Crude Oil Prices; Trends and Forecast
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References listed on IDEAS
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- Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013. "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, vol. 36(C), pages 658-665.
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- Chevillon, Guillaume & Rifflart, Christine, 2007. "Physical Market Determinants of the Price of Crude Oil and the Market Premium," ESSEC Working Papers DR 07020, ESSEC Research Center, ESSEC Business School.
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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