What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Warren J. Hahn; James A. DiLellio; James S. Dyer
| Year of publication: |
2014
|
|---|---|
| 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
|
| Subject: | Oil prices | Futures markets | Stochastic processes | Kalman filter | Forecasting | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Zustandsraummodell | State space model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010457221