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Geometric Brownian Motion and structural breaks in oil prices : a quantitative analysis
Postali, Fernando A. S.; Picchetti, Paulo - In: Energy economics 28 (2006) 4, pp. 506-522
Persistent link: https://www.econbiz.de/10003351693
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Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano; Preś, Juliusz; Torro, Hipolit - In: Energy economics 34 (2012) 5, pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
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What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 44 (2014), pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
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Oil prices : Brownian motion or mean reversion? ; a study using a one year ahead density forecast criterion
Meade, Nigel - In: Energy economics 32 (2010) 6, pp. 1485-1498
Persistent link: https://www.econbiz.de/10008935971
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The effect of uncertainty and aggregate investments on crude oil price dynamics
Tvedt, Jostein - In: Energy economics 24 (2002) 6, pp. 615-628
Persistent link: https://www.econbiz.de/10001713424
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Stochastic convergence in per capita CO2 emissions : evidence from emerging economies : 1921-2014
Awaworyi Churchill, Sefa; Inekwe, John Nkwoma; … - In: Energy economics 86 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012511445
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Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
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Stationarity changes in long-run energy commodity prices
Zaklan, Aleksandar; Abrell, Jan; Neumann, Anne - In: Energy economics 59 (2016), pp. 96-103
Persistent link: https://www.econbiz.de/10011699492
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Risk premia in commodity price forecasts and their impact on valuation
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 72 (2018), pp. 393-403
Persistent link: https://www.econbiz.de/10011972345
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Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods
Mohammadi, Hassan; Ram, Rati - In: Energy economics 62 (2017), pp. 404-410
Persistent link: https://www.econbiz.de/10011748209