Geometric Brownian Motion and structural breaks in oil prices : a quantitative analysis
Year of publication: |
2006
|
---|---|
Authors: | Postali, Fernando A. S. ; Picchetti, Paulo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 28.2006, 4, p. 506-522
|
Subject: | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Welt | World | 1861-1997 |
-
Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar, (2016)
-
Unit root properties of crude oil spot and futures prices
Maslyuk, Svetlana, (2007)
-
Burakov, Dmitry, (2019)
- More ...
-
Aldrighi, Dante Mendes, (2010)
-
Rising Human Capital but Constant Inequality: The Education Composition Effect in Brazil
Menezes-Filho, Naercio Aquino, (2006)
-
Picchetti, Paulo, (2002)
- More ...