase-4693	439	5	results	result	NOUN
ajase-4693	439	6	of	of	ADP
ajase-4693	439	7	the	the	DET
ajase-4693	439	8	modified	modify	VERB
ajase-4693	439	9	garch	garch	NOUN
ajase-4693	439	10	models	model	NOUN
ajase-4693	439	11	were	be	AUX
ajase-4693	439	12	compared	compare	VERB
ajase-4693	439	13	pa	pa	PROPN
ajase-4693	439	14	ge	ge	PROPN
ajase-4693	439	15	55	55	NUM
ajase-4693	439	16	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	439	17	am	be	AUX
ajase-4693	439	18	.	.	PUNCT
ajase-4693	440	1	j.	j.	PROPN
ajase-4693	440	2	appl	appl	PROPN
ajase-4693	440	3	.	.	PROPN
ajase-4693	441	1	stat	stat	PROPN
ajase-4693	441	2	.	.	PUNCT
ajase-4693	442	1	econ	econ	PROPN
ajase-4693	442	2	.	.	PUNCT
ajase-4693	443	1	4(1	4(1	X
ajase-4693	443	2	)	)	PUNCT
ajase-4693	444	1	41	41	NUM
ajase-4693	444	2	-	-	SYM
ajase-4693	444	3	57	57	NUM
ajase-4693	444	4	,	,	PUNCT
ajase-4693	444	5	2025	2025	NUM
ajase-4693	444	6	with	with	ADP
ajase-4693	444	7	the	the	DET
ajase-4693	444	8	outcomes	outcome	NOUN
ajase-4693	444	9	of	of	ADP
ajase-4693	444	10	the	the	DET
ajase-4693	444	11	heston	heston	PROPN
ajase-4693	444	12	model	model	NOUN
ajase-4693	445	1	.	.	PUNCT
ajase-4693	446	1	the	the	DET
ajase-4693	446	2	findings	finding	NOUN
ajase-4693	446	3	showed	show	VERB
ajase-4693	446	4	that	that	SCONJ
ajase-4693	446	5	the	the	DET
ajase-4693	446	6	heston	heston	PROPN
ajase-4693	446	7	stochastic	stochastic	ADJ
ajase-4693	446	8	volatility	volatility	NOUN
ajase-4693	446	9	model	model	NOUN
ajase-4693	446	10	outperforms	outperform	VERB
ajase-4693	446	11	the	the	DET
ajase-4693	446	12	selected	select	VERB
ajase-4693	446	13	garch	garch	NOUN
ajase-4693	446	14	models	model	NOUN
ajase-4693	446	15	in	in	ADP
ajase-4693	446	16	predicting	predict	VERB
ajase-4693	446	17	the	the	DET
ajase-4693	446	18	volatility	volatility	NOUN
ajase-4693	446	19	of	of	ADP
ajase-4693	446	20	crude	crude	ADJ
ajase-4693	446	21	oil	oil	NOUN
ajase-4693	446	22	.	.	PUNCT
ajase-4693	447	1	as	as	ADP
ajase-4693	447	2	a	a	DET
ajase-4693	447	3	result	result	NOUN
ajase-4693	447	4	,	,	PUNCT
ajase-4693	447	5	it	it	PRON
ajase-4693	447	6	is	be	AUX
ajase-4693	447	7	concluded	conclude	VERB
ajase-4693	447	8	that	that	SCONJ
ajase-4693	447	9	,	,	PUNCT
ajase-4693	447	10	the	the	DET
ajase-4693	447	11	heston	heston	PROPN
ajase-4693	447	12	model	model	NOUN
ajase-4693	447	13	in	in	ADP
ajase-4693	447	14	this	this	DET
ajase-4693	447	15	study	study	NOUN
ajase-4693	447	16	is	be	AUX
ajase-4693	447	17	the	the	DET
ajase-4693	447	18	most	most	ADV
ajase-4693	447	19	effective	effective	ADJ
ajase-4693	447	20	for	for	ADP
ajase-4693	447	21	volatility	volatility	NOUN
ajase-4693	447	22	forecasting	forecasting	NOUN
ajase-4693	447	23	and	and	CCONJ
ajase-4693	447	24	estimate	estimate	NOUN
ajase-4693	447	25	.	.	PUNCT
ajase-4693	448	1	references	reference	NOUN
ajase-4693	448	2	adams	adams	PROPN
ajase-4693	448	3	,	,	PUNCT
ajase-4693	448	4	s.	s.	PROPN
ajase-4693	448	5	o.	o.	PROPN
ajase-4693	448	6	,	,	PUNCT
ajase-4693	448	7	asemota	asemota	NOUN
ajase-4693	448	8	,	,	PUNCT
ajase-4693	448	9	o.	o.	PROPN
ajase-4693	448	10	j.	j.	PROPN
ajase-4693	448	11	,	,	PUNCT
ajase-4693	448	12	&	&	CCONJ
ajase-4693	448	13	ibrahim	ibrahim	PROPN
ajase-4693	448	14	,	,	PUNCT
ajase-4693	448	15	a.	a.	NOUN
ajase-4693	448	16	a.	a.	NOUN
ajase-4693	448	17	(	(	PUNCT
ajase-4693	448	18	2024	2024	NUM
ajase-4693	448	19	)	)	PUNCT
ajase-4693	448	20	.	.	PUNCT
ajase-4693	449	1	asymmetric	asymmetric	ADJ
ajase-4693	449	2	garch	garch	NOUN
ajase-4693	449	3	type	type	NOUN
ajase-4693	449	4	models	model	NOUN
ajase-4693	449	5	and	and	CCONJ
ajase-4693	449	6	lstm	lstm	NOUN
ajase-4693	449	7	for	for	ADP
ajase-4693	449	8	volatility	volatility	NOUN
ajase-4693	449	9	characteristics	characteristic	NOUN
ajase-4693	449	10	analysis	analysis	NOUN
ajase-4693	449	11	of	of	ADP
ajase-4693	449	12	nigeria	nigeria	PROPN
ajase-4693	449	13	stock	stock	PROPN
ajase-4693	449	14	exchange	exchange	NOUN
ajase-4693	449	15	returns	return	NOUN
ajase-4693	449	16	.	.	PUNCT
ajase-4693	450	1	american	american	ADJ
ajase-4693	450	2	journal	journal	PROPN
ajase-4693	450	3	of	of	ADP
ajase-4693	450	4	mathematics	mathematics	PROPN
ajase-4693	450	5	and	and	CCONJ
ajase-4693	450	6	statistics	statistic	NOUN
ajase-4693	450	7	,	,	PUNCT
ajase-4693	450	8	4(2	4(2	NUM
ajase-4693	450	9	)	)	PUNCT
ajase-4693	450	10	,	,	PUNCT
ajase-4693	450	11	17–32	17–32	NUM
ajase-4693	450	12	.	.	PUNCT
ajase-4693	451	1	https://doi.org/10.5923/j	https://doi.org/10.5923/j	X
ajase-4693	451	2	.	.	PUNCT
ajase-4693	451	3	ajms.20241402.01	ajms.20241402.01	PROPN
ajase-4693	451	4	adams	adams	PROPN
ajase-4693	451	5	,	,	PUNCT
ajase-4693	451	6	s.	s.	PROPN
ajase-4693	451	7	o.	o.	PROPN
ajase-4693	451	8	,	,	PUNCT
ajase-4693	451	9	&	&	CCONJ
ajase-4693	451	10	bello	bello	PROPN
ajase-4693	451	11	,	,	PUNCT
ajase-4693	451	12	j.	j.	PROPN
ajase-4693	451	13	o.	o.	PROPN
ajase-4693	451	14	(	(	PUNCT
ajase-4693	451	15	2022	2022	NUM
ajase-4693	451	16	)	)	PUNCT
ajase-4693	451	17	.	.	PUNCT
ajase-4693	452	1	modeling	model	VERB
ajase-4693	452	2	the	the	DET
ajase-4693	452	3	effect	effect	NOUN
ajase-4693	452	4	of	of	ADP
ajase-4693	452	5	crude	crude	ADJ
ajase-4693	452	6	oil	oil	NOUN
ajase-4693	452	7	production	production	NOUN
ajase-4693	452	8	and	and	CCONJ
ajase-4693	452	9	other	other	ADJ
ajase-4693	452	10	factors	factor	NOUN
ajase-4693	452	11	on	on	ADP
ajase-4693	452	12	nigeria	nigeria	PROPN
ajase-4693	452	13	economy	economy	NOUN
ajase-4693	452	14	:	:	PUNCT
ajase-4693	452	15	an	an	DET
ajase-4693	452	16	autoregressive	autoregressive	ADJ
ajase-4693	452	17	distributed	distribute	VERB
ajase-4693	452	18	lag	lag	NOUN
ajase-4693	452	19	approach	approach	NOUN
ajase-4693	452	20	.	.	PUNCT
ajase-4693	453	1	science	science	NOUN
ajase-4693	453	2	archives	archive	NOUN
ajase-4693	453	3	,	,	PUNCT
ajase-4693	453	4	3(1	3(1	NUM
ajase-4693	453	5	)	)	PUNCT
ajase-4693	453	6	,	,	PUNCT
ajase-4693	453	7	72–79	72–79	NUM
ajase-4693	453	8	.	.	PUNCT
ajase-4693	454	1	http://dx.doi	http://dx.doi	NOUN
ajase-4693	454	2	.	.	PUNCT
ajase-4693	455	1	org/10.47587	org/10.47587	PROPN
ajase-4693	455	2	/	/	SYM
ajase-4693	455	3	sa.2022.3109	sa.2022.3109	ADJ
ajase-4693	455	4	adrangi	adrangi	PROPN
ajase-4693	455	5	,	,	PUNCT
ajase-4693	455	6	b.	b.	PROPN
ajase-4693	455	7	,	,	PUNCT
ajase-4693	455	8	chatrath	chatrath	NOUN
ajase-4693	455	9	,	,	PUNCT
ajase-4693	455	10	a.	a.	NOUN
ajase-4693	455	11	,	,	PUNCT
ajase-4693	455	12	dhanda	dhanda	PROPN
ajase-4693	455	13	,	,	PUNCT
ajase-4693	455	14	k.	k.	PROPN
ajase-4693	455	15	k.	k.	PROPN
ajase-4693	455	16	,	,	PUNCT
ajase-4693	455	17	&	&	CCONJ
ajase-4693	455	18	raffiee	raffiee	PROPN
ajase-4693	455	19	,	,	PUNCT
ajase-4693	455	20	k.	k.	PROPN
ajase-4693	455	21	(	(	PUNCT
ajase-4693	455	22	2001	2001	NUM
ajase-4693	455	23	)	)	PUNCT
ajase-4693	455	24	.	.	PUNCT
ajase-4693	456	1	chaos	chaos	NOUN
ajase-4693	456	2	in	in	ADP
ajase-4693	456	3	oil	oil	NOUN
ajase-4693	456	4	prices	price	NOUN
ajase-4693	456	5	?	?	PUNCT
ajase-4693	457	1	evidence	evidence	NOUN
ajase-4693	457	2	from	from	ADP
ajase-4693	457	3	futures	future	NOUN
ajase-4693	457	4	markets	market	NOUN
ajase-4693	457	5	.	.	PUNCT
ajase-4693	458	1	energy	energy	NOUN
ajase-4693	458	2	economics	economic	NOUN
ajase-4693	458	3	,	,	PUNCT
ajase-4693	458	4	23(4	23(4	NOUN
ajase-4693	458	5	)	)	PUNCT
ajase-4693	458	6	,	,	PUNCT
ajase-4693	458	7	405–425	405–425	NUM
ajase-4693	458	8	.	.	PUNCT
ajase-4693	459	1	https://	https://	PROPN
ajase-4693	459	2	doi.org/10.1016/s0140-9883(00)00079-7	doi.org/10.1016/s0140-9883(00)00079-7	PUNCT
ajase-4693	459	3	agnolucci	agnolucci	PROPN
ajase-4693	459	4	,	,	PUNCT
ajase-4693	459	5	p.	p.	NOUN
ajase-4693	459	6	(	(	PUNCT
ajase-4693	459	7	2009	2009	NUM
ajase-4693	459	8	)	)	PUNCT
ajase-4693	459	9	.	.	PUNCT
ajase-4693	460	1	volatility	volatility	NOUN
ajase-4693	460	2	in	in	ADP
ajase-4693	460	3	crude	crude	ADJ
ajase-4693	460	4	oil	oil	NOUN
ajase-4693	460	5	futures	future	NOUN
ajase-4693	460	6	:	:	PUNCT
ajase-4693	460	7	a	a	DET
ajase-4693	460	8	comparison	comparison	NOUN
ajase-4693	460	9	of	of	ADP
ajase-4693	460	10	the	the	DET
ajase-4693	460	11	predictive	predictive	ADJ
ajase-4693	460	12	ability	ability	NOUN
ajase-4693	460	13	of	of	ADP
ajase-4693	460	14	garch	garch	NOUN
ajase-4693	460	15	and	and	CCONJ
ajase-4693	460	16	implied	imply	VERB
ajase-4693	460	17	volatility	volatility	NOUN
ajase-4693	460	18	models	model	NOUN
ajase-4693	460	19	.	.	PUNCT
ajase-4693	461	1	energy	energy	NOUN
ajase-4693	461	2	economics	economic	NOUN
ajase-4693	461	3	,	,	PUNCT
ajase-4693	461	4	31(2	31(2	NUM
ajase-4693	461	5	)	)	PUNCT
ajase-4693	461	6	,	,	PUNCT
ajase-4693	461	7	316	316	NUM
ajase-4693	461	8	–	–	PUNCT
ajase-4693	461	9	321	321	NUM
ajase-4693	461	10	.	.	PUNCT
ajase-4693	462	1	https://doi.org/10.1016/j.eneco.2008.11.001	https://doi.org/10.1016/j.eneco.2008.11.001	PROPN
ajase-4693	462	2	ahmed	ahmed	PROPN
ajase-4693	462	3	,	,	PUNCT
ajase-4693	462	4	r.	r.	PROPN
ajase-4693	462	5	a.	a.	PROPN
ajase-4693	462	6	,	,	PUNCT
ajase-4693	462	7	&	&	CCONJ
ajase-4693	462	8	shabri	shabri	NOUN
ajase-4693	462	9	,	,	PUNCT
ajase-4693	462	10	a.	a.	PROPN
ajase-4693	462	11	b.	b.	PROPN
ajase-4693	462	12	(	(	PUNCT
ajase-4693	462	13	2014	2014	NUM
ajase-4693	462	14	)	)	PUNCT
ajase-4693	462	15	.	.	PUNCT
ajase-4693	463	1	daily	daily	ADJ
ajase-4693	463	2	crude	crude	ADJ
ajase-4693	463	3	oil	oil	NOUN
ajase-4693	463	4	price	price	NOUN
ajase-4693	463	5	forecasting	forecasting	NOUN
ajase-4693	463	6	model	model	NOUN
ajase-4693	463	7	using	use	VERB
ajase-4693	463	8	arima	arima	NOUN
ajase-4693	463	9	,	,	PUNCT
ajase-4693	463	10	generalized	generalize	VERB
ajase-4693	463	11	autoregressive	autoregressive	ADJ
ajase-4693	463	12	conditional	conditional	ADJ
ajase-4693	463	13	heteroscedastic	heteroscedastic	ADJ
ajase-4693	463	14	and	and	CCONJ
ajase-4693	463	15	support	support	VERB
ajase-4693	463	16	vector	vector	NOUN
ajase-4693	463	17	machines	machine	NOUN
ajase-4693	463	18	.	.	PUNCT
ajase-4693	464	1	american	american	PROPN
ajase-4693	464	2	journal	journal	PROPN
ajase-4693	464	3	of	of	ADP
ajase-4693	464	4	applied	apply	VERB
ajase-4693	464	5	sciences	science	NOUN
ajase-4693	464	6	,	,	PUNCT
ajase-4693	464	7	11(3	11(3	NUM
ajase-4693	464	8	)	)	PUNCT
ajase-4693	464	9	,	,	PUNCT
ajase-4693	464	10	425–432	425–432	NUM
ajase-4693	464	11	.	.	PUNCT
ajase-4693	465	1	https://doi.org/10.3844/	https://doi.org/10.3844/	PROPN
ajase-4693	465	2	ajassp.2014.425.432	ajassp.2014.425.432	NOUN
ajase-4693	465	3	alessandri	alessandri	ADJ
ajase-4693	465	4	,	,	PUNCT
ajase-4693	465	5	p.	p.	PROPN
ajase-4693	465	6	&	&	CCONJ
ajase-4693	465	7	.	.	PUNCT
ajase-4693	466	1	mumtaz	mumtaz	PROPN
ajase-4693	466	2	.	.	PUNCT
ajase-4693	467	1	h.	h.	PROPN
ajase-4693	467	2	(	(	PUNCT
ajase-4693	467	3	2019	2019	NUM
ajase-4693	467	4	)	)	PUNCT
ajase-4693	467	5	.	.	PUNCT
ajase-4693	468	1	financial	financial	ADJ
ajase-4693	468	2	regimes	regime	NOUN
ajase-4693	468	3	and	and	CCONJ
ajase-4693	468	4	uncertainty	uncertainty	NOUN
ajase-4693	468	5	shocks	shock	NOUN
ajase-4693	468	6	.	.	PUNCT
ajase-4693	469	1	journal	journal	NOUN
ajase-4693	469	2	of	of	ADP
ajase-4693	469	3	monetary	monetary	ADJ
ajase-4693	469	4	economics	economic	NOUN
ajase-4693	469	5	,	,	PUNCT
ajase-4693	469	6	elsevier	elsevier	NOUN
ajase-4693	469	7	,	,	PUNCT
ajase-4693	469	8	101(c	101(c	PROPN
ajase-4693	469	9	)	)	PUNCT
ajase-4693	469	10	,	,	PUNCT
ajase-4693	469	11	31	31	NUM
ajase-4693	469	12	-	-	SYM
ajase-4693	469	13	46	46	NUM
ajase-4693	469	14	.	.	PUNCT
ajase-4693	470	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	470	2	.	.	PUNCT
ajase-4693	471	1	jmoneco.2018.05.001	jmoneco.2018.05.001	PROPN
ajase-4693	471	2	angelidis	angelidi	NOUN
ajase-4693	471	3	,	,	PUNCT
ajase-4693	471	4	t.	t.	PROPN
ajase-4693	471	5	,	,	PUNCT
ajase-4693	471	6	benos	benos	PROPN
ajase-4693	471	7	,	,	PUNCT
ajase-4693	471	8	a.	a.	NOUN
ajase-4693	471	9	,	,	PUNCT
ajase-4693	471	10	&	&	CCONJ
ajase-4693	471	11	degiannakis	degiannakis	PROPN
ajase-4693	471	12	,	,	PUNCT
ajase-4693	471	13	s.	s.	PROPN
ajase-4693	471	14	(	(	PUNCT
ajase-4693	471	15	2004	2004	NUM
ajase-4693	471	16	)	)	PUNCT
ajase-4693	471	17	.	.	PUNCT
ajase-4693	472	1	the	the	DET
ajase-4693	472	2	use	use	NOUN
ajase-4693	472	3	of	of	ADP
ajase-4693	472	4	garch	garch	NOUN
ajase-4693	472	5	models	model	NOUN
ajase-4693	472	6	in	in	ADP
ajase-4693	472	7	var	var	PROPN
ajase-4693	472	8	estimation	estimation	NOUN
ajase-4693	472	9	.	.	PUNCT
ajase-4693	473	1	statistical	statistical	ADJ
ajase-4693	473	2	methodology	methodology	NOUN
ajase-4693	473	3	,	,	PUNCT
ajase-4693	473	4	1(1–2	1(1–2	PROPN
ajase-4693	473	5	)	)	PUNCT
ajase-4693	473	6	,	,	PUNCT
ajase-4693	473	7	105–128	105–128	NUM
ajase-4693	473	8	.	.	PUNCT
ajase-4693	474	1	https://doi	https://doi	PROPN
ajase-4693	474	2	.	.	PUNCT
ajase-4693	474	3	org/10.1016	org/10.1016	PROPN
ajase-4693	474	4	/	/	SYM
ajase-4693	474	5	j.stamet.2004.08.004	j.stamet.2004.08.004	PROPN
ajase-4693	474	6	awujola	awujola	PROPN
ajase-4693	474	7	.	.	PUNCT
ajase-4693	474	8	,	,	PUNCT
ajase-4693	475	1	a.	a.	PROPN
ajase-4693	475	2	,	,	PUNCT
ajase-4693	475	3	adams	adams	PROPN
ajase-4693	475	4	,	,	PUNCT
ajase-4693	475	5	s.o	s.o	PROPN
ajase-4693	475	6	.	.	PROPN
ajase-4693	475	7	,	,	PUNCT
ajase-4693	475	8	alumbugu	alumbugu	PROPN
ajase-4693	475	9	,	,	PUNCT
ajase-4693	475	10	a.i	a.i	PROPN
ajase-4693	475	11	.	.	PROPN
ajase-4693	475	12	(	(	PUNCT
ajase-4693	475	13	2015	2015	NUM
ajase-4693	475	14	)	)	PUNCT
ajase-4693	475	15	.	.	PUNCT
ajase-4693	476	1	oil	oil	NOUN
ajase-4693	476	2	exportation	exportation	NOUN
ajase-4693	476	3	and	and	CCONJ
ajase-4693	476	4	economic	economic	ADJ
ajase-4693	476	5	growth	growth	NOUN
ajase-4693	476	6	in	in	ADP
ajase-4693	476	7	nigeria	nigeria	PROPN
ajase-4693	476	8	.	.	PUNCT
ajase-4693	477	1	developing	develop	VERB
ajase-4693	477	2	country	country	NOUN
ajase-4693	477	3	studies	study	NOUN
ajase-4693	477	4	,	,	PUNCT
ajase-4693	477	5	5(15	5(15	NUM
ajase-4693	477	6	)	)	PUNCT
ajase-4693	477	7	,	,	PUNCT
ajase-4693	477	8	1	1	NUM
ajase-4693	477	9	-	-	SYM
ajase-4693	477	10	15	15	NUM
ajase-4693	477	11	.	.	PUNCT
ajase-4693	478	1	bhowmik	bhowmik	ADJ
ajase-4693	478	2	,	,	PUNCT
ajase-4693	478	3	r.	r.	PROPN
ajase-4693	478	4	,	,	PUNCT
ajase-4693	478	5	&	&	CCONJ
ajase-4693	478	6	wang	wang	PROPN
ajase-4693	478	7	,	,	PUNCT
ajase-4693	478	8	s.	s.	PROPN
ajase-4693	478	9	(	(	PUNCT
ajase-4693	478	10	2020	2020	NUM
ajase-4693	478	11	)	)	PUNCT
ajase-4693	478	12	.	.	PUNCT
ajase-4693	479	1	stock	stock	NOUN
ajase-4693	479	2	market	market	NOUN
ajase-4693	479	3	volatility	volatility	NOUN
ajase-4693	479	4	and	and	CCONJ
ajase-4693	479	5	return	return	VERB
ajase-4693	479	6	analysis	analysis	NOUN
ajase-4693	479	7	:	:	PUNCT
ajase-4693	479	8	a	a	DET
ajase-4693	479	9	systematic	systematic	ADJ
ajase-4693	479	10	literature	literature	PROPN
ajase-4693	479	11	review	review	PROPN
ajase-4693	479	12	.	.	PUNCT
ajase-4693	480	1	entropy	entropy	PROPN
ajase-4693	480	2	,	,	PUNCT
ajase-4693	480	3	22(5	22(5	NOUN
ajase-4693	480	4	)	)	PUNCT
ajase-4693	480	5	,	,	PUNCT
ajase-4693	480	6	522	522	NUM
ajase-4693	480	7	.	.	PUNCT
ajase-4693	481	1	https://doi.org/10.3390/	https://doi.org/10.3390/	PROPN
ajase-4693	481	2	e22050522	e22050522	PROPN
ajase-4693	481	3	charles	charle	NOUN
ajase-4693	481	4	,	,	PUNCT
ajase-4693	481	5	a.	a.	NOUN
ajase-4693	481	6	,	,	PUNCT
ajase-4693	481	7	&	&	CCONJ
ajase-4693	481	8	darné	darné	NOUN
ajase-4693	481	9	,	,	PUNCT
ajase-4693	481	10	o.	o.	NOUN
ajase-4693	481	11	(	(	PUNCT
ajase-4693	481	12	2021	2021	NUM
ajase-4693	481	13	)	)	PUNCT
ajase-4693	481	14	.	.	PUNCT
ajase-4693	482	1	econometric	econometric	ADJ
ajase-4693	482	2	history	history	NOUN
ajase-4693	482	3	of	of	ADP
ajase-4693	482	4	the	the	DET
ajase-4693	482	5	growth	growth	NOUN
ajase-4693	482	6	–	–	PUNCT
ajase-4693	482	7	volatility	volatility	NOUN
ajase-4693	482	8	relationship	relationship	NOUN
ajase-4693	482	9	in	in	ADP
ajase-4693	482	10	the	the	DET
ajase-4693	482	11	usa	usa	PROPN
ajase-4693	482	12	:	:	PUNCT
ajase-4693	482	13	1919–2017	1919–2017	NUM
ajase-4693	482	14	.	.	PUNCT
ajase-4693	483	1	cliometrica	cliometrica	PROPN
ajase-4693	483	2	,	,	PUNCT
ajase-4693	483	3	15(2	15(2	NUM
ajase-4693	483	4	)	)	PUNCT
ajase-4693	483	5	,	,	PUNCT
ajase-4693	483	6	419	419	NUM
ajase-4693	483	7	-	-	SYM
ajase-4693	483	8	442	442	NUM
ajase-4693	483	9	.	.	PUNCT
ajase-4693	484	1	https://doi	https://doi	NOUN
ajase-4693	484	2	.	.	PUNCT
ajase-4693	484	3	org/10.1007	org/10.1007	PROPN
ajase-4693	484	4	/	/	SYM
ajase-4693	484	5	s11698	s11698	NOUN
ajase-4693	484	6	-	-	PUNCT
ajase-4693	484	7	020	020	NUM
ajase-4693	484	8	-	-	PUNCT
ajase-4693	484	9	00209	00209	NUM
ajase-4693	484	10	-	-	PUNCT
ajase-4693	484	11	y	y	NOUN
ajase-4693	484	12	cheong	cheong	PROPN
ajase-4693	484	13	,	,	PUNCT
ajase-4693	484	14	c.	c.	PROPN
ajase-4693	484	15	w.	w.	PROPN
ajase-4693	484	16	(	(	PUNCT
ajase-4693	484	17	2009	2009	NUM
ajase-4693	484	18	)	)	PUNCT
ajase-4693	484	19	.	.	PUNCT
ajase-4693	485	1	modeling	modeling	NOUN
ajase-4693	485	2	and	and	CCONJ
ajase-4693	485	3	forecasting	forecast	VERB
ajase-4693	485	4	crude	crude	ADJ
ajase-4693	485	5	oil	oil	NOUN
ajase-4693	485	6	markets	market	NOUN
ajase-4693	485	7	using	use	VERB
ajase-4693	485	8	arch	arch	ADJ
ajase-4693	485	9	-	-	PUNCT
ajase-4693	485	10	type	type	NOUN
ajase-4693	485	11	models	model	NOUN
ajase-4693	485	12	.	.	PUNCT
ajase-4693	486	1	energy	energy	NOUN
ajase-4693	486	2	policy	policy	NOUN
ajase-4693	486	3	,	,	PUNCT
ajase-4693	486	4	37(6	37(6	NUM
ajase-4693	486	5	)	)	PUNCT
ajase-4693	486	6	,	,	PUNCT
ajase-4693	486	7	2346–2355	2346–2355	NUM
ajase-4693	486	8	.	.	PUNCT
ajase-4693	487	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	487	2	.	.	PUNCT
ajase-4693	488	1	enpol.2009.02.026	enpol.2009.02.026	PROPN
ajase-4693	488	2	clark	clark	PROPN
ajase-4693	488	3	,	,	PUNCT
ajase-4693	488	4	p.	p.	PROPN
ajase-4693	488	5	k.	k.	PROPN
ajase-4693	489	1	(	(	PUNCT
ajase-4693	489	2	1973	1973	NUM
ajase-4693	489	3	)	)	PUNCT
ajase-4693	489	4	.	.	PUNCT
ajase-4693	490	1	a	a	DET
ajase-4693	490	2	subordinated	subordinated	ADJ
ajase-4693	490	3	stochastic	stochastic	ADJ
ajase-4693	490	4	process	process	NOUN
ajase-4693	490	5	model	model	NOUN
ajase-4693	490	6	with	with	ADP
ajase-4693	490	7	finite	finite	ADJ
ajase-4693	490	8	variance	variance	NOUN
ajase-4693	490	9	for	for	ADP
ajase-4693	490	10	speculative	speculative	ADJ
ajase-4693	490	11	prices	price	NOUN
ajase-4693	490	12	.	.	PUNCT
ajase-4693	491	1	econometrica	econometrica	PROPN
ajase-4693	491	2	,	,	PUNCT
ajase-4693	491	3	41(1	41(1	NUM
ajase-4693	491	4	)	)	PUNCT
ajase-4693	491	5	,	,	PUNCT
ajase-4693	491	6	135–155	135–155	NUM
ajase-4693	491	7	.	.	PUNCT
ajase-4693	492	1	https://doi	https://doi	PROPN
ajase-4693	492	2	.	.	PUNCT
ajase-4693	492	3	org/10.2307/1913889	org/10.2307/1913889	PROPN
ajase-4693	492	4	chan	chan	PROPN
ajase-4693	492	5	,	,	PUNCT
ajase-4693	492	6	j.	j.	PROPN
ajase-4693	492	7	c.	c.	PROPN
ajase-4693	492	8	c.	c.	PROPN
ajase-4693	492	9	,	,	PUNCT
ajase-4693	492	10	&	&	CCONJ
ajase-4693	492	11	hsiao	hsiao	PROPN
ajase-4693	492	12	,	,	PUNCT
ajase-4693	492	13	c.	c.	PROPN
ajase-4693	492	14	y.	y.	PROPN
ajase-4693	492	15	l.	l.	PROPN
ajase-4693	492	16	(	(	PUNCT
ajase-4693	492	17	2013	2013	NUM
ajase-4693	492	18	)	)	PUNCT
ajase-4693	492	19	.	.	PUNCT
ajase-4693	493	1	estimation	estimation	NOUN
ajase-4693	493	2	of	of	ADP
ajase-4693	493	3	stochastic	stochastic	ADJ
ajase-4693	493	4	volatility	volatility	NOUN
ajase-4693	493	5	models	model	NOUN
ajase-4693	493	6	with	with	ADP
ajase-4693	493	7	heavy	heavy	ADJ
ajase-4693	493	8	tails	tail	NOUN
ajase-4693	493	9	and	and	CCONJ
ajase-4693	493	10	serial	serial	ADJ
ajase-4693	493	11	dependence	dependence	NOUN
ajase-4693	493	12	(	(	PUNCT
ajase-4693	493	13	cama	cama	NOUN
ajase-4693	493	14	working	working	NOUN
ajase-4693	493	15	paper	paper	NOUN
ajase-4693	493	16	no	no	INTJ
ajase-4693	493	17	.	.	PROPN
ajase-4693	493	18	2013	2013	NUM
ajase-4693	493	19	-	-	SYM
ajase-4693	493	20	74	74	NUM
ajase-4693	493	21	)	)	PUNCT
ajase-4693	493	22	.	.	PUNCT
ajase-4693	494	1	centre	centre	NOUN
ajase-4693	494	2	for	for	ADP
ajase-4693	494	3	applied	apply	VERB
ajase-4693	494	4	macroeconomic	macroeconomic	ADJ
ajase-4693	494	5	analysis	analysis	NOUN
ajase-4693	494	6	,	,	PUNCT
ajase-4693	494	7	crawford	crawford	PROPN
ajase-4693	494	8	school	school	PROPN
ajase-4693	494	9	of	of	ADP
ajase-4693	494	10	public	public	ADJ
ajase-4693	494	11	policy	policy	NOUN
ajase-4693	494	12	,	,	PUNCT
ajase-4693	494	13	the	the	DET
ajase-4693	494	14	australian	australian	ADJ
ajase-4693	494	15	national	national	PROPN
ajase-4693	494	16	university	university	PROPN
ajase-4693	494	17	.	.	PUNCT
ajase-4693	495	1	https://ideas.repec.org/p/een/camaaa/2013-74	https://ideas.repec.org/p/een/camaaa/2013-74	PROPN
ajase-4693	495	2	.	.	PUNCT
ajase-4693	495	3	html	html	PROPN
ajase-4693	495	4	chan	chan	PROPN
ajase-4693	495	5	,	,	PUNCT
ajase-4693	495	6	j.	j.	PROPN
ajase-4693	495	7	c.	c.	PROPN
ajase-4693	495	8	c.	c.	PROPN
ajase-4693	495	9	,	,	PUNCT
ajase-4693	495	10	&	&	CCONJ
ajase-4693	495	11	hsiao	hsiao	PROPN
ajase-4693	495	12	,	,	PUNCT
ajase-4693	495	13	c.	c.	PROPN
ajase-4693	495	14	y.	y.	PROPN
ajase-4693	495	15	l.	l.	PROPN
ajase-4693	495	16	(	(	PUNCT
ajase-4693	495	17	2013	2013	NUM
ajase-4693	495	18	)	)	PUNCT
ajase-4693	495	19	.	.	PUNCT
ajase-4693	496	1	estimation	estimation	NOUN
ajase-4693	496	2	of	of	ADP
ajase-4693	496	3	stochastic	stochastic	ADJ
ajase-4693	496	4	volatility	volatility	NOUN
ajase-4693	496	5	models	model	NOUN
ajase-4693	496	6	with	with	ADP
ajase-4693	496	7	heavy	heavy	ADJ
ajase-4693	496	8	tails	tail	NOUN
ajase-4693	496	9	and	and	CCONJ
ajase-4693	496	10	serial	serial	ADJ
ajase-4693	496	11	dependence	dependence	NOUN
ajase-4693	496	12	(	(	PUNCT
ajase-4693	496	13	cama	cama	NOUN
ajase-4693	496	14	working	working	NOUN
ajase-4693	496	15	paper	paper	NOUN
ajase-4693	496	16	no	no	INTJ
ajase-4693	496	17	.	.	PROPN
ajase-4693	496	18	2013	2013	NUM
ajase-4693	496	19	-	-	SYM
ajase-4693	496	20	74	74	NUM
ajase-4693	496	21	)	)	PUNCT
ajase-4693	496	22	.	.	PUNCT
ajase-4693	497	1	centre	centre	NOUN
ajase-4693	497	2	for	for	ADP
ajase-4693	497	3	applied	apply	VERB
ajase-4693	497	4	macroeconomic	macroeconomic	ADJ
ajase-4693	497	5	analysis	analysis	NOUN
ajase-4693	497	6	,	,	PUNCT
ajase-4693	497	7	crawford	crawford	PROPN
ajase-4693	497	8	school	school	PROPN
ajase-4693	497	9	of	of	ADP
ajase-4693	497	10	public	public	ADJ
ajase-4693	497	11	policy	policy	NOUN
ajase-4693	497	12	,	,	PUNCT
ajase-4693	497	13	the	the	DET
ajase-4693	497	14	australian	australian	ADJ
ajase-4693	497	15	national	national	PROPN
ajase-4693	497	16	university	university	PROPN
ajase-4693	497	17	.	.	PUNCT
ajase-4693	498	1	http://dx.doi.org/10.2139/ssrn.2359838	http://dx.doi.org/10.2139/ssrn.2359838	X
ajase-4693	498	2	deebom	deebom	NOUN
ajase-4693	498	3	,	,	PUNCT
ajase-4693	498	4	z.	z.	PROPN
ajase-4693	498	5	d.	d.	PROPN
ajase-4693	498	6	,	,	PUNCT
ajase-4693	498	7	&	&	CCONJ
ajase-4693	498	8	essi	essi	PROPN
ajase-4693	498	9	,	,	PUNCT
ajase-4693	498	10	i.	i.	PROPN
ajase-4693	498	11	d.	d.	PROPN
ajase-4693	498	12	(	(	PUNCT
ajase-4693	498	13	2017	2017	NUM
ajase-4693	498	14	)	)	PUNCT
ajase-4693	498	15	.	.	PUNCT
ajase-4693	499	1	modeling	model	VERB
ajase-4693	499	2	price	price	NOUN
ajase-4693	499	3	volatility	volatility	NOUN
ajase-4693	499	4	of	of	ADP
ajase-4693	499	5	nigerian	nigerian	ADJ
ajase-4693	499	6	crude	crude	ADJ
ajase-4693	499	7	oil	oil	NOUN
ajase-4693	499	8	markets	market	NOUN
ajase-4693	499	9	using	use	VERB
ajase-4693	499	10	garch	garch	NOUN
ajase-4693	499	11	model	model	NOUN
ajase-4693	499	12	:	:	PUNCT
ajase-4693	499	13	1987	1987	NUM
ajase-4693	499	14	-	-	SYM
ajase-4693	499	15	2017	2017	NUM
ajase-4693	499	16	.	.	PUNCT
ajase-4693	500	1	international	international	ADJ
ajase-4693	500	2	journal	journal	NOUN
ajase-4693	500	3	of	of	ADP
ajase-4693	500	4	applied	apply	VERB
ajase-4693	500	5	science	science	NOUN
ajase-4693	500	6	and	and	CCONJ
ajase-4693	500	7	mathematical	mathematical	ADJ
ajase-4693	500	8	theory	theory	NOUN
ajase-4693	500	9	,	,	PUNCT
ajase-4693	500	10	3(4	3(4	NUM
ajase-4693	500	11	)	)	PUNCT
ajase-4693	500	12	.	.	PUNCT
ajase-4693	501	1	ding	ding	PROPN
ajase-4693	501	2	,	,	PUNCT
ajase-4693	501	3	z.	z.	PROPN
ajase-4693	501	4	,	,	PUNCT
ajase-4693	501	5	&	&	CCONJ
ajase-4693	501	6	granger	granger	PROPN
ajase-4693	501	7	,	,	PUNCT
ajase-4693	501	8	c.	c.	PROPN
ajase-4693	501	9	w.	w.	PROPN
ajase-4693	501	10	(	(	PUNCT
ajase-4693	501	11	1996	1996	NUM
ajase-4693	501	12	)	)	PUNCT
ajase-4693	501	13	.	.	PUNCT
ajase-4693	502	1	modeling	model	VERB
ajase-4693	502	2	volatility	volatility	NOUN
ajase-4693	502	3	persistence	persistence	NOUN
ajase-4693	502	4	of	of	ADP
ajase-4693	502	5	speculative	speculative	ADJ
ajase-4693	502	6	returns	return	NOUN
ajase-4693	502	7	:	:	PUNCT
ajase-4693	502	8	a	a	DET
ajase-4693	502	9	new	new	ADJ
ajase-4693	502	10	approach	approach	NOUN
ajase-4693	502	11	.	.	PUNCT
ajase-4693	503	1	journal	journal	NOUN
ajase-4693	503	2	of	of	ADP
ajase-4693	503	3	econometrics	econometric	NOUN
ajase-4693	503	4	,	,	PUNCT
ajase-4693	503	5	73(1	73(1	NUM
ajase-4693	503	6	)	)	PUNCT
ajase-4693	503	7	,	,	PUNCT
ajase-4693	503	8	185–215	185–215	NUM
ajase-4693	503	9	.	.	PUNCT
ajase-4693	504	1	https://doi	https://doi	NOUN
ajase-4693	504	2	.	.	PUNCT
ajase-4693	504	3	org/10.1016/0304	org/10.1016/0304	PROPN
ajase-4693	504	4	-	-	PUNCT
ajase-4693	504	5	4076(95)01737	4076(95)01737	NUM
ajase-4693	504	6	-	-	SYM
ajase-4693	504	7	2	2	NUM
ajase-4693	504	8	diebold	diebold	NOUN
ajase-4693	504	9	,	,	PUNCT
ajase-4693	504	10	f.	f.	PROPN
ajase-4693	504	11	x.	x.	PROPN
ajase-4693	504	12	,	,	PUNCT
ajase-4693	504	13	kilian	kilian	PROPN
ajase-4693	504	14	,	,	PUNCT
ajase-4693	504	15	l.	l.	PROPN
ajase-4693	504	16	,	,	PUNCT
ajase-4693	504	17	&	&	CCONJ
ajase-4693	504	18	nerlove	nerlove	PROPN
ajase-4693	504	19	,	,	PUNCT
ajase-4693	504	20	m.	m.	NOUN
ajase-4693	504	21	l.	l.	PROPN
ajase-4693	504	22	(	(	PUNCT
ajase-4693	504	23	2006	2006	NUM
ajase-4693	504	24	)	)	PUNCT
ajase-4693	504	25	.	.	PUNCT
ajase-4693	505	1	time	time	PROPN
ajase-4693	505	2	series	series	PROPN
ajase-4693	505	3	analysis	analysis	NOUN
ajase-4693	505	4	.	.	PUNCT
ajase-4693	506	1	pier	pier	NOUN
ajase-4693	506	2	working	working	NOUN
ajase-4693	506	3	,	,	PUNCT
ajase-4693	506	4	28556	28556	NUM
ajase-4693	506	5	,	,	PUNCT
ajase-4693	506	6	06	06	NUM
ajase-4693	506	7	-	-	SYM
ajase-4693	506	8	019	019	NUM
ajase-4693	506	9	,	,	PUNCT
ajase-4693	506	10	http://	http://	PROPN
ajase-4693	506	11	dx.doi.org/10.2139/ssrn.910909	dx.doi.org/10.2139/ssrn.910909	PROPN
ajase-4693	506	12	dunn	dunn	PROPN
ajase-4693	506	13	,	,	PUNCT
ajase-4693	506	14	s.	s.	PROPN
ajase-4693	506	15	,	,	PUNCT
ajase-4693	506	16	&	&	CCONJ
ajase-4693	506	17	holloway	holloway	PROPN
ajase-4693	506	18	,	,	PUNCT
ajase-4693	506	19	j.	j.	PROPN
ajase-4693	506	20	(	(	PUNCT
ajase-4693	506	21	2012	2012	NUM
ajase-4693	506	22	,	,	PUNCT
ajase-4693	506	23	september	september	PROPN
ajase-4693	506	24	)	)	PUNCT
ajase-4693	506	25	.	.	PUNCT
ajase-4693	507	1	the	the	DET
ajase-4693	507	2	pricing	pricing	NOUN
ajase-4693	507	3	of	of	ADP
ajase-4693	507	4	crude	crude	ADJ
ajase-4693	507	5	oil	oil	NOUN
ajase-4693	507	6	.	.	PUNCT
ajase-4693	508	1	rba	rba	NOUN
ajase-4693	508	2	bulletin	bulletin	PROPN
ajase-4693	508	3	reserve	reserve	PROPN
ajase-4693	508	4	bank	bank	PROPN
ajase-4693	508	5	of	of	ADP
ajase-4693	508	6	australia	australia	PROPN
ajase-4693	508	7	,	,	PUNCT
ajase-4693	508	8	65	65	NUM
ajase-4693	508	9	-	-	SYM
ajase-4693	508	10	74	74	NUM
ajase-4693	508	11	.	.	PUNCT
ajase-4693	509	1	https://www.rba.gov.au/publications/	https://www.rba.gov.au/publications/	PROPN
ajase-4693	509	2	bulletin/2012	bulletin/2012	PROPN
ajase-4693	509	3	/	/	SYM
ajase-4693	509	4	sep	sep	PROPN
ajase-4693	509	5	/	/	SYM
ajase-4693	509	6	pdf	pdf	NOUN
ajase-4693	509	7	/	/	SYM
ajase-4693	509	8	bu-0912	bu-0912	PROPN
ajase-4693	509	9	-	-	PUNCT
ajase-4693	509	10	8.pdf	8.pdf	NOUN
ajase-4693	509	11	dunn	dunn	PROPN
ajase-4693	509	12	,	,	PUNCT
ajase-4693	509	13	s.	s.	PROPN
ajase-4693	509	14	,	,	PUNCT
ajase-4693	509	15	&	&	CCONJ
ajase-4693	509	16	holloway	holloway	PROPN
ajase-4693	509	17	,	,	PUNCT
ajase-4693	509	18	j.	j.	PROPN
ajase-4693	509	19	(	(	PUNCT
ajase-4693	509	20	2012	2012	NUM
ajase-4693	509	21	)	)	PUNCT
ajase-4693	509	22	.	.	PUNCT
ajase-4693	510	1	the	the	DET
ajase-4693	510	2	pricing	pricing	NOUN
ajase-4693	510	3	of	of	ADP
ajase-4693	510	4	crude	crude	ADJ
ajase-4693	510	5	oil	oil	NOUN
ajase-4693	510	6	.	.	PUNCT
ajase-4693	511	1	reserve	reserve	PROPN
ajase-4693	511	2	bank	bank	PROPN
ajase-4693	511	3	of	of	ADP
ajase-4693	511	4	australia	australia	PROPN
ajase-4693	511	5	,	,	PUNCT
ajase-4693	511	6	65	65	NUM
ajase-4693	511	7	-	-	SYM
ajase-4693	511	8	74	74	NUM
ajase-4693	511	9	.	.	PUNCT
ajase-4693	512	1	https://ideas	https://ideas	PROPN
ajase-4693	512	2	.	.	PUNCT
ajase-4693	513	1	repec.org/a/rba/rbabul/sep2012-08.html	repec.org/a/rba/rbabul/sep2012-08.html	NOUN
ajase-4693	513	2	ekong	ekong	ADJ
ajase-4693	513	3	,	,	PUNCT
ajase-4693	513	4	c.	c.	PROPN
ajase-4693	513	5	n.	n.	PROPN
ajase-4693	513	6	and	and	CCONJ
ajase-4693	513	7	onye	onye	NOUN
ajase-4693	513	8	,	,	PUNCT
ajase-4693	513	9	k.	k.	PROPN
ajase-4693	513	10	u.	u.	PROPN
ajase-4693	513	11	(	(	PUNCT
ajase-4693	513	12	2017	2017	NUM
ajase-4693	513	13	):	):	PUNCT
ajase-4693	513	14	application	application	NOUN
ajase-4693	513	15	of	of	ADP
ajase-4693	513	16	garch	garch	NOUN
ajase-4693	513	17	models	model	NOUN
ajase-4693	513	18	to	to	PART
ajase-4693	513	19	estimate	estimate	VERB
ajase-4693	513	20	and	and	CCONJ
ajase-4693	513	21	predict	predict	VERB
ajase-4693	513	22	financial	financial	ADJ
ajase-4693	513	23	volatility	volatility	NOUN
ajase-4693	513	24	of	of	ADP
ajase-4693	513	25	daily	daily	ADJ
ajase-4693	513	26	stock	stock	NOUN
ajase-4693	513	27	returns	return	NOUN
ajase-4693	513	28	in	in	ADP
ajase-4693	513	29	nigeria	nigeria	PROPN
ajase-4693	513	30	.	.	PUNCT
ajase-4693	514	1	international	international	ADJ
ajase-4693	514	2	journal	journal	PROPN
ajase-4693	514	3	of	of	ADP
ajase-4693	514	4	managerial	managerial	ADJ
ajase-4693	514	5	studies	study	NOUN
ajase-4693	514	6	and	and	CCONJ
ajase-4693	514	7	research	research	NOUN
ajase-4693	514	8	(	(	PUNCT
ajase-4693	514	9	ijmsr	ijmsr	NOUN
ajase-4693	514	10	)	)	PUNCT
ajase-4693	514	11	,	,	PUNCT
ajase-4693	514	12	5(8	5(8	NUM
ajase-4693	514	13	)	)	PUNCT
ajase-4693	514	14	,	,	PUNCT
ajase-4693	514	15	18	18	NUM
ajase-4693	514	16	-	-	SYM
ajase-4693	514	17	34	34	NUM
ajase-4693	514	18	.	.	PUNCT
ajase-4693	515	1	engle	engle	PROPN
ajase-4693	515	2	,	,	PUNCT
ajase-4693	515	3	r.	r.	PROPN
ajase-4693	515	4	f.	f.	PROPN
ajase-4693	515	5	(	(	PUNCT
ajase-4693	515	6	1982	1982	NUM
ajase-4693	515	7	)	)	PUNCT
ajase-4693	515	8	.	.	PUNCT
ajase-4693	516	1	autoregressive	autoregressive	ADJ
ajase-4693	516	2	conditional	conditional	ADJ
ajase-4693	516	3	heteroscedasticity	heteroscedasticity	NOUN
ajase-4693	516	4	with	with	ADP
ajase-4693	516	5	estimates	estimate	NOUN
ajase-4693	516	6	of	of	ADP
ajase-4693	516	7	the	the	DET
ajase-4693	516	8	variance	variance	NOUN
ajase-4693	516	9	of	of	ADP
ajase-4693	516	10	united	united	PROPN
ajase-4693	516	11	kingdom	kingdom	PROPN
ajase-4693	516	12	inflation	inflation	NOUN
ajase-4693	516	13	.	.	PUNCT
ajase-4693	517	1	econometrica	econometrica	PROPN
ajase-4693	517	2	,	,	PUNCT
ajase-4693	517	3	50(4	50(4	NUM
ajase-4693	517	4	)	)	PUNCT
ajase-4693	517	5	,	,	PUNCT
ajase-4693	517	6	9871007	9871007	NUM
ajase-4693	517	7	.	.	PUNCT
ajase-4693	518	1	https://doi.org/10.2307/1912773	https://doi.org/10.2307/1912773	PROPN
ajase-4693	518	2	engle	engle	PROPN
ajase-4693	518	3	,	,	PUNCT
ajase-4693	518	4	r.	r.	PROPN
ajase-4693	518	5	f.	f.	PROPN
ajase-4693	518	6	,	,	PUNCT
ajase-4693	518	7	&	&	CCONJ
ajase-4693	518	8	lee	lee	PROPN
ajase-4693	518	9	,	,	PUNCT
ajase-4693	518	10	g.	g.	PROPN
ajase-4693	518	11	(	(	PUNCT
ajase-4693	518	12	1999	1999	NUM
ajase-4693	518	13	)	)	PUNCT
ajase-4693	518	14	.	.	PUNCT
ajase-4693	519	1	a	a	DET
ajase-4693	519	2	long	long	ADV
ajase-4693	519	3	-	-	PUNCT
ajase-4693	519	4	run	run	VERB
ajase-4693	519	5	and	and	CCONJ
ajase-4693	519	6	short	short	ADJ
ajase-4693	519	7	-	-	PUNCT
ajase-4693	519	8	run	run	NOUN
ajase-4693	519	9	component	component	NOUN
ajase-4693	519	10	model	model	NOUN
ajase-4693	519	11	of	of	ADP
ajase-4693	519	12	stock	stock	NOUN
ajase-4693	519	13	return	return	NOUN
ajase-4693	519	14	volatility	volatility	NOUN
ajase-4693	519	15	.	.	PUNCT
ajase-4693	520	1	in	in	ADP
ajase-4693	520	2	r.	r.	PROPN
ajase-4693	520	3	f.	f.	PROPN
ajase-4693	520	4	engle	engle	PROPN
ajase-4693	520	5	&	&	CCONJ
ajase-4693	520	6	h.	h.	PROPN
ajase-4693	520	7	white	white	PROPN
ajase-4693	520	8	(	(	PUNCT
ajase-4693	520	9	eds	ed	NOUN
ajase-4693	520	10	.	.	PUNCT
ajase-4693	520	11	)	)	PUNCT
ajase-4693	520	12	,	,	PUNCT
ajase-4693	520	13	cointegration	cointegration	NOUN
ajase-4693	520	14	,	,	PUNCT
ajase-4693	520	15	causality	causality	NOUN
ajase-4693	520	16	,	,	PUNCT
ajase-4693	520	17	and	and	CCONJ
ajase-4693	520	18	forecasting	forecasting	NOUN
ajase-4693	520	19	:	:	PUNCT
ajase-4693	520	20	a	a	DET
ajase-4693	520	21	festschrift	festschrift	NOUN
ajase-4693	520	22	in	in	ADP
ajase-4693	520	23	honor	honor	NOUN
ajase-4693	520	24	of	of	ADP
ajase-4693	520	25	clive	clive	PROPN
ajase-4693	520	26	w.	w.	PROPN
ajase-4693	520	27	j.	j.	PROPN
ajase-4693	520	28	granger	granger	PROPN
ajase-4693	520	29	(	(	PUNCT
ajase-4693	520	30	pp	pp	ADJ
ajase-4693	520	31	.	.	PUNCT
ajase-4693	520	32	475–497	475–497	NUM
ajase-4693	520	33	)	)	PUNCT
ajase-4693	520	34	.	.	PUNCT
ajase-4693	521	1	oxford	oxford	PROPN
ajase-4693	521	2	university	university	PROPN
ajase-4693	521	3	press	press	NOUN
ajase-4693	521	4	.	.	PUNCT
ajase-4693	522	1	fattouh	fattouh	NOUN
ajase-4693	522	2	,	,	PUNCT
ajase-4693	522	3	b.	b.	PROPN
ajase-4693	522	4	,	,	PUNCT
ajase-4693	522	5	&	&	CCONJ
ajase-4693	522	6	oxford	oxford	PROPN
ajase-4693	522	7	institute	institute	PROPN
ajase-4693	522	8	for	for	ADP
ajase-4693	522	9	energy	energy	NOUN
ajase-4693	522	10	studies	study	NOUN
ajase-4693	522	11	.	.	PUNCT
ajase-4693	523	1	(	(	PUNCT
ajase-4693	523	2	2011	2011	NUM
ajase-4693	523	3	)	)	PUNCT
ajase-4693	523	4	.	.	PUNCT
ajase-4693	524	1	an	an	DET
ajase-4693	524	2	anatomy	anatomy	NOUN
ajase-4693	524	3	of	of	ADP
ajase-4693	524	4	the	the	DET
ajase-4693	524	5	crude	crude	ADJ
ajase-4693	524	6	oil	oil	NOUN
ajase-4693	524	7	pricing	pricing	NOUN
ajase-4693	524	8	system	system	NOUN
ajase-4693	524	9	(	(	PUNCT
ajase-4693	524	10	wpm	wpm	NOUN
ajase-4693	524	11	40	40	NUM
ajase-4693	524	12	)	)	PUNCT
ajase-4693	524	13	.	.	PUNCT
ajase-4693	525	1	oxford	oxford	PROPN
ajase-4693	525	2	institute	institute	PROPN
ajase-4693	525	3	for	for	ADP
ajase-4693	525	4	energy	energy	NOUN
ajase-4693	525	5	studies	study	NOUN
ajase-4693	525	6	.	.	PUNCT
ajase-4693	526	1	https://	https://	PROPN
ajase-4693	526	2	www.oxfordenergy.org/wpcms/wp-content/	www.oxfordenergy.org/wpcms/wp-content/	PROPN
ajase-4693	526	3	uploads/2011/03	uploads/2011/03	PROPN
ajase-4693	526	4	/	/	SYM
ajase-4693	526	5	wpm40	wpm40	NOUN
ajase-4693	526	6	-	-	PUNCT
ajase-4693	526	7	ananatomyofthecrude	ananatomyofthecrude	NOUN
ajase-4693	526	8	oilpricingsystem-bassamfattouh-2011.pdf	oilpricingsystem-bassamfattouh-2011.pdf	NOUN
ajase-4693	526	9	fondo	fondo	NOUN
ajase-4693	526	10	,	,	PUNCT
ajase-4693	526	11	k.	k.	PROPN
ajase-4693	526	12	s.	s.	PROPN
ajase-4693	526	13	,	,	PUNCT
ajase-4693	526	14	onago	onago	PROPN
ajase-4693	526	15	,	,	PUNCT
ajase-4693	526	16	a.	a.	NOUN
ajase-4693	526	17	a.	a.	PROPN
ajase-4693	526	18	,	,	PUNCT
ajase-4693	526	19	kiti	kiti	PROPN
ajase-4693	526	20	,	,	PUNCT
ajase-4693	526	21	l.	l.	PROPN
ajase-4693	526	22	a.	a.	PROPN
ajase-4693	526	23	,	,	PUNCT
ajase-4693	526	24	&	&	CCONJ
ajase-4693	526	25	otulo	otulo	PROPN
ajase-4693	526	26	,	,	PUNCT
ajase-4693	526	27	c.	c.	PROPN
ajase-4693	526	28	w.	w.	PROPN
ajase-4693	526	29	(	(	PUNCT
ajase-4693	526	30	2021	2021	NUM
ajase-4693	526	31	)	)	PUNCT
ajase-4693	526	32	.	.	PUNCT
ajase-4693	527	1	modeling	modeling	NOUN
ajase-4693	527	2	of	of	ADP
ajase-4693	527	3	petroleum	petroleum	NOUN
ajase-4693	527	4	prices	price	NOUN
ajase-4693	527	5	in	in	ADP
ajase-4693	527	6	kenya	kenya	PROPN
ajase-4693	527	7	using	use	VERB
ajase-4693	527	8	autoregressive	autoregressive	ADJ
ajase-4693	527	9	integrated	integrated	ADJ
ajase-4693	527	10	moving	move	VERB
ajase-4693	527	11	average	average	ADJ
ajase-4693	527	12	and	and	CCONJ
ajase-4693	527	13	vector	vector	NOUN
ajase-4693	527	14	autoregressive	autoregressive	ADJ
ajase-4693	527	15	models	model	NOUN
ajase-4693	527	16	.	.	PUNCT
ajase-4693	528	1	iosr	iosr	ADJ
ajase-4693	528	2	journal	journal	PROPN
ajase-4693	528	3	of	of	ADP
ajase-4693	528	4	mathematics	mathematic	NOUN
ajase-4693	528	5	,	,	PUNCT
ajase-4693	528	6	17(6	17(6	NUM
ajase-4693	528	7	)	)	PUNCT
ajase-4693	528	8	,	,	PUNCT
ajase-4693	528	9	18–27	18–27	NUM
ajase-4693	528	10	.	.	PUNCT
ajase-4693	529	1	https://doi.org/10.9790/57281706011827	https://doi.org/10.9790/57281706011827	PART
ajase-4693	530	1	pa	pa	PROPN
ajase-4693	530	2	ge	ge	PROPN
ajase-4693	530	3	56	56	NUM
ajase-4693	530	4	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	530	5	am	be	AUX
ajase-4693	530	6	.	.	PUNCT
ajase-4693	531	1	j.	j.	PROPN
ajase-4693	531	2	appl	appl	PROPN
ajase-4693	531	3	.	.	PROPN
ajase-4693	532	1	stat	stat	PROPN
ajase-4693	532	2	.	.	PUNCT
ajase-4693	533	1	econ	econ	PROPN
ajase-4693	533	2	.	.	PUNCT
ajase-4693	534	1	4(1	4(1	X
ajase-4693	534	2	)	)	PUNCT
ajase-4693	535	1	41	41	NUM
ajase-4693	535	2	-	-	SYM
ajase-4693	535	3	57	57	NUM
ajase-4693	535	4	,	,	PUNCT
ajase-4693	535	5	2025	2025	NUM
ajase-4693	535	6	gasper	gasper	PROPN
ajase-4693	535	7	,	,	PUNCT
ajase-4693	535	8	l.	l.	PROPN
ajase-4693	535	9	,	,	PUNCT
ajase-4693	535	10	&	&	CCONJ
ajase-4693	535	11	mbwambo	mbwambo	PROPN
ajase-4693	535	12	,	,	PUNCT
ajase-4693	535	13	h.	h.	PROPN
ajase-4693	535	14	(	(	PUNCT
ajase-4693	535	15	2023	2023	NUM
ajase-4693	535	16	)	)	PUNCT
ajase-4693	535	17	.	.	PUNCT
ajase-4693	536	1	forecasting	forecast	VERB
ajase-4693	536	2	crude	crude	ADJ
ajase-4693	536	3	oil	oil	NOUN
ajase-4693	536	4	prices	price	NOUN
ajase-4693	536	5	by	by	ADP
ajase-4693	536	6	using	use	VERB
ajase-4693	536	7	arima	arima	PROPN
ajase-4693	536	8	model	model	NOUN
ajase-4693	536	9	:	:	PUNCT
ajase-4693	536	10	evidence	evidence	NOUN
ajase-4693	536	11	from	from	ADP
ajase-4693	536	12	tanzania	tanzania	PROPN
ajase-4693	536	13	.	.	PUNCT
ajase-4693	537	1	journal	journal	PROPN
ajase-4693	537	2	of	of	ADP
ajase-4693	537	3	accounting	accounting	NOUN
ajase-4693	537	4	finance	finance	NOUN
ajase-4693	537	5	and	and	CCONJ
ajase-4693	537	6	auditing	auditing	NOUN
ajase-4693	537	7	studies	study	NOUN
ajase-4693	537	8	,	,	PUNCT
ajase-4693	537	9	9(2	9(2	NUM
ajase-4693	537	10	)	)	PUNCT
ajase-4693	537	11	,	,	PUNCT
ajase-4693	537	12	158	158	NUM
ajase-4693	537	13	-	-	SYM
ajase-4693	537	14	175	175	NUM
ajase-4693	537	15	.	.	PUNCT
ajase-4693	538	1	https://doi.org/10.32602/	https://doi.org/10.32602/	PROPN
ajase-4693	538	2	jafas.2023.017	jafas.2023.017	PROPN
ajase-4693	538	3	glosten	glosten	PROPN
ajase-4693	538	4	,	,	PUNCT
ajase-4693	538	5	l.	l.	PROPN
ajase-4693	538	6	r.	r.	PROPN
ajase-4693	538	7	,	,	PUNCT
ajase-4693	538	8	jagannathan	jagannathan	PROPN
ajase-4693	538	9	,	,	PUNCT
ajase-4693	538	10	r.	r.	PROPN
ajase-4693	538	11	,	,	PUNCT
ajase-4693	538	12	&	&	CCONJ
ajase-4693	538	13	runkle	runkle	PROPN
ajase-4693	538	14	,	,	PUNCT
ajase-4693	538	15	d.	d.	PROPN
ajase-4693	538	16	e.	e.	PROPN
ajase-4693	538	17	(	(	PUNCT
ajase-4693	538	18	1993	1993	NUM
ajase-4693	538	19	)	)	PUNCT
ajase-4693	538	20	.	.	PUNCT
ajase-4693	539	1	on	on	ADP
ajase-4693	539	2	the	the	DET
ajase-4693	539	3	relation	relation	NOUN
ajase-4693	539	4	between	between	ADP
ajase-4693	539	5	the	the	DET
ajase-4693	539	6	expected	expect	VERB
ajase-4693	539	7	value	value	NOUN
ajase-4693	539	8	and	and	CCONJ
ajase-4693	539	9	the	the	DET
ajase-4693	539	10	volatility	volatility	NOUN
ajase-4693	539	11	of	of	ADP
ajase-4693	539	12	the	the	DET
ajase-4693	539	13	nominal	nominal	ADJ
ajase-4693	539	14	excess	excess	ADJ
ajase-4693	539	15	return	return	NOUN
ajase-4693	539	16	on	on	ADP
ajase-4693	539	17	stocks	stock	NOUN
ajase-4693	539	18	.	.	PUNCT
ajase-4693	540	1	the	the	DET
ajase-4693	540	2	journal	journal	PROPN
ajase-4693	540	3	of	of	ADP
ajase-4693	540	4	finance	finance	NOUN
ajase-4693	540	5	,	,	PUNCT
ajase-4693	540	6	48(5	48(5	NUM
ajase-4693	540	7	)	)	PUNCT
ajase-4693	540	8	,	,	PUNCT
ajase-4693	540	9	1779–1801	1779–1801	NUM
ajase-4693	540	10	.	.	PUNCT
ajase-4693	541	1	https://doi	https://doi	X
ajase-4693	541	2	.	.	PUNCT
ajase-4693	541	3	org/10.1111	org/10.1111	PROPN
ajase-4693	541	4	/	/	SYM
ajase-4693	541	5	j.1540	j.1540	PROPN
ajase-4693	541	6	-	-	PUNCT
ajase-4693	541	7	6261.1993.tb05128.x	6261.1993.tb05128.x	PROPN
ajase-4693	541	8	gokcan	gokcan	NOUN
ajase-4693	541	9	,	,	PUNCT
ajase-4693	541	10	s.	s.	PROPN
ajase-4693	541	11	(	(	PUNCT
ajase-4693	541	12	2000	2000	NUM
ajase-4693	541	13	)	)	PUNCT
ajase-4693	541	14	forecasting	forecast	VERB
ajase-4693	541	15	volatility	volatility	NOUN
ajase-4693	541	16	of	of	ADP
ajase-4693	541	17	emerging	emerge	VERB
ajase-4693	541	18	stock	stock	NOUN
ajase-4693	541	19	markets	market	NOUN
ajase-4693	541	20	linear	linear	ADJ
ajase-4693	541	21	versus	versus	ADP
ajase-4693	541	22	non	non	ADJ
ajase-4693	541	23	-	-	ADJ
ajase-4693	541	24	linear	linear	ADJ
ajase-4693	541	25	garch	garch	NOUN
ajase-4693	541	26	models	model	NOUN
ajase-4693	541	27	.	.	PUNCT
ajase-4693	542	1	journal	journal	NOUN
ajase-4693	542	2	of	of	ADP
ajase-4693	542	3	forecasting	forecasting	NOUN
ajase-4693	542	4	,	,	PUNCT
ajase-4693	542	5	19	19	NUM
ajase-4693	542	6	,	,	PUNCT
ajase-4693	542	7	499	499	NUM
ajase-4693	542	8	-	-	SYM
ajase-4693	542	9	504	504	NUM
ajase-4693	542	10	.	.	PUNCT
ajase-4693	543	1	https://doi	https://doi	PROPN
ajase-4693	543	2	.	.	PUNCT
ajase-4693	543	3	org/10.1002/1099	org/10.1002/1099	NOUN
ajase-4693	543	4	-	-	PUNCT
ajase-4693	543	5	131x(200011)19:6<499::aidfor745>3.0.co;2	131x(200011)19:6<499::aidfor745>3.0.co;2	NUM
ajase-4693	543	6	-	-	PUNCT
ajase-4693	543	7	p	p	NOUN
ajase-4693	543	8	guo	guo	PROPN
ajase-4693	543	9	,	,	PUNCT
ajase-4693	543	10	h.	h.	PROPN
ajase-4693	543	11	and	and	CCONJ
ajase-4693	543	12	kevin	kevin	PROPN
ajase-4693	543	13	l.	l.	PROPN
ajase-4693	543	14	k	k	PROPN
ajase-4693	543	15	(	(	PUNCT
ajase-4693	543	16	2005	2005	NUM
ajase-4693	543	17	)	)	PUNCT
ajase-4693	543	18	.	.	PUNCT
ajase-4693	544	1	oil	oil	NOUN
ajase-4693	544	2	price	price	NOUN
ajase-4693	544	3	volatility	volatility	NOUN
ajase-4693	544	4	and	and	CCONJ
ajase-4693	544	5	us	us	PRON
ajase-4693	544	6	macroeconomic	macroeconomic	ADJ
ajase-4693	544	7	activity	activity	NOUN
ajase-4693	544	8	.	.	PUNCT
ajase-4693	545	1	review	review	NOUN
ajase-4693	545	2	-	-	PUNCT
ajase-4693	545	3	federal	federal	PROPN
ajase-4693	545	4	reserve	reserve	PROPN
ajase-4693	545	5	bank	bank	PROPN
ajase-4693	545	6	of	of	ADP
ajase-4693	545	7	saint	saint	PROPN
ajase-4693	545	8	louis	louis	PROPN
ajase-4693	545	9	,	,	PUNCT
ajase-4693	545	10	87	87	NUM
ajase-4693	545	11	,	,	PUNCT
ajase-4693	545	12	669	669	NUM
ajase-4693	545	13	-	-	SYM
ajase-4693	545	14	684	684	NUM
ajase-4693	545	15	.	.	PUNCT
ajase-4693	546	1	https://doi	https://doi	PROPN
ajase-4693	546	2	.	.	PUNCT
ajase-4693	546	3	org/10.20955	org/10.20955	NOUN
ajase-4693	546	4	/	/	SYM
ajase-4693	546	5	r.87.669	r.87.669	PROPN
ajase-4693	546	6	-	-	PUNCT
ajase-4693	546	7	84	84	NUM
ajase-4693	546	8	hammami	hammami	NOUN
ajase-4693	546	9	,	,	PUNCT
ajase-4693	546	10	a.	a.	NOUN
ajase-4693	546	11	,	,	PUNCT
ajase-4693	546	12	ghenimi	ghenimi	PROPN
ajase-4693	546	13	,	,	PUNCT
ajase-4693	546	14	a.	a.	NOUN
ajase-4693	546	15	,	,	PUNCT
ajase-4693	546	16	&	&	CCONJ
ajase-4693	546	17	bouri	bouri	PROPN
ajase-4693	546	18	,	,	PUNCT
ajase-4693	546	19	a.	a.	NOUN
ajase-4693	546	20	(	(	PUNCT
ajase-4693	546	21	2019	2019	NUM
ajase-4693	546	22	)	)	PUNCT
ajase-4693	546	23	.	.	PUNCT
ajase-4693	547	1	oil	oil	NOUN
ajase-4693	547	2	prices	price	NOUN
ajase-4693	547	3	,	,	PUNCT
ajase-4693	547	4	us	us	PROPN
ajase-4693	547	5	exchange	exchange	NOUN
ajase-4693	547	6	rates	rate	NOUN
ajase-4693	547	7	,	,	PUNCT
ajase-4693	547	8	and	and	CCONJ
ajase-4693	547	9	stock	stock	NOUN
ajase-4693	547	10	market	market	NOUN
ajase-4693	547	11	:	:	PUNCT
ajase-4693	547	12	evidence	evidence	NOUN
ajase-4693	547	13	from	from	ADP
ajase-4693	547	14	jordan	jordan	PROPN
ajase-4693	547	15	as	as	ADP
ajase-4693	547	16	a	a	DET
ajase-4693	547	17	net	net	ADJ
ajase-4693	547	18	oil	oil	NOUN
ajase-4693	547	19	importer	importer	NOUN
ajase-4693	547	20	.	.	PUNCT
ajase-4693	548	1	mpra	mpra	PROPN
ajase-4693	548	2	paper	paper	PROPN
ajase-4693	548	3	no	no	INTJ
ajase-4693	548	4	.	.	PROPN
ajase-4693	548	5	94570	94570	NUM
ajase-4693	548	6	.	.	PUNCT
ajase-4693	549	1	university	university	NOUN
ajase-4693	549	2	library	library	NOUN
ajase-4693	549	3	of	of	ADP
ajase-4693	549	4	munich	munich	PROPN
ajase-4693	549	5	.	.	PUNCT
ajase-4693	550	1	https://ideas	https://ideas	PUNCT
ajase-4693	550	2	.	.	PUNCT
ajase-4693	551	1	repec.org/p/pra/mprapa/94570.html	repec.org/p/pra/mprapa/94570.html	NUM
ajase-4693	551	2	haque	haque	PROPN
ajase-4693	551	3	,	,	PUNCT
ajase-4693	551	4	m.	m.	NOUN
ajase-4693	551	5	i.	i.	PROPN
ajase-4693	551	6	,	,	PUNCT
ajase-4693	551	7	yunus	yunus	PROPN
ajase-4693	551	8	,	,	PUNCT
ajase-4693	551	9	m.	m.	NOUN
ajase-4693	551	10	i.	i.	PROPN
ajase-4693	551	11	,	,	PUNCT
ajase-4693	551	12	&	&	CCONJ
ajase-4693	551	13	shaik	shaik	PROPN
ajase-4693	551	14	,	,	PUNCT
ajase-4693	551	15	a.	a.	PROPN
ajase-4693	551	16	r.	r.	PROPN
ajase-4693	551	17	(	(	PUNCT
ajase-4693	551	18	2021	2021	NUM
ajase-4693	551	19	)	)	PUNCT
ajase-4693	551	20	.	.	PUNCT
ajase-4693	552	1	the	the	DET
ajase-4693	552	2	correlates	correlate	NOUN
ajase-4693	552	3	of	of	ADP
ajase-4693	552	4	terms	term	NOUN
ajase-4693	552	5	of	of	ADP
ajase-4693	552	6	trade	trade	NOUN
ajase-4693	552	7	in	in	ADP
ajase-4693	552	8	oil	oil	NOUN
ajase-4693	552	9	exporting	export	VERB
ajase-4693	552	10	countries	country	NOUN
ajase-4693	552	11	of	of	ADP
ajase-4693	552	12	gulf	gulf	PROPN
ajase-4693	552	13	cooperation	cooperation	NOUN
ajase-4693	552	14	council	council	PROPN
ajase-4693	552	15	region	region	NOUN
ajase-4693	552	16	.	.	PUNCT
ajase-4693	553	1	international	international	ADJ
ajase-4693	553	2	journal	journal	PROPN
ajase-4693	553	3	of	of	ADP
ajase-4693	553	4	energy	energy	NOUN
ajase-4693	553	5	economics	economic	NOUN
ajase-4693	553	6	and	and	CCONJ
ajase-4693	553	7	policy	policy	NOUN
ajase-4693	553	8	,	,	PUNCT
ajase-4693	553	9	11(4	11(4	NUM
ajase-4693	553	10	)	)	PUNCT
ajase-4693	553	11	,	,	PUNCT
ajase-4693	553	12	543–548	543–548	NUM
ajase-4693	553	13	.	.	PUNCT
ajase-4693	554	1	retrieved	retrieve	VERB
ajase-4693	554	2	from	from	ADP
ajase-4693	554	3	https://www.econjournals	https://www.econjournal	NOUN
ajase-4693	554	4	.	.	PUNCT
ajase-4693	555	1	com	com	NOUN
ajase-4693	555	2	/	/	SYM
ajase-4693	555	3	index.php	index.php	VERB
ajase-4693	555	4	/	/	SYM
ajase-4693	555	5	ijeep	ijeep	NOUN
ajase-4693	555	6	/	/	SYM
ajase-4693	555	7	article	article	NOUN
ajase-4693	555	8	/	/	SYM
ajase-4693	555	9	view/11366	view/11366	PROPN
ajase-4693	555	10	hasanov	hasanov	PROPN
ajase-4693	555	11	,	,	PUNCT
ajase-4693	555	12	a.	a.	PROPN
ajase-4693	555	13	s.	s.	PROPN
ajase-4693	555	14	,	,	PUNCT
ajase-4693	555	15	shaiban	shaiban	ADJ
ajase-4693	555	16	,	,	PUNCT
ajase-4693	555	17	m.	m.	NOUN
ajase-4693	555	18	s.	s.	PROPN
ajase-4693	555	19	,	,	PUNCT
ajase-4693	555	20	&	&	CCONJ
ajase-4693	555	21	al	al	PROPN
ajase-4693	555	22	-	-	PUNCT
ajase-4693	555	23	freedi	freedi	PROPN
ajase-4693	555	24	,	,	PUNCT
ajase-4693	555	25	a.	a.	NOUN
ajase-4693	555	26	(	(	PUNCT
ajase-4693	555	27	2020	2020	NUM
ajase-4693	555	28	)	)	PUNCT
ajase-4693	555	29	.	.	PUNCT
ajase-4693	556	1	forecasting	forecast	VERB
ajase-4693	556	2	volatility	volatility	NOUN
ajase-4693	556	3	in	in	ADP
ajase-4693	556	4	the	the	DET
ajase-4693	556	5	petroleum	petroleum	NOUN
ajase-4693	556	6	futures	future	NOUN
ajase-4693	556	7	markets	market	NOUN
ajase-4693	556	8	:	:	PUNCT
ajase-4693	556	9	a	a	DET
ajase-4693	556	10	re	re	NOUN
ajase-4693	556	11	-	-	NOUN
ajase-4693	556	12	examination	examination	NOUN
ajase-4693	556	13	and	and	CCONJ
ajase-4693	556	14	extension	extension	NOUN
ajase-4693	556	15	.	.	PUNCT
ajase-4693	557	1	energy	energy	NOUN
ajase-4693	557	2	economics	economic	NOUN
ajase-4693	557	3	,	,	PUNCT
ajase-4693	557	4	86	86	NUM
ajase-4693	557	5	,	,	PUNCT
ajase-4693	557	6	104626	104626	NUM
ajase-4693	557	7	.	.	PUNCT
ajase-4693	558	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	558	2	.	.	PUNCT
ajase-4693	559	1	eneco.2019.104626	eneco.2019.104626	ADJ
ajase-4693	559	2	herrera	herrera	NOUN
ajase-4693	559	3	,	,	PUNCT
ajase-4693	559	4	a.	a.	NOUN
ajase-4693	559	5	m.	m.	NOUN
ajase-4693	559	6	,	,	PUNCT
ajase-4693	559	7	hu	hu	PROPN
ajase-4693	559	8	,	,	PUNCT
ajase-4693	559	9	l.	l.	PROPN
ajase-4693	559	10	,	,	PUNCT
ajase-4693	559	11	&	&	CCONJ
ajase-4693	559	12	pastor	pastor	PROPN
ajase-4693	559	13	,	,	PUNCT
ajase-4693	559	14	d.	d.	PROPN
ajase-4693	559	15	(	(	PUNCT
ajase-4693	559	16	2018	2018	NUM
ajase-4693	559	17	)	)	PUNCT
ajase-4693	559	18	.	.	PUNCT
ajase-4693	560	1	forecasting	forecast	VERB
ajase-4693	560	2	crude	crude	ADJ
ajase-4693	560	3	oil	oil	NOUN
ajase-4693	560	4	price	price	NOUN
ajase-4693	560	5	volatility	volatility	NOUN
ajase-4693	560	6	.	.	PUNCT
ajase-4693	561	1	international	international	ADJ
ajase-4693	561	2	journal	journal	PROPN
ajase-4693	561	3	of	of	ADP
ajase-4693	561	4	forecasting	forecasting	NOUN
ajase-4693	561	5	,	,	PUNCT
ajase-4693	561	6	34(4	34(4	NUM
ajase-4693	561	7	)	)	PUNCT
ajase-4693	561	8	,	,	PUNCT
ajase-4693	561	9	622–635	622–635	NUM
ajase-4693	561	10	.	.	PUNCT
ajase-4693	562	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	562	2	.	.	PUNCT
ajase-4693	563	1	ijforecast.2018.04.007	ijforecast.2018.04.007	VERB
ajase-4693	563	2	knoema	knoema	ADV
ajase-4693	563	3	.	.	PUNCT
ajase-4693	564	1	(	(	PUNCT
ajase-4693	564	2	n.d	n.d	PROPN
ajase-4693	564	3	.	.	PROPN
ajase-4693	564	4	)	)	PUNCT
ajase-4693	564	5	.	.	PUNCT
ajase-4693	565	1	crude	crude	ADJ
ajase-4693	565	2	oil	oil	NOUN
ajase-4693	565	3	reserves	reserve	NOUN
ajase-4693	565	4	–	–	PUNCT
ajase-4693	565	5	nigeria	nigeria	X
ajase-4693	565	6	.	.	PUNCT
ajase-4693	566	1	https://	https://	PROPN
ajase-4693	566	2	knoema.com/atlas/nigeria/topics/energy/oil/	knoema.com/atlas/nigeria/topics/energy/oil/	VERB
ajase-4693	566	3	crude	crude	ADJ
ajase-4693	566	4	-	-	PUNCT
ajase-4693	566	5	oil	oil	NOUN
ajase-4693	566	6	-	-	PUNCT
ajase-4693	566	7	reserves	reserve	NOUN
ajase-4693	566	8	iwayemi	iwayemi	NOUN
ajase-4693	566	9	,	,	PUNCT
ajase-4693	566	10	a.	a.	NOUN
ajase-4693	566	11	(	(	PUNCT
ajase-4693	566	12	1992	1992	NUM
ajase-4693	566	13	)	)	PUNCT
ajase-4693	566	14	.	.	PUNCT
ajase-4693	567	1	market	market	NOUN
ajase-4693	567	2	structure	structure	NOUN
ajase-4693	567	3	,	,	PUNCT
ajase-4693	567	4	excess	excess	ADJ
ajase-4693	567	5	capacity	capacity	NOUN
ajase-4693	567	6	and	and	CCONJ
ajase-4693	567	7	price	price	NOUN
ajase-4693	567	8	movement	movement	NOUN
ajase-4693	567	9	:	:	PUNCT
ajase-4693	567	10	implications	implication	NOUN
ajase-4693	567	11	for	for	ADP
ajase-4693	567	12	the	the	DET
ajase-4693	567	13	world	world	NOUN
ajase-4693	567	14	oil	oil	NOUN
ajase-4693	567	15	market	market	NOUN
ajase-4693	567	16	in	in	ADP
ajase-4693	567	17	the	the	DET
ajase-4693	567	18	1990s	1990s	NUM
ajase-4693	567	19	.	.	PUNCT
ajase-4693	568	1	opec	opec	PROPN
ajase-4693	568	2	review	review	PROPN
ajase-4693	568	3	,	,	PUNCT
ajase-4693	568	4	16(3	16(3	NOUN
ajase-4693	568	5	)	)	PUNCT
ajase-4693	568	6	,	,	PUNCT
ajase-4693	568	7	299–307	299–307	NUM
ajase-4693	568	8	.	.	PUNCT
ajase-4693	569	1	https://	https://	PROPN
ajase-4693	569	2	doi.org/10.1111/j.1468-0076.1992.tb00434.x	doi.org/10.1111/j.1468-0076.1992.tb00434.x	PROPN
ajase-4693	569	3	kang	kang	PROPN
ajase-4693	569	4	,	,	PUNCT
ajase-4693	569	5	s.	s.	PROPN
ajase-4693	569	6	h.	h.	PROPN
ajase-4693	569	7	,	,	PUNCT
ajase-4693	569	8	&	&	CCONJ
ajase-4693	569	9	yoon	yoon	PROPN
ajase-4693	569	10	,	,	PUNCT
ajase-4693	569	11	s.	s.	PROPN
ajase-4693	569	12	(	(	PUNCT
ajase-4693	569	13	2012	2012	NUM
ajase-4693	569	14	)	)	PUNCT
ajase-4693	569	15	.	.	PUNCT
ajase-4693	570	1	modeling	modeling	NOUN
ajase-4693	570	2	and	and	CCONJ
ajase-4693	570	3	forecasting	forecast	VERB
ajase-4693	570	4	the	the	DET
ajase-4693	570	5	volatility	volatility	NOUN
ajase-4693	570	6	of	of	ADP
ajase-4693	570	7	petroleum	petroleum	NOUN
ajase-4693	570	8	futures	future	NOUN
ajase-4693	570	9	prices	price	NOUN
ajase-4693	570	10	.	.	PUNCT
ajase-4693	571	1	energy	energy	NOUN
ajase-4693	571	2	economics	economic	NOUN
ajase-4693	571	3	,	,	PUNCT
ajase-4693	571	4	36	36	NUM
ajase-4693	571	5	,	,	PUNCT
ajase-4693	571	6	354–362	354–362	NUM
ajase-4693	571	7	.	.	PUNCT
ajase-4693	572	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	572	2	.	.	PUNCT
ajase-4693	573	1	eneco.2012.09.01	eneco.2012.09.01	PROPN
ajase-4693	573	2	kang	kang	PROPN
ajase-4693	573	3	,	,	PUNCT
ajase-4693	573	4	s.	s.	PROPN
ajase-4693	573	5	h.	h.	PROPN
ajase-4693	573	6	,	,	PUNCT
ajase-4693	573	7	kang	kang	PROPN
ajase-4693	573	8	,	,	PUNCT
ajase-4693	573	9	s.	s.	PROPN
ajase-4693	573	10	,	,	PUNCT
ajase-4693	573	11	&	&	CCONJ
ajase-4693	573	12	yoon	yoon	PROPN
ajase-4693	573	13	,	,	PUNCT
ajase-4693	573	14	s.	s.	PROPN
ajase-4693	573	15	(	(	PUNCT
ajase-4693	573	16	2009	2009	NUM
ajase-4693	573	17	)	)	PUNCT
ajase-4693	573	18	.	.	PUNCT
ajase-4693	574	1	forecasting	forecast	VERB
ajase-4693	574	2	volatility	volatility	NOUN
ajase-4693	574	3	of	of	ADP
ajase-4693	574	4	crude	crude	ADJ
ajase-4693	574	5	oil	oil	NOUN
ajase-4693	574	6	markets	market	NOUN
ajase-4693	574	7	.	.	PUNCT
ajase-4693	575	1	energy	energy	NOUN
ajase-4693	575	2	economics	economic	NOUN
ajase-4693	575	3	,	,	PUNCT
ajase-4693	575	4	31(1	31(1	NUM
ajase-4693	575	5	)	)	PUNCT
ajase-4693	575	6	,	,	PUNCT
ajase-4693	575	7	119–125	119–125	NUM
ajase-4693	575	8	.	.	PUNCT
ajase-4693	576	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	576	2	.	.	PUNCT
ajase-4693	577	1	eneco.2008.09.006	eneco.2008.09.006	PROPN
ajase-4693	577	2	li	li	PROPN
ajase-4693	577	3	,	,	PUNCT
ajase-4693	577	4	m.	m.	NOUN
ajase-4693	577	5	,	,	PUNCT
ajase-4693	577	6	keung	keung	PROPN
ajase-4693	577	7	,	,	PUNCT
ajase-4693	577	8	l.	l.	PROPN
ajase-4693	577	9	w.	w.	PROPN
ajase-4693	577	10	,	,	PUNCT
ajase-4693	577	11	&	&	CCONJ
ajase-4693	577	12	li	li	PROPN
ajase-4693	577	13	,	,	PUNCT
ajase-4693	577	14	g.	g.	PROPN
ajase-4693	577	15	(	(	PUNCT
ajase-4693	577	16	2013	2013	NUM
ajase-4693	577	17	)	)	PUNCT
ajase-4693	577	18	.	.	PUNCT
ajase-4693	578	1	on	on	ADP
ajase-4693	578	2	mixture	mixture	NOUN
ajase-4693	578	3	memory	memory	NOUN
ajase-4693	578	4	garch	garch	NOUN
ajase-4693	578	5	models	model	NOUN
ajase-4693	578	6	.	.	PUNCT
ajase-4693	579	1	journal	journal	NOUN
ajase-4693	579	2	of	of	ADP
ajase-4693	579	3	time	time	NOUN
ajase-4693	579	4	series	series	PROPN
ajase-4693	579	5	analysis	analysis	NOUN
ajase-4693	579	6	,	,	PUNCT
ajase-4693	579	7	34(6	34(6	NOUN
ajase-4693	579	8	)	)	PUNCT
ajase-4693	579	9	,	,	PUNCT
ajase-4693	579	10	606	606	NUM
ajase-4693	579	11	-	-	SYM
ajase-4693	579	12	624	624	NUM
ajase-4693	579	13	.	.	PUNCT
ajase-4693	580	1	https://doi.org/10.1111/jtsa.12037	https://doi.org/10.1111/jtsa.12037	PROPN
ajase-4693	580	2	lux	lux	PROPN
ajase-4693	580	3	,	,	PUNCT
ajase-4693	580	4	t.	t.	PROPN
ajase-4693	580	5	,	,	PUNCT
ajase-4693	580	6	segnon	segnon	NOUN
ajase-4693	580	7	,	,	PUNCT
ajase-4693	580	8	m.	m.	NOUN
ajase-4693	580	9	,	,	PUNCT
ajase-4693	580	10	&	&	CCONJ
ajase-4693	580	11	gupta	gupta	PROPN
ajase-4693	580	12	,	,	PUNCT
ajase-4693	580	13	r.	r.	PROPN
ajase-4693	580	14	(	(	PUNCT
ajase-4693	580	15	2016	2016	NUM
ajase-4693	580	16	)	)	PUNCT
ajase-4693	580	17	.	.	PUNCT
ajase-4693	581	1	forecasting	forecast	VERB
ajase-4693	581	2	crude	crude	ADJ
ajase-4693	581	3	oil	oil	NOUN
ajase-4693	581	4	price	price	NOUN
ajase-4693	581	5	volatility	volatility	NOUN
ajase-4693	581	6	and	and	CCONJ
ajase-4693	581	7	value	value	NOUN
ajase-4693	581	8	-	-	PUNCT
ajase-4693	581	9	at	at	ADP
ajase-4693	581	10	-	-	PUNCT
ajase-4693	581	11	risk	risk	NOUN
ajase-4693	581	12	:	:	PUNCT
ajase-4693	581	13	evidence	evidence	NOUN
ajase-4693	581	14	from	from	ADP
ajase-4693	581	15	historical	historical	ADJ
ajase-4693	581	16	and	and	CCONJ
ajase-4693	581	17	recent	recent	ADJ
ajase-4693	581	18	data	datum	NOUN
ajase-4693	581	19	.	.	PUNCT
ajase-4693	582	1	energy	energy	NOUN
ajase-4693	582	2	economics	economic	NOUN
ajase-4693	582	3	,	,	PUNCT
ajase-4693	582	4	56	56	NUM
ajase-4693	582	5	,	,	PUNCT
ajase-4693	582	6	117	117	NUM
ajase-4693	582	7	–	–	SYM
ajase-4693	582	8	133	133	NUM
ajase-4693	582	9	.	.	PUNCT
ajase-4693	582	10	https://doi.org/10.1016/j.eneco.2016.03.008	https://doi.org/10.1016/j.eneco.2016.03.008	PROPN
ajase-4693	582	11	mary	mary	PROPN
ajase-4693	582	12	,	,	PUNCT
ajase-4693	582	13	i.	i.	PROPN
ajase-4693	582	14	(	(	PUNCT
ajase-4693	582	15	2003	2003	NUM
ajase-4693	582	16	)	)	PUNCT
ajase-4693	582	17	.	.	PUNCT
ajase-4693	583	1	nigeria	nigeria	PROPN
ajase-4693	583	2	regains	regain	VERB
ajase-4693	583	3	position	position	NOUN
ajase-4693	583	4	as	as	ADP
ajase-4693	583	5	africa	africa	PROPN
ajase-4693	583	6	’s	’s	PART
ajase-4693	583	7	largest	large	ADJ
ajase-4693	583	8	oil	oil	NOUN
ajase-4693	583	9	producer	producer	NOUN
ajase-4693	583	10	.	.	PUNCT
ajase-4693	584	1	premium	premium	PROPN
ajase-4693	584	2	times	times	PROPN
ajase-4693	584	3	.	.	PUNCT
ajase-4693	585	1	https://www	https://www	PROPN
ajase-4693	585	2	.	.	PUNCT
ajase-4693	585	3	premiumtimesng.com/business/604891-nigeriaregions-position-as-africas-largest-oil-producer.html	premiumtimesng.com/business/604891-nigeriaregions-position-as-africas-largest-oil-producer.html	PROPN
ajase-4693	585	4	.	.	PROPN
ajase-4693	585	5	mcmillan	mcmillan	PROPN
ajase-4693	585	6	,	,	PUNCT
ajase-4693	585	7	d.	d.	PROPN
ajase-4693	585	8	g.	g.	PROPN
ajase-4693	585	9	,	,	PUNCT
ajase-4693	585	10	&	&	CCONJ
ajase-4693	585	11	speight	speight	PROPN
ajase-4693	585	12	,	,	PUNCT
ajase-4693	585	13	a.	a.	PROPN
ajase-4693	585	14	e.	e.	PROPN
ajase-4693	585	15	h.	h.	PROPN
ajase-4693	585	16	(	(	PUNCT
ajase-4693	585	17	2004	2004	NUM
ajase-4693	585	18	)	)	PUNCT
ajase-4693	585	19	.	.	PUNCT
ajase-4693	586	1	daily	daily	ADJ
ajase-4693	586	2	volatility	volatility	NOUN
ajase-4693	586	3	forecasts	forecast	NOUN
ajase-4693	586	4	:	:	PUNCT
ajase-4693	586	5	reassessing	reassess	VERB
ajase-4693	586	6	the	the	DET
ajase-4693	586	7	performance	performance	NOUN
ajase-4693	586	8	of	of	ADP
ajase-4693	586	9	garch	garch	NOUN
ajase-4693	586	10	models	model	NOUN
ajase-4693	586	11	.	.	PUNCT
ajase-4693	587	1	journal	journal	NOUN
ajase-4693	587	2	of	of	ADP
ajase-4693	587	3	forecasting	forecasting	NOUN
ajase-4693	587	4	,	,	PUNCT
ajase-4693	587	5	23(6	23(6	NUM
ajase-4693	587	6	)	)	PUNCT
ajase-4693	587	7	,	,	PUNCT
ajase-4693	587	8	449–460	449–460	NUM
ajase-4693	587	9	.	.	PUNCT
ajase-4693	588	1	https://doi.org/10.1002/for.926	https://doi.org/10.1002/for.926	PROPN
ajase-4693	588	2	miletic	miletic	ADJ
ajase-4693	588	3	,	,	PUNCT
ajase-4693	588	4	m.	m.	NOUN
ajase-4693	588	5	,	,	PUNCT
ajase-4693	588	6	&	&	CCONJ
ajase-4693	588	7	miletic	miletic	ADJ
ajase-4693	588	8	,	,	PUNCT
ajase-4693	588	9	s.	s.	PROPN
ajase-4693	588	10	(	(	PUNCT
ajase-4693	588	11	2015	2015	NUM
ajase-4693	588	12	)	)	PUNCT
ajase-4693	588	13	.	.	PUNCT
ajase-4693	589	1	performance	performance	NOUN
ajase-4693	589	2	of	of	ADP
ajase-4693	589	3	value	value	NOUN
ajase-4693	589	4	at	at	ADP
ajase-4693	589	5	risk	risk	NOUN
ajase-4693	589	6	models	model	NOUN
ajase-4693	589	7	in	in	ADP
ajase-4693	589	8	the	the	DET
ajase-4693	589	9	midst	midst	NOUN
ajase-4693	589	10	of	of	ADP
ajase-4693	589	11	the	the	DET
ajase-4693	589	12	global	global	ADJ
ajase-4693	589	13	financial	financial	ADJ
ajase-4693	589	14	crisis	crisis	NOUN
ajase-4693	589	15	in	in	ADP
ajase-4693	589	16	selected	select	VERB
ajase-4693	589	17	cee	cee	NOUN
ajase-4693	589	18	emerging	emerge	VERB
ajase-4693	589	19	capital	capital	NOUN
ajase-4693	589	20	markets	market	NOUN
ajase-4693	589	21	.	.	PUNCT
ajase-4693	590	1	economic	economic	ADJ
ajase-4693	590	2	research	research	NOUN
ajase-4693	590	3	-	-	PUNCT
ajase-4693	590	4	ekonomska	ekonomska	ADJ
ajase-4693	590	5	istraživanja	istraživanja	NOUN
ajase-4693	590	6	,	,	PUNCT
ajase-4693	590	7	28(1	28(1	NOUN
ajase-4693	590	8	)	)	PUNCT
ajase-4693	590	9	,	,	PUNCT
ajase-4693	590	10	132	132	NUM
ajase-4693	590	11	-	-	SYM
ajase-4693	590	12	166	166	NUM
ajase-4693	590	13	.	.	PUNCT
ajase-4693	591	1	https://doi.org/10.1080/1331677x.2015.1028243	https://doi.org/10.1080/1331677x.2015.1028243	ADJ
ajase-4693	591	2	mohammadi	mohammadi	NOUN
ajase-4693	591	3	,	,	PUNCT
ajase-4693	591	4	h.	h.	PROPN
ajase-4693	591	5	,	,	PUNCT
ajase-4693	591	6	&	&	CCONJ
ajase-4693	591	7	su	su	PROPN
ajase-4693	591	8	,	,	PUNCT
ajase-4693	591	9	l.	l.	PROPN
ajase-4693	591	10	(	(	PUNCT
ajase-4693	591	11	2010	2010	NUM
ajase-4693	591	12	)	)	PUNCT
ajase-4693	591	13	.	.	PUNCT
ajase-4693	592	1	international	international	ADJ
ajase-4693	592	2	evidence	evidence	NOUN
ajase-4693	592	3	on	on	ADP
ajase-4693	592	4	crude	crude	ADJ
ajase-4693	592	5	oil	oil	NOUN
ajase-4693	592	6	price	price	NOUN
ajase-4693	592	7	dynamics	dynamic	NOUN
ajase-4693	592	8	:	:	PUNCT
ajase-4693	592	9	applications	application	NOUN
ajase-4693	592	10	of	of	ADP
ajase-4693	592	11	arimagarch	arimagarch	ADJ
ajase-4693	592	12	models	model	NOUN
ajase-4693	592	13	.	.	PUNCT
ajase-4693	593	1	energy	energy	NOUN
ajase-4693	593	2	economics	economic	NOUN
ajase-4693	593	3	,	,	PUNCT
ajase-4693	593	4	32(5	32(5	NOUN
ajase-4693	593	5	)	)	PUNCT
ajase-4693	593	6	,	,	PUNCT
ajase-4693	593	7	1001–1008	1001–1008	NOUN
ajase-4693	593	8	.	.	PUNCT
ajase-4693	594	1	https://doi.org/10.1016/j.eneco.2010.04.009	https://doi.org/10.1016/j.eneco.2010.04.009	PROPN
ajase-4693	594	2	monoyios	monoyio	NOUN
ajase-4693	594	3	,	,	PUNCT
ajase-4693	594	4	m.	m.	NOUN
ajase-4693	594	5	,	,	PUNCT
ajase-4693	594	6	&	&	CCONJ
ajase-4693	594	7	sarno	sarno	PROPN
ajase-4693	594	8	,	,	PUNCT
ajase-4693	594	9	l.	l.	PROPN
ajase-4693	594	10	(	(	PUNCT
ajase-4693	594	11	2002	2002	NUM
ajase-4693	594	12	)	)	PUNCT
ajase-4693	594	13	.	.	PUNCT
ajase-4693	595	1	mean	mean	VERB
ajase-4693	595	2	reversion	reversion	NOUN
ajase-4693	595	3	in	in	ADP
ajase-4693	595	4	stock	stock	NOUN
ajase-4693	595	5	index	index	NOUN
ajase-4693	595	6	futures	future	NOUN
ajase-4693	595	7	markets	market	NOUN
ajase-4693	595	8	:	:	PUNCT
ajase-4693	595	9	a	a	DET
ajase-4693	595	10	nonlinear	nonlinear	ADJ
ajase-4693	595	11	analysis	analysis	NOUN
ajase-4693	595	12	.	.	PUNCT
ajase-4693	596	1	journal	journal	PROPN
ajase-4693	596	2	of	of	ADP
ajase-4693	596	3	futures	future	NOUN
ajase-4693	596	4	markets	market	NOUN
ajase-4693	596	5	,	,	PUNCT
ajase-4693	596	6	22(4	22(4	NUM
ajase-4693	596	7	)	)	PUNCT
ajase-4693	596	8	,	,	PUNCT
ajase-4693	596	9	285	285	NUM
ajase-4693	596	10	.	.	PUNCT
ajase-4693	597	1	https://doi	https://doi	PROPN
ajase-4693	597	2	.	.	PUNCT
ajase-4693	597	3	org/10.1002	org/10.1002	PROPN
ajase-4693	597	4	/	/	SYM
ajase-4693	597	5	fut.10008.abs	fut.10008.abs	PROPN
ajase-4693	597	6	narayan	narayan	NOUN
ajase-4693	597	7	,	,	PUNCT
ajase-4693	597	8	p.	p.	PROPN
ajase-4693	597	9	k.	k.	PROPN
ajase-4693	597	10	,	,	PUNCT
ajase-4693	597	11	&	&	CCONJ
ajase-4693	597	12	narayan	narayan	PROPN
ajase-4693	597	13	,	,	PUNCT
ajase-4693	597	14	s.	s.	PROPN
ajase-4693	597	15	(	(	PUNCT
ajase-4693	597	16	2007	2007	NUM
ajase-4693	597	17	)	)	PUNCT
ajase-4693	597	18	.	.	PUNCT
ajase-4693	598	1	modelling	model	VERB
ajase-4693	598	2	oil	oil	NOUN
ajase-4693	598	3	price	price	NOUN
ajase-4693	598	4	volatility	volatility	NOUN
ajase-4693	598	5	.	.	PUNCT
ajase-4693	599	1	energy	energy	NOUN
ajase-4693	599	2	policy	policy	NOUN
ajase-4693	599	3	,	,	PUNCT
ajase-4693	599	4	35(12	35(12	NUM
ajase-4693	599	5	)	)	PUNCT
ajase-4693	599	6	,	,	PUNCT
ajase-4693	599	7	6549–6553	6549–6553	NUM
ajase-4693	599	8	.	.	PUNCT
ajase-4693	600	1	https://	https://	PROPN
ajase-4693	600	2	doi.org/10.1016/j.enpol.2007.07.020	doi.org/10.1016/j.enpol.2007.07.020	NOUN
ajase-4693	600	3	nerlove	nerlove	NOUN
ajase-4693	600	4	,	,	PUNCT
ajase-4693	600	5	f.	f.	PROPN
ajase-4693	600	6	x.	x.	PROPN
ajase-4693	600	7	d.	d.	PROPN
ajase-4693	600	8	&	&	CCONJ
ajase-4693	600	9	.	.	PUNCT
ajase-4693	601	1	l.	l.	PROPN
ajase-4693	601	2	k.	k.	PROPN
ajase-4693	601	3	&	&	PROPN
ajase-4693	601	4	.	.	PUNCT
ajase-4693	602	1	m.	m.	NOUN
ajase-4693	602	2	(	(	PUNCT
ajase-4693	602	3	2006	2006	NUM
ajase-4693	602	4	)	)	PUNCT
ajase-4693	602	5	.	.	PUNCT
ajase-4693	603	1	time	time	PROPN
ajase-4693	603	2	series	series	PROPN
ajase-4693	603	3	analysis	analysis	NOUN
ajase-4693	603	4	.	.	PUNCT
ajase-4693	604	1	ideas.repec.org	ideas.repec.org	PROPN
ajase-4693	604	2	.	.	PUNCT
ajase-4693	605	1	https://ideas.repec.org/p/	https://ideas.repec.org/p/	PROPN
ajase-4693	605	2	pen	pen	NOUN
ajase-4693	605	3	/	/	SYM
ajase-4693	605	4	papers/06	papers/06	NOUN
ajase-4693	605	5	-	-	PUNCT
ajase-4693	605	6	019.html	019.html	NUM
ajase-4693	605	7	ng’ang’a	ng’ang’a	NOUN
ajase-4693	605	8	,	,	PUNCT
ajase-4693	605	9	f.	f.	PROPN
ajase-4693	605	10	w.	w.	PROPN
ajase-4693	605	11	,	,	PUNCT
ajase-4693	605	12	&	&	CCONJ
ajase-4693	605	13	oleche	oleche	PROPN
ajase-4693	605	14	,	,	PUNCT
ajase-4693	605	15	m.	m.	NOUN
ajase-4693	605	16	(	(	PUNCT
ajase-4693	605	17	2022	2022	NUM
ajase-4693	605	18	)	)	PUNCT
ajase-4693	605	19	.	.	PUNCT
ajase-4693	606	1	modelling	modelling	NOUN
ajase-4693	606	2	and	and	CCONJ
ajase-4693	606	3	forecasting	forecasting	NOUN
ajase-4693	606	4	of	of	ADP
ajase-4693	606	5	crude	crude	ADJ
ajase-4693	606	6	oil	oil	NOUN
ajase-4693	606	7	price	price	NOUN
ajase-4693	606	8	volatility	volatility	NOUN
ajase-4693	606	9	comparative	comparative	ADJ
ajase-4693	606	10	analysis	analysis	NOUN
ajase-4693	606	11	of	of	ADP
ajase-4693	606	12	volatility	volatility	NOUN
ajase-4693	606	13	models	model	NOUN
ajase-4693	606	14	.	.	PUNCT
ajase-4693	607	1	journal	journal	NOUN
ajase-4693	607	2	of	of	ADP
ajase-4693	607	3	financial	financial	ADJ
ajase-4693	607	4	risk	risk	NOUN
ajase-4693	607	5	management	management	NOUN
ajase-4693	607	6	,	,	PUNCT
ajase-4693	607	7	11	11	NUM
ajase-4693	607	8	,	,	PUNCT
ajase-4693	607	9	154	154	NUM
ajase-4693	607	10	-	-	SYM
ajase-4693	607	11	187	187	NUM
ajase-4693	607	12	.	.	PUNCT
ajase-4693	608	1	https://doi.org/10.4236/	https://doi.org/10.4236/	PROPN
ajase-4693	608	2	jfrm.2022.111008	jfrm.2022.111008	NOUN
ajase-4693	608	3	nnpc	nnpc	NOUN
ajase-4693	608	4	.	.	PUNCT
ajase-4693	609	1	(	(	PUNCT
ajase-4693	609	2	2013	2013	NUM
ajase-4693	609	3	)	)	PUNCT
ajase-4693	609	4	.	.	PUNCT
ajase-4693	610	1	the	the	DET
ajase-4693	610	2	future	future	NOUN
ajase-4693	610	3	of	of	ADP
ajase-4693	610	4	nigeria	nigeria	PROPN
ajase-4693	610	5	’s	’s	PART
ajase-4693	610	6	petroleum	petroleum	NOUN
ajase-4693	610	7	industry	industry	NOUN
ajase-4693	610	8	.	.	PUNCT
ajase-4693	611	1	nigerian	nigerian	ADJ
ajase-4693	611	2	national	national	ADJ
ajase-4693	611	3	petroleum	petroleum	NOUN
ajase-4693	611	4	corporation	corporation	NOUN
ajase-4693	611	5	.	.	PUNCT
ajase-4693	612	1	https://www.nnpcgroup.com/publicrelations/	https://www.nnpcgroup.com/publicrelations/	VERB
ajase-4693	612	2	n	n	CCONJ
ajase-4693	613	1	n	n	ADV
ajase-4693	614	1	p	p	NOUN
ajase-4693	614	2	c	c	NOUN
ajase-4693	615	1	i	i	PRON
ajase-4693	615	2	n	n	VERB
ajase-4693	615	3	t	t	NOUN
ajase-4693	615	4	h	h	NOUN
ajase-4693	615	5	e	e	PROPN
ajase-4693	615	6	n	n	PROPN
ajase-4693	615	7	e	e	PROPN
ajase-4693	615	8	w	w	PROPN
ajase-4693	615	9	s	s	PROPN
ajase-4693	615	10	/	/	SYM
ajase-4693	615	11	t	t	PROPN
ajase-4693	615	12	a	a	DET
ajase-4693	615	13	b	b	NOUN
ajase-4693	615	14	i	i	NOUN
ajase-4693	615	15	d	d	PROPN
ajase-4693	615	16	/	/	SYM
ajase-4693	615	17	9	9	NUM
ajase-4693	615	18	2	2	NUM
ajase-4693	615	19	/	/	SYM
ajase-4693	615	20	a	a	DET
ajase-4693	615	21	r	r	NOUN
ajase-4693	615	22	t	t	NOUN
ajase-4693	616	1	i	i	PRON
ajase-4693	616	2	c	c	NOUN
ajase-4693	616	3	l	l	NOUN
ajase-4693	616	4	e	e	NOUN
ajase-4693	617	1	ty	ty	X
ajase-4693	617	2	p	p	PROPN
ajase-4693	617	3	e	e	PROPN
ajase-4693	617	4	/	/	SYM
ajase-4693	617	5	articleview	articleview	NOUN
ajase-4693	617	6	/	/	SYM
ajase-4693	617	7	articleid/457	articleid/457	PROPN
ajase-4693	617	8	/	/	SYM
ajase-4693	617	9	the	the	DET
ajase-4693	617	10	-	-	PUNCT
ajase-4693	617	11	future	future	NOUN
ajase-4693	617	12	-	-	PUNCT
ajase-4693	617	13	of	of	ADP
ajase-4693	617	14	-	-	PUNCT
ajase-4693	617	15	nigeriaspetroleum	nigeriaspetroleum	NOUN
ajase-4693	617	16	-	-	PUNCT
ajase-4693	617	17	industry.aspx	industry.aspx	NOUN
ajase-4693	617	18	nuprc	nuprc	NOUN
ajase-4693	617	19	.	.	PUNCT
ajase-4693	618	1	(	(	PUNCT
ajase-4693	618	2	2023	2023	NUM
ajase-4693	618	3	)	)	PUNCT
ajase-4693	618	4	.	.	PUNCT
ajase-4693	619	1	nuprc	nuprc	VERB
ajase-4693	619	2	annual	annual	ADJ
ajase-4693	619	3	report	report	NOUN
ajase-4693	619	4	.	.	PUNCT
ajase-4693	620	1	nigerian	nigerian	ADJ
ajase-4693	620	2	upstream	upstream	ADJ
ajase-4693	620	3	petroleum	petroleum	PROPN
ajase-4693	620	4	regulatory	regulatory	PROPN
ajase-4693	620	5	commission	commission	NOUN
ajase-4693	620	6	.	.	PUNCT
ajase-4693	621	1	https://www	https://www	PROPN
ajase-4693	621	2	.	.	PROPN
ajase-4693	621	3	nuprc.gov.ng/wp-content/uploads/2024/04/	nuprc.gov.ng/wp-content/uploads/2024/04/	PROPN
ajase-4693	621	4	updated	update	VERB
ajase-4693	621	5	2023	2023	NUM
ajase-4693	621	6	nuprc	nuprc	NOUN
ajase-4693	621	7	annual	annual	ADJ
ajase-4693	621	8	report	report	NOUN
ajase-4693	621	9	nwachukwu	nwachukwu	PROPN
ajase-4693	621	10	,	,	PUNCT
ajase-4693	621	11	j.	j.	PROPN
ajase-4693	621	12	o.	o.	PROPN
ajase-4693	621	13	(	(	PUNCT
ajase-4693	621	14	2023	2023	NUM
ajase-4693	621	15	,	,	PUNCT
ajase-4693	621	16	may	may	AUX
ajase-4693	621	17	10	10	NUM
ajase-4693	621	18	)	)	PUNCT
ajase-4693	621	19	.	.	PUNCT
ajase-4693	622	1	countries	country	NOUN
ajase-4693	622	2	with	with	ADP
ajase-4693	622	3	highest	high	ADJ
ajase-4693	622	4	oil	oil	NOUN
ajase-4693	622	5	reserve	reserve	NOUN
ajase-4693	622	6	revealed	reveal	VERB
ajase-4693	622	7	.	.	PUNCT
ajase-4693	623	1	daily	daily	ADJ
ajase-4693	623	2	post	post	PROPN
ajase-4693	623	3	nigeria	nigeria	PROPN
ajase-4693	623	4	.	.	PUNCT
ajase-4693	624	1	https://	https://	PROPN
ajase-4693	624	2	dailypost.ng/2023/05/10/countries-with-highestoil-reserve-revealed-see-list/	dailypost.ng/2023/05/10/countries-with-highestoil-reserve-revealed-see-list/	PRON
ajase-4693	624	3	nwokeji	nwokeji	NOUN
ajase-4693	624	4	,	,	PUNCT
ajase-4693	624	5	g.	g.	PROPN
ajase-4693	624	6	u.	u.	PROPN
ajase-4693	624	7	(	(	PUNCT
ajase-4693	624	8	2007	2007	NUM
ajase-4693	624	9	)	)	PUNCT
ajase-4693	624	10	.	.	PUNCT
ajase-4693	625	1	the	the	DET
ajase-4693	625	2	nigerian	nigerian	ADJ
ajase-4693	625	3	national	national	ADJ
ajase-4693	625	4	petroleum	petroleum	NOUN
ajase-4693	625	5	corporation	corporation	NOUN
ajase-4693	625	6	and	and	CCONJ
ajase-4693	625	7	the	the	DET
ajase-4693	625	8	development	development	NOUN
ajase-4693	625	9	of	of	ADP
ajase-4693	625	10	the	the	DET
ajase-4693	625	11	nigerian	nigerian	ADJ
ajase-4693	625	12	oil	oil	NOUN
ajase-4693	625	13	and	and	CCONJ
ajase-4693	625	14	gas	gas	NOUN
ajase-4693	625	15	industry	industry	NOUN
ajase-4693	625	16	:	:	PUNCT
ajase-4693	625	17	history	history	NOUN
ajase-4693	625	18	,	,	PUNCT
ajase-4693	625	19	strategies	strategy	NOUN
ajase-4693	625	20	and	and	CCONJ
ajase-4693	625	21	current	current	ADJ
ajase-4693	625	22	directions	direction	NOUN
ajase-4693	625	23	.	.	PUNCT
ajase-4693	626	1	the	the	DET
ajase-4693	626	2	james	james	PROPN
ajase-4693	626	3	a.	a.	PROPN
ajase-4693	626	4	baker	baker	PROPN
ajase-4693	626	5	iii	iii	PROPN
ajase-4693	626	6	institute	institute	PROPN
ajase-4693	626	7	for	for	ADP
ajase-4693	626	8	public	public	ADJ
ajase-4693	626	9	policy	policy	NOUN
ajase-4693	626	10	,	,	PUNCT
ajase-4693	626	11	rice	rice	NOUN
ajase-4693	626	12	university	university	PROPN
ajase-4693	626	13	,	,	PUNCT
ajase-4693	626	14	houston	houston	PROPN
ajase-4693	626	15	.	.	PUNCT
ajase-4693	627	1	odewale	odewale	PROPN
ajase-4693	627	2	,	,	PUNCT
ajase-4693	627	3	a.	a.	NOUN
ajase-4693	627	4	(	(	PUNCT
ajase-4693	627	5	2023	2023	NUM
ajase-4693	627	6	,	,	PUNCT
ajase-4693	627	7	june	june	PROPN
ajase-4693	627	8	)	)	PUNCT
ajase-4693	627	9	.	.	PUNCT
ajase-4693	628	1	consequences	consequence	NOUN
ajase-4693	628	2	of	of	ADP
ajase-4693	628	3	fuel	fuel	NOUN
ajase-4693	628	4	subsidy	subsidy	NOUN
ajase-4693	628	5	removal	removal	NOUN
ajase-4693	628	6	on	on	ADP
ajase-4693	628	7	nigeria	nigeria	PROPN
ajase-4693	628	8	’s	’s	PART
ajase-4693	628	9	balance	balance	NOUN
ajase-4693	628	10	of	of	ADP
ajase-4693	628	11	trade	trade	NOUN
ajase-4693	628	12	.	.	PUNCT
ajase-4693	629	1	vanguard	vanguard	NOUN
ajase-4693	629	2	.	.	PUNCT
ajase-4693	630	1	https://www.vanguardngr.com/2023/06/	https://www.vanguardngr.com/2023/06/	VERB
ajase-4693	630	2	consequences	consequence	NOUN
ajase-4693	630	3	-	-	PUNCT
ajase-4693	630	4	of	of	ADP
ajase-4693	630	5	-	-	PUNCT
ajase-4693	630	6	fuel	fuel	NOUN
ajase-4693	630	7	-	-	PUNCT
ajase-4693	630	8	subsidy	subsidy	NOUN
ajase-4693	630	9	-	-	PUNCT
ajase-4693	630	10	removal	removal	NOUN
ajase-4693	630	11	-	-	PUNCT
ajase-4693	630	12	on	on	ADP
ajase-4693	630	13	-	-	PUNCT
ajase-4693	630	14	nigeriaspa	nigeriaspa	NOUN
ajase-4693	630	15	ge	ge	PROPN
ajase-4693	630	16	57	57	NUM
ajase-4693	630	17	https://journals.e-palli.com/home/index.php/ajase	https://journals.e-palli.com/home/index.php/ajase	PROPN
ajase-4693	630	18	am	am	NOUN
ajase-4693	630	19	.	.	PUNCT
ajase-4693	631	1	j.	j.	PROPN
ajase-4693	631	2	appl	appl	PROPN
ajase-4693	631	3	.	.	PROPN
ajase-4693	632	1	stat	stat	PROPN
ajase-4693	632	2	.	.	PUNCT
ajase-4693	633	1	econ	econ	PROPN
ajase-4693	633	2	.	.	PUNCT
ajase-4693	634	1	4(1	4(1	X
ajase-4693	634	2	)	)	PUNCT
ajase-4693	635	1	41	41	NUM
ajase-4693	635	2	-	-	SYM
ajase-4693	635	3	57	57	NUM
ajase-4693	635	4	,	,	PUNCT
ajase-4693	635	5	2025	2025	NUM
ajase-4693	635	6	balance	balance	NOUN
ajase-4693	635	7	-	-	PUNCT
ajase-4693	635	8	of	of	ADP
ajase-4693	635	9	-	-	PUNCT
ajase-4693	635	10	trade/	trade/	NUM
ajase-4693	635	11	ozturk	ozturk	NOUN
ajase-4693	635	12	,	,	PUNCT
ajase-4693	635	13	s.	s.	PROPN
ajase-4693	635	14	s.	s.	PROPN
ajase-4693	635	15	,	,	PUNCT
ajase-4693	635	16	&	&	CCONJ
ajase-4693	635	17	richard	richard	PROPN
ajase-4693	635	18	,	,	PUNCT
ajase-4693	635	19	j.	j.	PROPN
ajase-4693	635	20	(	(	PUNCT
ajase-4693	635	21	2014	2014	NUM
ajase-4693	635	22	)	)	PUNCT
ajase-4693	635	23	.	.	PUNCT
ajase-4693	636	1	stochastic	stochastic	ADJ
ajase-4693	636	2	volatility	volatility	NOUN
ajase-4693	636	3	and	and	CCONJ
ajase-4693	636	4	leverage	leverage	NOUN
ajase-4693	636	5	:	:	PUNCT
ajase-4693	636	6	application	application	NOUN
ajase-4693	636	7	to	to	ADP
ajase-4693	636	8	a	a	DET
ajase-4693	636	9	panel	panel	NOUN
ajase-4693	636	10	of	of	ADP
ajase-4693	636	11	s&p500	s&p500	NOUN
ajase-4693	636	12	stocks	stock	NOUN
ajase-4693	636	13	.	.	PUNCT
ajase-4693	637	1	finance	finance	NOUN
ajase-4693	637	2	research	research	NOUN
ajase-4693	637	3	letters	letter	NOUN
ajase-4693	637	4	,	,	PUNCT
ajase-4693	637	5	12	12	NUM
ajase-4693	637	6	,	,	PUNCT
ajase-4693	637	7	67–76	67–76	NOUN
ajase-4693	637	8	.	.	PUNCT
ajase-4693	638	1	https://doi	https://doi	X
ajase-4693	638	2	.	.	PUNCT
ajase-4693	639	1	org/10.1016	org/10.1016	PROPN
ajase-4693	639	2	/	/	SYM
ajase-4693	639	3	j.frl.2014.11.006	j.frl.2014.11.006	PROPN
ajase-4693	639	4	popp	popp	PROPN
ajase-4693	639	5	,	,	PUNCT
ajase-4693	639	6	a.	a.	PROPN
ajase-4693	639	7	,	,	PUNCT
ajase-4693	639	8	&	&	CCONJ
ajase-4693	639	9	zhang	zhang	PROPN
ajase-4693	639	10	,	,	PUNCT
ajase-4693	639	11	f.	f.	PROPN
ajase-4693	639	12	(	(	PUNCT
ajase-4693	639	13	2016	2016	NUM
ajase-4693	639	14	)	)	PUNCT
ajase-4693	639	15	.	.	PUNCT
ajase-4693	640	1	the	the	DET
ajase-4693	640	2	macroeconomic	macroeconomic	ADJ
ajase-4693	640	3	effects	effect	NOUN
ajase-4693	640	4	of	of	ADP
ajase-4693	640	5	uncertainty	uncertainty	NOUN
ajase-4693	640	6	shocks	shock	VERB
ajase-4693	640	7	:	:	PUNCT
ajase-4693	640	8	the	the	DET
ajase-4693	640	9	role	role	NOUN
ajase-4693	640	10	of	of	ADP
ajase-4693	640	11	the	the	DET
ajase-4693	640	12	financial	financial	ADJ
ajase-4693	640	13	channel	channel	NOUN
ajase-4693	640	14	.	.	PUNCT
ajase-4693	641	1	journal	journal	NOUN
ajase-4693	641	2	of	of	ADP
ajase-4693	641	3	economic	economic	ADJ
ajase-4693	641	4	dynamics	dynamic	NOUN
ajase-4693	641	5	and	and	CCONJ
ajase-4693	641	6	control	control	NOUN
ajase-4693	641	7	,	,	PUNCT
ajase-4693	641	8	69(c	69(c	NUM
ajase-4693	641	9	)	)	PUNCT
ajase-4693	641	10	,	,	PUNCT
ajase-4693	641	11	319	319	NUM
ajase-4693	641	12	-	-	SYM
ajase-4693	641	13	349	349	NUM
ajase-4693	641	14	.	.	PUNCT
ajase-4693	642	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	642	2	.	.	PUNCT
ajase-4693	643	1	jedc.2016.05.021	jedc.2016.05.021	X
ajase-4693	643	2	rodhan	rodhan	NOUN
ajase-4693	643	3	,	,	PUNCT
ajase-4693	643	4	m.	m.	NOUN
ajase-4693	643	5	a.	a.	NOUN
ajase-4693	643	6	(	(	PUNCT
ajase-4693	643	7	2023	2023	NUM
ajase-4693	643	8	)	)	PUNCT
ajase-4693	643	9	.	.	PUNCT
ajase-4693	644	1	the	the	DET
ajase-4693	644	2	effect	effect	NOUN
ajase-4693	644	3	of	of	ADP
ajase-4693	644	4	us	us	PROPN
ajase-4693	644	5	shale	shale	NOUN
ajase-4693	644	6	oil	oil	NOUN
ajase-4693	644	7	production	production	NOUN
ajase-4693	644	8	on	on	ADP
ajase-4693	644	9	local	local	ADJ
ajase-4693	644	10	and	and	CCONJ
ajase-4693	644	11	international	international	ADJ
ajase-4693	644	12	oil	oil	NOUN
ajase-4693	644	13	markets	market	NOUN
ajase-4693	644	14	.	.	PUNCT
ajase-4693	645	1	international	international	ADJ
ajase-4693	645	2	journal	journal	PROPN
ajase-4693	645	3	of	of	ADP
ajase-4693	645	4	energy	energy	NOUN
ajase-4693	645	5	economics	economic	NOUN
ajase-4693	645	6	and	and	CCONJ
ajase-4693	645	7	policy	policy	NOUN
ajase-4693	645	8	,	,	PUNCT
ajase-4693	645	9	13(4	13(4	NUM
ajase-4693	645	10	)	)	PUNCT
ajase-4693	645	11	,	,	PUNCT
ajase-4693	645	12	433–443	433–443	NUM
ajase-4693	645	13	.	.	PUNCT
ajase-4693	646	1	https://doi.org/10.32479/ijeep.14455	https://doi.org/10.32479/ijeep.14455	ADJ
ajase-4693	646	2	salisu	salisu	ADV
ajase-4693	646	3	,	,	PUNCT
ajase-4693	646	4	a.	a.	NOUN
ajase-4693	646	5	a.	a.	PROPN
ajase-4693	646	6	,	,	PUNCT
ajase-4693	646	7	&	&	CCONJ
ajase-4693	646	8	fasanya	fasanya	PROPN
ajase-4693	646	9	,	,	PUNCT
ajase-4693	646	10	i.	i.	PROPN
ajase-4693	646	11	o.	o.	PROPN
ajase-4693	646	12	(	(	PUNCT
ajase-4693	646	13	2012	2012	NUM
ajase-4693	646	14	)	)	PUNCT
ajase-4693	646	15	.	.	PUNCT
ajase-4693	647	1	comparative	comparative	ADJ
ajase-4693	647	2	performance	performance	NOUN
ajase-4693	647	3	of	of	ADP
ajase-4693	647	4	volatility	volatility	NOUN
ajase-4693	647	5	models	model	NOUN
ajase-4693	647	6	for	for	ADP
ajase-4693	647	7	oil	oil	NOUN
ajase-4693	647	8	price	price	NOUN
ajase-4693	647	9	.	.	PUNCT
ajase-4693	648	1	international	international	ADJ
ajase-4693	648	2	journal	journal	PROPN
ajase-4693	648	3	of	of	ADP
ajase-4693	648	4	energy	energy	NOUN
ajase-4693	648	5	economics	economic	NOUN
ajase-4693	648	6	and	and	CCONJ
ajase-4693	648	7	policy	policy	NOUN
ajase-4693	648	8	,	,	PUNCT
ajase-4693	648	9	2(3	2(3	NUM
ajase-4693	648	10	)	)	PUNCT
ajase-4693	648	11	,	,	PUNCT
ajase-4693	648	12	167–183	167–183	NUM
ajase-4693	648	13	.	.	PUNCT
ajase-4693	648	14	retrieved	retrieve	VERB
ajase-4693	648	15	from	from	ADP
ajase-4693	648	16	https://www.econjournals	https://www.econjournal	NOUN
ajase-4693	648	17	.	.	PUNCT
ajase-4693	649	1	org.tr/index.php/ijeep/article/view/235	org.tr/index.php/ijeep/article/view/235	ADP
ajase-4693	649	2	sadorsky	sadorsky	NOUN
ajase-4693	649	3	,	,	PUNCT
ajase-4693	649	4	p.	p.	NOUN
ajase-4693	649	5	(	(	PUNCT
ajase-4693	649	6	1999	1999	NUM
ajase-4693	649	7	)	)	PUNCT
ajase-4693	649	8	.	.	PUNCT
ajase-4693	650	1	oil	oil	NOUN
ajase-4693	650	2	price	price	NOUN
ajase-4693	650	3	shocks	shock	NOUN
ajase-4693	650	4	and	and	CCONJ
ajase-4693	650	5	stock	stock	NOUN
ajase-4693	650	6	market	market	NOUN
ajase-4693	650	7	activity	activity	NOUN
ajase-4693	650	8	.	.	PUNCT
ajase-4693	651	1	energy	energy	NOUN
ajase-4693	651	2	economics	economic	NOUN
ajase-4693	651	3	,	,	PUNCT
ajase-4693	651	4	21(5	21(5	NUM
ajase-4693	651	5	)	)	PUNCT
ajase-4693	651	6	,	,	PUNCT
ajase-4693	651	7	449–469	449–469	NUM
ajase-4693	651	8	.	.	PUNCT
ajase-4693	652	1	https://doi	https://doi	PROPN
ajase-4693	652	2	.	.	PUNCT
ajase-4693	653	1	org/10.1016	org/10.1016	PROPN
ajase-4693	653	2	/	/	SYM
ajase-4693	653	3	s0140	s0140	PROPN
ajase-4693	653	4	-	-	PUNCT
ajase-4693	653	5	9883(99)00020	9883(99)00020	NUM
ajase-4693	653	6	-	-	PUNCT
ajase-4693	653	7	1	1	NUM
ajase-4693	653	8	sadorsky	sadorsky	NOUN
ajase-4693	653	9	,	,	PUNCT
ajase-4693	653	10	p.	p.	NOUN
ajase-4693	653	11	(	(	PUNCT
ajase-4693	653	12	2006	2006	NUM
ajase-4693	653	13	)	)	PUNCT
ajase-4693	653	14	.	.	PUNCT
ajase-4693	654	1	modeling	modeling	NOUN
ajase-4693	654	2	and	and	CCONJ
ajase-4693	654	3	forecasting	forecast	VERB
ajase-4693	654	4	petroleum	petroleum	NOUN
ajase-4693	654	5	futures	future	NOUN
ajase-4693	654	6	volatility	volatility	NOUN
ajase-4693	654	7	.	.	PUNCT
ajase-4693	655	1	energy	energy	NOUN
ajase-4693	655	2	economics	economic	NOUN
ajase-4693	655	3	,	,	PUNCT
ajase-4693	655	4	28	28	NUM
ajase-4693	655	5	(	(	PUNCT
ajase-4693	655	6	4	4	NUM
ajase-4693	655	7	)	)	PUNCT
ajase-4693	655	8	,	,	PUNCT
ajase-4693	655	9	467	467	NUM
ajase-4693	655	10	-	-	SYM
ajase-4693	655	11	488	488	NUM
ajase-4693	655	12	.	.	PUNCT
ajase-4693	656	1	https://doi.org/10.1016/j.eneco.2006.04.005	https://doi.org/10.1016/j.eneco.2006.04.005	NOUN
ajase-4693	656	2	salisu	salisu	ADV
ajase-4693	656	3	,	,	PUNCT
ajase-4693	656	4	a.	a.	NOUN
ajase-4693	656	5	a.	a.	NOUN
ajase-4693	656	6	(	(	PUNCT
ajase-4693	656	7	2014	2014	NUM
ajase-4693	656	8	)	)	PUNCT
ajase-4693	656	9	.	.	PUNCT
ajase-4693	657	1	modelling	model	VERB
ajase-4693	657	2	oil	oil	NOUN
ajase-4693	657	3	price	price	NOUN
ajase-4693	657	4	volatility	volatility	NOUN
ajase-4693	657	5	before	before	ADV
ajase-4693	657	6	,	,	PUNCT
ajase-4693	657	7	during	during	ADP
ajase-4693	657	8	and	and	CCONJ
ajase-4693	657	9	after	after	ADP
ajase-4693	657	10	the	the	DET
ajase-4693	657	11	global	global	ADJ
ajase-4693	657	12	financial	financial	ADJ
ajase-4693	657	13	crisis	crisis	NOUN
ajase-4693	657	14	.	.	PUNCT
ajase-4693	658	1	opec	opec	PROPN
ajase-4693	658	2	energy	energy	PROPN
ajase-4693	658	3	review	review	PROPN
ajase-4693	658	4	,	,	PUNCT
ajase-4693	658	5	38(4	38(4	NUM
ajase-4693	658	6	)	)	PUNCT
ajase-4693	658	7	,	,	PUNCT
ajase-4693	658	8	469	469	NUM
ajase-4693	658	9	-	-	SYM
ajase-4693	658	10	495	495	NUM
ajase-4693	658	11	.	.	PUNCT
ajase-4693	659	1	https://doi	https://doi	NOUN
ajase-4693	659	2	.	.	PUNCT
ajase-4693	659	3	org/10.1111	org/10.1111	PROPN
ajase-4693	659	4	/	/	SYM
ajase-4693	659	5	opec.12037	opec.12037	PROPN
ajase-4693	659	6	sekati	sekati	NOUN
ajase-4693	659	7	,	,	PUNCT
ajase-4693	659	8	b.	b.	PROPN
ajase-4693	659	9	n.	n.	PROPN
ajase-4693	659	10	,	,	PUNCT
ajase-4693	659	11	tsoku	tsoku	PROPN
ajase-4693	659	12	,	,	PUNCT
ajase-4693	659	13	j.	j.	PROPN
ajase-4693	659	14	t.	t.	PROPN
ajase-4693	659	15	,	,	PUNCT
ajase-4693	659	16	&	&	CCONJ
ajase-4693	659	17	metsileng	metsileng	PROPN
ajase-4693	659	18	,	,	PUNCT
ajase-4693	659	19	l.	l.	PROPN
ajase-4693	659	20	d.	d.	PROPN
ajase-4693	659	21	(	(	PUNCT
ajase-4693	659	22	2020	2020	NUM
ajase-4693	659	23	)	)	PUNCT
ajase-4693	659	24	.	.	PUNCT
ajase-4693	660	1	modelling	model	VERB
ajase-4693	660	2	the	the	DET
ajase-4693	660	3	oil	oil	NOUN
ajase-4693	660	4	price	price	NOUN
ajase-4693	660	5	volatility	volatility	NOUN
ajase-4693	660	6	and	and	CCONJ
ajase-4693	660	7	macroeconomic	macroeconomic	ADJ
ajase-4693	660	8	variables	variable	NOUN
ajase-4693	660	9	in	in	ADP
ajase-4693	660	10	south	south	PROPN
ajase-4693	660	11	africa	africa	PROPN
ajase-4693	660	12	using	use	VERB
ajase-4693	660	13	the	the	DET
ajase-4693	660	14	symmetric	symmetric	ADJ
ajase-4693	660	15	and	and	CCONJ
ajase-4693	660	16	asymmetric	asymmetric	ADJ
ajase-4693	660	17	garch	garch	NOUN
ajase-4693	660	18	models	model	NOUN
ajase-4693	660	19	,	,	PUNCT
ajase-4693	660	20	cogent	cogent	NOUN
ajase-4693	660	21	economics	economic	NOUN
ajase-4693	660	22	&	&	CCONJ
ajase-4693	660	23	finance	finance	PROPN
ajase-4693	660	24	.	.	PUNCT
ajase-4693	661	1	taylor	taylor	PROPN
ajase-4693	661	2	&	&	CCONJ
ajase-4693	661	3	francis	francis	PROPN
ajase-4693	661	4	journals	journals	PROPN
ajase-4693	661	5	,	,	PUNCT
ajase-4693	661	6	8	8	NUM
ajase-4693	661	7	(	(	PUNCT
ajase-4693	661	8	1	1	NUM
ajase-4693	661	9	)	)	PUNCT
ajase-4693	661	10	,	,	PUNCT
ajase-4693	661	11	1	1	NUM
ajase-4693	661	12	-	-	SYM
ajase-4693	661	13	12	12	NUM
ajase-4693	661	14	.	.	PUNCT
ajase-4693	662	1	https://	https://	PROPN
ajase-4693	662	2	doi.org/10.1080/23322039.2020.1792153	doi.org/10.1080/23322039.2020.1792153	VERB
ajase-4693	662	3	.	.	PUNCT
ajase-4693	663	1	shambulingappa	shambulingappa	PROPN
ajase-4693	663	2	,	,	PUNCT
ajase-4693	663	3	h.s	h.s	PROPN
ajase-4693	663	4	.	.	PROPN
ajase-4693	663	5	(	(	PUNCT
ajase-4693	663	6	2020	2020	NUM
ajase-4693	663	7	)	)	PUNCT
ajase-4693	663	8	.	.	PUNCT
ajase-4693	664	1	crude	crude	ADJ
ajase-4693	664	2	oil	oil	NOUN
ajase-4693	664	3	price	price	NOUN
ajase-4693	664	4	forecasting	forecasting	NOUN
ajase-4693	664	5	using	use	VERB
ajase-4693	664	6	machine	machine	NOUN
ajase-4693	664	7	learning	learning	NOUN
ajase-4693	664	8	.	.	PUNCT
ajase-4693	665	1	international	international	ADJ
ajase-4693	665	2	journal	journal	NOUN
ajase-4693	665	3	of	of	ADP
ajase-4693	665	4	advanced	advanced	ADJ
ajase-4693	665	5	scientific	scientific	ADJ
ajase-4693	665	6	innovation	innovation	NOUN
ajase-4693	665	7	,	,	PUNCT
ajase-4693	665	8	1(1	1(1	NUM
ajase-4693	665	9	)	)	PUNCT
ajase-4693	665	10	,	,	PUNCT
ajase-4693	665	11	1–11	1–11	PROPN
ajase-4693	665	12	.	.	PUNCT
ajase-4693	666	1	https://doi	https://doi	PROPN
ajase-4693	666	2	.	.	PUNCT
ajase-4693	666	3	org/10.5281	org/10.5281	PROPN
ajase-4693	666	4	/	/	SYM
ajase-4693	666	5	zenodo.4641697	zenodo.4641697	PROPN
ajase-4693	666	6	shephard	shephard	NOUN
ajase-4693	666	7	,	,	PUNCT
ajase-4693	666	8	n.	n.	NOUN
ajase-4693	666	9	(	(	PUNCT
ajase-4693	666	10	2005	2005	NUM
ajase-4693	666	11	)	)	PUNCT
ajase-4693	666	12	.	.	PUNCT
ajase-4693	667	1	stochastic	stochastic	ADJ
ajase-4693	667	2	volatility	volatility	NOUN
ajase-4693	667	3	.	.	PUNCT
ajase-4693	668	1	economics	economic	NOUN
ajase-4693	668	2	papers	paper	NOUN
ajase-4693	668	3	2005	2005	NUM
ajase-4693	668	4	-	-	PUNCT
ajase-4693	668	5	w17	w17	PROPN
ajase-4693	668	6	,	,	PUNCT
ajase-4693	668	7	economics	economic	NOUN
ajase-4693	668	8	group	group	NOUN
ajase-4693	668	9	,	,	PUNCT
ajase-4693	668	10	nuffield	nuffield	PROPN
ajase-4693	668	11	college	college	PROPN
ajase-4693	668	12	,	,	PUNCT
ajase-4693	668	13	university	university	NOUN
ajase-4693	668	14	of	of	ADP
ajase-4693	668	15	oxford	oxford	PROPN
ajase-4693	668	16	.	.	PUNCT
ajase-4693	669	1	https://econpapers.repec.org/	https://econpapers.repec.org/	PROPN
ajase-4693	669	2	paper	paper	NOUN
ajase-4693	669	3	/	/	SYM
ajase-4693	669	4	nufeconwp/0517.htm	nufeconwp/0517.htm	PROPN
ajase-4693	669	5	vlaar	vlaar	NOUN
ajase-4693	669	6	,	,	PUNCT
ajase-4693	669	7	p.	p.	PROPN
ajase-4693	669	8	j.	j.	PROPN
ajase-4693	669	9	(	(	PUNCT
ajase-4693	669	10	2000	2000	NUM
ajase-4693	669	11	)	)	PUNCT
ajase-4693	669	12	.	.	PUNCT
ajase-4693	670	1	value	value	NOUN
ajase-4693	670	2	at	at	ADP
ajase-4693	670	3	risk	risk	NOUN
ajase-4693	670	4	models	model	NOUN
ajase-4693	670	5	for	for	ADP
ajase-4693	670	6	dutch	dutch	ADJ
ajase-4693	670	7	bond	bond	NOUN
ajase-4693	670	8	portfolios	portfolio	NOUN
ajase-4693	670	9	.	.	PUNCT
ajase-4693	671	1	journal	journal	NOUN
ajase-4693	671	2	of	of	ADP
ajase-4693	671	3	banking	banking	NOUN
ajase-4693	671	4	&	&	CCONJ
ajase-4693	671	5	finance	finance	NOUN
ajase-4693	671	6	,	,	PUNCT
ajase-4693	671	7	24(7	24(7	NUM
ajase-4693	671	8	)	)	PUNCT
ajase-4693	671	9	,	,	PUNCT
ajase-4693	671	10	1131–1154	1131–1154	NUM
ajase-4693	671	11	.	.	PUNCT
ajase-4693	672	1	https://doi.org/10.1016/s03784266(99)00068-0	https://doi.org/10.1016/s03784266(99)00068-0	PROPN
ajase-4693	672	2	wang	wang	PROPN
ajase-4693	672	3	,	,	PUNCT
ajase-4693	672	4	s.	s.	PROPN
ajase-4693	672	5	,	,	PUNCT
ajase-4693	672	6	yu	yu	PROPN
ajase-4693	672	7	,	,	PUNCT
ajase-4693	672	8	l.	l.	PROPN
ajase-4693	672	9	and	and	CCONJ
ajase-4693	672	10	lai	lai	PROPN
ajase-4693	672	11	,	,	PUNCT
ajase-4693	672	12	k.k	k.k	PROPN
ajase-4693	672	13	.	.	PROPN
ajase-4693	672	14	(	(	PUNCT
ajase-4693	672	15	2004	2004	NUM
ajase-4693	672	16	)	)	PUNCT
ajase-4693	672	17	.	.	PUNCT
ajase-4693	673	1	a	a	DET
ajase-4693	673	2	novel	novel	ADJ
ajase-4693	673	3	hybrid	hybrid	NOUN
ajase-4693	673	4	ai	ai	NOUN
ajase-4693	673	5	system	system	NOUN
ajase-4693	673	6	framework	framework	NOUN
ajase-4693	673	7	for	for	ADP
ajase-4693	673	8	crude	crude	ADJ
ajase-4693	673	9	oil	oil	NOUN
ajase-4693	673	10	price	price	NOUN
ajase-4693	673	11	forecasting	forecasting	NOUN
ajase-4693	673	12	.	.	PUNCT
ajase-4693	674	1	data	datum	NOUN
ajase-4693	674	2	mining	mining	NOUN
ajase-4693	674	3	and	and	CCONJ
ajase-4693	674	4	knowledge	knowledge	NOUN
ajase-4693	674	5	management	management	NOUN
ajase-4693	674	6	,	,	PUNCT
ajase-4693	674	7	3327	3327	NUM
ajase-4693	674	8	,	,	PUNCT
ajase-4693	674	9	233	233	NUM
ajase-4693	674	10	-	-	SYM
ajase-4693	674	11	242	242	NUM
ajase-4693	674	12	.	.	PUNCT
ajase-4693	675	1	https://doi.org/10.1007/978-3-540-30537-8_26	https://doi.org/10.1007/978-3-540-30537-8_26	PROPN
ajase-4693	675	2	wang	wang	PROPN
ajase-4693	675	3	,	,	PUNCT
ajase-4693	675	4	y.	y.	PROPN
ajase-4693	675	5	,	,	PUNCT
ajase-4693	675	6	&	&	CCONJ
ajase-4693	675	7	liu	liu	PROPN
ajase-4693	675	8	,	,	PUNCT
ajase-4693	675	9	l.	l.	PROPN
ajase-4693	675	10	(	(	PUNCT
ajase-4693	675	11	2016	2016	NUM
ajase-4693	675	12	)	)	PUNCT
ajase-4693	675	13	.	.	PUNCT
ajase-4693	676	1	crude	crude	ADJ
ajase-4693	676	2	oil	oil	NOUN
ajase-4693	676	3	and	and	CCONJ
ajase-4693	676	4	world	world	NOUN
ajase-4693	676	5	stock	stock	NOUN
ajase-4693	676	6	markets	market	NOUN
ajase-4693	676	7	:	:	PUNCT
ajase-4693	676	8	volatility	volatility	NOUN
ajase-4693	676	9	spillovers	spillover	NOUN
ajase-4693	676	10	,	,	PUNCT
ajase-4693	676	11	dynamic	dynamic	ADJ
ajase-4693	676	12	correlations	correlation	NOUN
ajase-4693	676	13	,	,	PUNCT
ajase-4693	676	14	and	and	CCONJ
ajase-4693	676	15	hedging	hedging	NOUN
ajase-4693	676	16	.	.	PUNCT
ajase-4693	677	1	empirical	empirical	ADJ
ajase-4693	677	2	economics	economic	NOUN
ajase-4693	677	3	,	,	PUNCT
ajase-4693	677	4	springer	springer	NOUN
ajase-4693	677	5	,	,	PUNCT
ajase-4693	677	6	50(4	50(4	NUM
ajase-4693	677	7	)	)	PUNCT
ajase-4693	677	8	,	,	PUNCT
ajase-4693	677	9	14811509	14811509	NUM
ajase-4693	677	10	.	.	PUNCT
ajase-4693	678	1	https://doi.org/10.1007/s00181-015-0983-2	https://doi.org/10.1007/s00181-015-0983-2	PROPN
ajase-4693	678	2	xiang	xiang	PROPN
ajase-4693	678	3	,	,	PUNCT
ajase-4693	678	4	y.	y.	PROPN
ajase-4693	678	5	(	(	PUNCT
ajase-4693	678	6	2022	2022	NUM
ajase-4693	678	7	)	)	PUNCT
ajase-4693	678	8	.	.	PUNCT
ajase-4693	679	1	using	use	VERB
ajase-4693	679	2	arima	arima	NOUN
ajase-4693	679	3	-	-	PUNCT
ajase-4693	679	4	garch	garch	NOUN
ajase-4693	679	5	model	model	NOUN
ajase-4693	679	6	to	to	PART
ajase-4693	679	7	analyze	analyze	VERB
ajase-4693	679	8	fluctuation	fluctuation	NOUN
ajase-4693	679	9	law	law	NOUN
ajase-4693	679	10	of	of	ADP
ajase-4693	679	11	international	international	ADJ
ajase-4693	679	12	oil	oil	NOUN
ajase-4693	679	13	price	price	NOUN
ajase-4693	679	14	.	.	PUNCT
ajase-4693	680	1	mathematical	mathematical	ADJ
ajase-4693	680	2	problems	problem	NOUN
ajase-4693	680	3	in	in	ADP
ajase-4693	680	4	engineering	engineering	NOUN
ajase-4693	680	5	,	,	PUNCT
ajase-4693	680	6	2022	2022	NUM
ajase-4693	680	7	,	,	PUNCT
ajase-4693	680	8	1–7	1–7	NUM
ajase-4693	680	9	.	.	PUNCT
ajase-4693	681	1	https://	https://	PROPN
ajase-4693	681	2	doi.org/10.1155/2022/3936414	doi.org/10.1155/2022/3936414	PROPN
ajase-4693	681	3	yakubu	yakubu	PROPN
ajase-4693	681	4	,	,	PUNCT
ajase-4693	681	5	m.	m.	NOUN
ajase-4693	681	6	,	,	PUNCT
ajase-4693	681	7	abdullahi	abdullahi	NOUN
ajase-4693	681	8	,	,	PUNCT
ajase-4693	681	9	m.	m.	NOUN
ajase-4693	681	10	m.	m.	NOUN
ajase-4693	681	11	,	,	PUNCT
ajase-4693	681	12	maijama’a	maijama’a	PROPN
ajase-4693	681	13	,	,	PUNCT
ajase-4693	681	14	r.	r.	PROPN
ajase-4693	681	15	,	,	PUNCT
ajase-4693	681	16	&	&	CCONJ
ajase-4693	681	17	musa	musa	PROPN
ajase-4693	681	18	,	,	PUNCT
ajase-4693	681	19	k.	k.	PROPN
ajase-4693	681	20	s.	s.	PROPN
ajase-4693	681	21	(	(	PUNCT
ajase-4693	681	22	2023	2023	NUM
ajase-4693	681	23	)	)	PUNCT
ajase-4693	681	24	.	.	PUNCT
ajase-4693	682	1	investigating	investigate	VERB
ajase-4693	682	2	the	the	DET
ajase-4693	682	3	effect	effect	NOUN
ajase-4693	682	4	of	of	ADP
ajase-4693	682	5	petroleum	petroleum	NOUN
ajase-4693	682	6	subsidy	subsidy	NOUN
ajase-4693	682	7	removal	removal	NOUN
ajase-4693	682	8	on	on	ADP
ajase-4693	682	9	standard	standard	NOUN
ajase-4693	682	10	of	of	ADP
ajase-4693	682	11	living	live	VERB
ajase-4693	682	12	amidst	amidst	ADP
ajase-4693	682	13	rising	rise	VERB
ajase-4693	682	14	poverty	poverty	NOUN
ajase-4693	682	15	in	in	ADP
ajase-4693	682	16	nigeria	nigeria	PROPN
ajase-4693	682	17	.	.	PUNCT
ajase-4693	683	1	asian	asian	ADJ
ajase-4693	683	2	journal	journal	PROPN
ajase-4693	683	3	of	of	ADP
ajase-4693	683	4	economics	economic	NOUN
ajase-4693	683	5	,	,	PUNCT
ajase-4693	683	6	finance	finance	NOUN
ajase-4693	683	7	and	and	CCONJ
ajase-4693	683	8	management	management	NOUN
ajase-4693	683	9	,	,	PUNCT
ajase-4693	683	10	5(1	5(1	NUM
ajase-4693	683	11	)	)	PUNCT
ajase-4693	683	12	,	,	PUNCT
ajase-4693	683	13	359–364	359–364	NUM
ajase-4693	683	14	.	.	PUNCT
ajase-4693	684	1	https://	https://	PROPN
ajase-4693	684	2	globalpresshub.com/index.php/ajefm/article/	globalpresshub.com/index.php/ajefm/article/	PROPN
ajase-4693	684	3	view/1886	view/1886	PROPN
ajase-4693	684	4	yaziz	yaziz	PROPN
ajase-4693	684	5	,	,	PUNCT
ajase-4693	684	6	s.	s.	PROPN
ajase-4693	684	7	r.	r.	PROPN
ajase-4693	684	8	,	,	PUNCT
ajase-4693	684	9	ahmad	ahmad	PROPN
ajase-4693	684	10	,	,	PUNCT
ajase-4693	684	11	m.	m.	PROPN
ajase-4693	684	12	h.	h.	PROPN
ajase-4693	684	13	,	,	PUNCT
ajase-4693	684	14	nian	nian	PROPN
ajase-4693	684	15	,	,	PUNCT
ajase-4693	684	16	l.	l.	PROPN
ajase-4693	684	17	c.	c.	PROPN
ajase-4693	684	18	,	,	PUNCT
ajase-4693	684	19	&	&	CCONJ
ajase-4693	684	20	muhammad	muhammad	PROPN
ajase-4693	684	21	,	,	PUNCT
ajase-4693	684	22	n.	n.	PROPN
ajase-4693	684	23	(	(	PUNCT
ajase-4693	684	24	2011	2011	NUM
ajase-4693	684	25	)	)	PUNCT
ajase-4693	684	26	.	.	PUNCT
ajase-4693	685	1	a	a	DET
ajase-4693	685	2	comparative	comparative	ADJ
ajase-4693	685	3	study	study	NOUN
ajase-4693	685	4	on	on	ADP
ajase-4693	685	5	box	box	NOUN
ajase-4693	685	6	-	-	PUNCT
ajase-4693	685	7	jenkins	jenkins	PROPN
ajase-4693	685	8	and	and	CCONJ
ajase-4693	685	9	garch	garch	NOUN
ajase-4693	685	10	models	model	NOUN
ajase-4693	685	11	in	in	ADP
ajase-4693	685	12	forecasting	forecast	VERB
ajase-4693	685	13	crude	crude	ADJ
ajase-4693	685	14	oil	oil	NOUN
ajase-4693	685	15	prices	price	NOUN
ajase-4693	685	16	.	.	PUNCT
ajase-4693	686	1	journal	journal	NOUN
ajase-4693	686	2	of	of	ADP
ajase-4693	686	3	applied	apply	VERB
ajase-4693	686	4	sciences	science	NOUN
ajase-4693	686	5	,	,	PUNCT
ajase-4693	686	6	11(7	11(7	NUM
ajase-4693	686	7	)	)	PUNCT
ajase-4693	686	8	,	,	PUNCT
ajase-4693	686	9	1129–1135	1129–1135	NUM
ajase-4693	686	10	.	.	PUNCT
ajase-4693	687	1	https://doi	https://doi	X
ajase-4693	687	2	.	.	PUNCT
ajase-4693	687	3	org/10.3923	org/10.3923	PROPN
ajase-4693	687	4	/	/	SYM
ajase-4693	687	5	jas.2011.1129.1135	jas.2011.1129.1135	PROPN
ajase-4693	687	6	yi	yi	PROPN
ajase-4693	687	7	,	,	PUNCT
ajase-4693	687	8	a.	a.	PROPN
ajase-4693	687	9	,	,	PUNCT
ajase-4693	687	10	yang	yang	PROPN
ajase-4693	687	11	,	,	PUNCT
ajase-4693	687	12	m.	m.	NOUN
ajase-4693	687	13	,	,	PUNCT
ajase-4693	687	14	&	&	CCONJ
ajase-4693	687	15	li	li	PROPN
ajase-4693	687	16	,	,	PUNCT
ajase-4693	687	17	y.	y.	PROPN
ajase-4693	687	18	(	(	PUNCT
ajase-4693	687	19	2021	2021	NUM
ajase-4693	687	20	)	)	PUNCT
ajase-4693	687	21	.	.	PUNCT
ajase-4693	688	1	macroeconomic	macroeconomic	ADJ
ajase-4693	688	2	uncertainty	uncertainty	NOUN
ajase-4693	688	3	and	and	CCONJ
ajase-4693	688	4	crude	crude	ADJ
ajase-4693	688	5	oil	oil	NOUN
ajase-4693	688	6	futures	future	NOUN
ajase-4693	688	7	volatility	volatility	NOUN
ajase-4693	688	8	evidence	evidence	NOUN
ajase-4693	688	9	from	from	ADP
ajase-4693	688	10	china	china	PROPN
ajase-4693	688	11	crude	crude	PROPN
ajase-4693	688	12	oil	oil	NOUN
ajase-4693	688	13	futures	future	NOUN
ajase-4693	688	14	market	market	NOUN
ajase-4693	688	15	.	.	PUNCT
ajase-4693	689	1	frontiers	frontier	NOUN
ajase-4693	689	2	in	in	ADP
ajase-4693	689	3	environmental	environmental	ADJ
ajase-4693	689	4	science	science	NOUN
ajase-4693	689	5	,	,	PUNCT
ajase-4693	689	6	9	9	NUM
ajase-4693	689	7	,	,	PUNCT
ajase-4693	689	8	113	113	NUM
ajase-4693	689	9	.	.	PUNCT
ajase-4693	690	1	https://doi	https://doi	PROPN
ajase-4693	690	2	.	.	PUNCT
ajase-4693	690	3	org/10.3389	org/10.3389	PROPN
ajase-4693	690	4	/	/	SYM
ajase-4693	690	5	fenvs.2021.636903	fenvs.2021.636903	NOUN
ajase-4693	690	6	.	.	PUNCT
ajase-4693	691	1	yu	yu	PROPN
ajase-4693	691	2	,	,	PUNCT
ajase-4693	691	3	l.	l.	PROPN
ajase-4693	691	4	,	,	PUNCT
ajase-4693	691	5	wang	wang	PROPN
ajase-4693	691	6	,	,	PUNCT
ajase-4693	691	7	s.	s.	PROPN
ajase-4693	691	8	,	,	PUNCT
ajase-4693	691	9	&	&	CCONJ
ajase-4693	691	10	lai	lai	PROPN
ajase-4693	691	11	,	,	PUNCT
ajase-4693	691	12	k.	k.	PROPN
ajase-4693	691	13	k.	k.	PROPN
ajase-4693	691	14	(	(	PUNCT
ajase-4693	691	15	2008	2008	NUM
ajase-4693	691	16	)	)	PUNCT
ajase-4693	691	17	.	.	PUNCT
ajase-4693	692	1	forecasting	forecast	VERB
ajase-4693	692	2	crude	crude	ADJ
ajase-4693	692	3	oil	oil	NOUN
ajase-4693	692	4	price	price	NOUN
ajase-4693	692	5	with	with	ADP
ajase-4693	692	6	an	an	DET
ajase-4693	692	7	emd	emd	PROPN
ajase-4693	692	8	-	-	PUNCT
ajase-4693	692	9	based	base	VERB
ajase-4693	692	10	neural	neural	ADJ
ajase-4693	692	11	network	network	NOUN
ajase-4693	692	12	ensemble	ensemble	ADJ
ajase-4693	692	13	learning	learning	NOUN
ajase-4693	692	14	paradigm	paradigm	NOUN
ajase-4693	692	15	.	.	PUNCT
ajase-4693	693	1	energy	energy	NOUN
ajase-4693	693	2	economics	economic	NOUN
ajase-4693	693	3	,	,	PUNCT
ajase-4693	693	4	30(5	30(5	NUM
ajase-4693	693	5	)	)	PUNCT
ajase-4693	693	6	,	,	PUNCT
ajase-4693	693	7	2623	2623	NUM
ajase-4693	693	8	–	–	PUNCT
ajase-4693	693	9	2635	2635	NUM
ajase-4693	693	10	.	.	PUNCT
ajase-4693	694	1	https://doi.org/10.1016/j.eneco.2008.05.003	https://doi.org/10.1016/j.eneco.2008.05.003	NUM
ajase-4693	694	2	marzo	marzo	NOUN
ajase-4693	694	3	,	,	PUNCT
ajase-4693	694	4	m.	m.	NOUN
ajase-4693	694	5	&	&	CCONJ
ajase-4693	694	6	zagaglia	zagaglia	PROPN
ajase-4693	694	7	,	,	PUNCT
ajase-4693	694	8	p.	p.	NOUN
ajase-4693	694	9	(	(	PUNCT
ajase-4693	694	10	2010	2010	NUM
ajase-4693	694	11	)	)	PUNCT
ajase-4693	694	12	.	.	PUNCT
ajase-4693	695	1	volatility	volatility	NOUN
ajase-4693	695	2	forecasting	forecasting	NOUN
ajase-4693	695	3	for	for	ADP
ajase-4693	695	4	crude	crude	ADJ
ajase-4693	695	5	oil	oil	NOUN
ajase-4693	695	6	futures	future	NOUN
ajase-4693	695	7	.	.	PUNCT
ajase-4693	696	1	taylor	taylor	PROPN
ajase-4693	696	2	&	&	CCONJ
ajase-4693	696	3	francis	francis	PROPN
ajase-4693	696	4	journals	journals	PROPN
ajase-4693	696	5	,	,	PUNCT
ajase-4693	696	6	17(16	17(16	NUM
ajase-4693	696	7	)	)	PUNCT
ajase-4693	696	8	,	,	PUNCT
ajase-4693	696	9	15871599	15871599	NUM
ajase-4693	696	10	.	.	PUNCT
ajase-4693	697	1	https://doi.org/10.1080/13504850903084996	https://doi.org/10.1080/13504850903084996	VERB
ajase-4693	697	2	zagaglia	zagaglia	NOUN
ajase-4693	697	3	,	,	PUNCT
ajase-4693	697	4	m.	m.	NOUN
ajase-4693	697	5	m.	m.	NOUN
ajase-4693	697	6	&	&	CCONJ
ajase-4693	697	7	.	.	PUNCT
ajase-4693	698	1	p.	p.	NOUN
ajase-4693	698	2	(	(	PUNCT
ajase-4693	698	3	2010	2010	NUM
ajase-4693	698	4	)	)	PUNCT
ajase-4693	698	5	.	.	PUNCT
ajase-4693	699	1	volatility	volatility	NOUN
ajase-4693	699	2	forecasting	forecasting	NOUN
ajase-4693	699	3	for	for	ADP
ajase-4693	699	4	crude	crude	ADJ
ajase-4693	699	5	oil	oil	NOUN
ajase-4693	699	6	futures	future	NOUN
ajase-4693	699	7	.	.	PUNCT
ajase-4693	700	1	ideas.repec.org	ideas.repec.org	INTJ
ajase-4693	700	2	.	.	PUNCT
ajase-4693	701	1	https://ideas.repec	https://ideas.repec	PROPN
ajase-4693	701	2	.	.	PUNCT
ajase-4693	702	1	org	org	PROPN
ajase-4693	702	2	/	/	SYM
ajase-4693	702	3	a	a	PRON
ajase-4693	702	4	/	/	SYM
ajase-4693	702	5	taf	taf	NOUN
ajase-4693	702	6	/	/	SYM
ajase-4693	702	7	apeclt	apeclt	ADJ
ajase-4693	702	8	/	/	SYM
ajase-4693	702	9	v17y2010i16p1587	v17y2010i16p1587	ADJ
ajase-4693	702	10	-	-	PUNCT
ajase-4693	702	11	1599.html	1599.html	NUM
ajase-4693	702	12	zhang	zhang	PROPN
ajase-4693	702	13	,	,	PUNCT
ajase-4693	702	14	y.	y.	PROPN
ajase-4693	702	15	,	,	PUNCT
ajase-4693	702	16	yao	yao	PROPN
ajase-4693	702	17	,	,	PUNCT
ajase-4693	702	18	t.	t.	PROPN
ajase-4693	702	19	,	,	PUNCT
ajase-4693	702	20	he	he	PRON
ajase-4693	702	21	,	,	PUNCT
ajase-4693	702	22	l.	l.	PROPN
ajase-4693	702	23	,	,	PUNCT
ajase-4693	702	24	&	&	CCONJ
ajase-4693	702	25	ripple	ripple	PROPN
ajase-4693	702	26	,	,	PUNCT
ajase-4693	702	27	r.	r.	PROPN
ajase-4693	702	28	(	(	PUNCT
ajase-4693	702	29	2019	2019	NUM
ajase-4693	702	30	)	)	PUNCT
ajase-4693	702	31	.	.	PUNCT
ajase-4693	703	1	volatility	volatility	NOUN
ajase-4693	703	2	forecasting	forecasting	NOUN
ajase-4693	703	3	of	of	ADP
ajase-4693	703	4	crude	crude	ADJ
ajase-4693	703	5	oil	oil	NOUN
ajase-4693	703	6	market	market	NOUN
ajase-4693	703	7	:	:	PUNCT
ajase-4693	703	8	can	can	AUX
ajase-4693	703	9	the	the	DET
ajase-4693	703	10	regime	regime	NOUN
ajase-4693	703	11	switching	switch	VERB
ajase-4693	703	12	garch	garch	NOUN
ajase-4693	703	13	model	model	NOUN
ajase-4693	703	14	beat	beat	VERB
ajase-4693	703	15	the	the	DET
ajase-4693	703	16	single	single	ADJ
ajase-4693	703	17	-	-	PUNCT
ajase-4693	703	18	regime	regime	NOUN
ajase-4693	703	19	garch	garch	NOUN
ajase-4693	703	20	models	model	NOUN
ajase-4693	703	21	?	?	PUNCT
ajase-4693	704	1	international	international	ADJ
ajase-4693	704	2	review	review	NOUN
ajase-4693	704	3	of	of	ADP
ajase-4693	704	4	economics	economic	NOUN
ajase-4693	704	5	&	&	CCONJ
ajase-4693	704	6	finance	finance	PROPN
ajase-4693	704	7	,	,	PUNCT
ajase-4693	704	8	59(c	59(c	NUM
ajase-4693	704	9	)	)	PUNCT
ajase-4693	704	10	,	,	PUNCT
ajase-4693	704	11	302	302	NUM
ajase-4693	704	12	-	-	SYM
ajase-4693	704	13	317	317	NUM
ajase-4693	704	14	.	.	PUNCT
ajase-4693	705	1	https://doi.org/10.1016/j	https://doi.org/10.1016/j	NOUN
ajase-4693	705	2	.	.	PUNCT
ajase-4693	706	1	iref.2018.09.006	iref.2018.09.006	ADJ
ajase-4693	706	2	zolfaghari	zolfaghari	PROPN
ajase-4693	706	3	,	,	PUNCT
ajase-4693	706	4	m.	m.	NOUN
ajase-4693	706	5	and	and	CCONJ
ajase-4693	706	6	gholami	gholami	PROPN
ajase-4693	706	7	,	,	PUNCT
ajase-4693	706	8	s.	s.	PROPN
ajase-4693	706	9	(	(	PUNCT
ajase-4693	706	10	2021	2021	NUM
ajase-4693	706	11	)	)	PUNCT
ajase-4693	706	12	.	.	PUNCT
ajase-4693	707	1	a	a	DET
ajase-4693	707	2	hybrid	hybrid	ADJ
ajase-4693	707	3	approach	approach	NOUN
ajase-4693	707	4	of	of	ADP
ajase-4693	707	5	adaptive	adaptive	ADJ
ajase-4693	707	6	wavelet	wavelet	NOUN
ajase-4693	707	7	transform	transform	NOUN
ajase-4693	707	8	,	,	PUNCT
ajase-4693	707	9	long	long	ADJ
ajase-4693	707	10	short	short	ADJ
ajase-4693	707	11	-	-	PUNCT
ajase-4693	707	12	term	term	NOUN
ajase-4693	707	13	memory	memory	NOUN
ajase-4693	707	14	and	and	CCONJ
ajase-4693	707	15	arima	arima	NOUN
ajase-4693	707	16	-	-	PUNCT
ajase-4693	707	17	garch	garch	NOUN
ajase-4693	707	18	family	family	NOUN
ajase-4693	707	19	models	model	NOUN
ajase-4693	707	20	for	for	ADP
ajase-4693	707	21	the	the	DET
ajase-4693	707	22	stock	stock	NOUN
ajase-4693	707	23	index	index	NOUN
ajase-4693	707	24	prediction	prediction	NOUN
ajase-4693	707	25	.	.	PUNCT
ajase-4693	708	1	expert	expert	NOUN
ajase-4693	708	2	systems	system	NOUN
ajase-4693	708	3	with	with	ADP
ajase-4693	708	4	applications	application	NOUN
ajase-4693	708	5	,	,	PUNCT
ajase-4693	708	6	182(4	182(4	NUM
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ajase-4693	708	10	.	.	PUNCT
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