title
Euroopa gaasituru volatiilsuse modelleerimine ja VaR prognoosimine GARCH-tüüpi mudelite abil
Modeling volatility and forecasting VaR in the European gas market using GARCH-type models
author
Biekša, Atus
keywords
bakalaureusetööd
gaasiturg
volatiilsus
bachelor's theses
energiakriis
TTF natural gas futures
volatility modeling
energy crisis
supervisor
Talpsepp, Tõnn
study program
Ärindus
Business
defence date
05.06.2026
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
majandusteaduskond
School of Business and Governance
department / college
majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance