What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Year of publication: |
2014
|
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Authors: | Hahn, Warren J. ; DiLellio, James A. ; Dyer, James S. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 212-221
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Subject: | Oil prices | Futures markets | Stochastic processes | Kalman filter | Forecasting | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Ölmarkt | Oil market | Volatilität | Volatility |
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