Crude Oil Prices; Trends and Forecast
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chevillon, Guillaume & Rifflart, Christine, 2009.
"Physical market determinants of the price of crude oil and the market premium,"
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More about this item
KeywordsExchange rate depreciation; Commodity prices; Inflation; Monetary policy; Characteristic function; crude oil prices; density forecast; Esscher transform; Fourier transform; inverse problem; normal inverse Gaussian; option prices.; oil prices; probability; skewness; kurtosis; crude oil; option prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-11 (All new papers)
- NEP-CBA-2008-11-11 (Central Banking)
- NEP-ENE-2008-11-11 (Energy Economics)
- NEP-MAC-2008-11-11 (Macroeconomics)
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