Analysis of commodity prices with the particle filter
| Year of publication: |
2008
|
|---|---|
| Authors: | Aiube, Fernando Antônio Lucena ; Baídya, Tara Keshar Nanda ; Tito, Edison Americo Huarsaya |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 30.2008, 2, p. 597-605
|
| Subject: | Rohstoffpreis | Commodity price | Stochastischer Prozess | Stochastic process |
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