A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia
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References listed on IDEAS
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- Chen, Ruoran & Deng, Tianhu & Huang, Simin & Qin, Ruwen, 2015. "Optimal crude oil procurement under fluctuating price in an oil refinery," European Journal of Operational Research, Elsevier, vol. 245(2), pages 438-445.
More about this item
KeywordsStochastic processes; Crude oil price; Unit root test; Structural break; MLE estimation; Simulation;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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