Extent: | Online-Ressource (25 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based upon print version of record Contents; I. Introduction; II. Recent Evolution of Oil Prices; Figures; 1. Oil Daily Futures Prices, January 2000-October 2007; Tables; 1. Descriptive Statistics for Oil Price Returns; 2a. Empirical Distribution of Oil Price Returns 2000M1-2003M4; 2b. Empirical Distribution of Oil Price Returns, 2003M5-2007M10; III. Modeling Oil Prices as Levy Process; 3. Oil Price Returns GARCH(1.1) Volatility, January 2000-October 2007; IV. Oil Price Process as Normal Inverse Gaussian Process; V. Estimation of Oil Price Process as a Normal Inverse Gaussian Process 2. Oil Price as Normal Inverse Distribution, Parameterization3. Oil Price as Normal Inverse Distribution, Parameterization; VI. Market Incompleteness and Esscher Transform; VII. Density Forecast of Crude Oil Prices: The Inverse Problem; VIII. Conclusions; References |
ISBN: | 978-1-4518-6992-7 ; 978-1-4519-9637-1 ; 978-1-4518-6992-7 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012677453