A trend deduction model of fluctuating oil prices
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- Haiyan Xu & ZhongXiang Zhang, 2011. "A Trend Deduction Model of Fluctuating Oil Prices," Working Papers 2011.22, Fondazione Eni Enrico Mattei.
- Xu, Haiyan & Zhang, ZhongXiang, 2011. "A Trend Deduction Model of Fluctuating Oil Prices," Sustainable Development Papers 101300, Fondazione Eni Enrico Mattei (FEEM).
References listed on IDEAS
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- Vo, Minh T., 2009. "Regime-switching stochastic volatility: Evidence from the crude oil market," Energy Economics, Elsevier, vol. 31(5), pages 779-788, September.
- Mark Holmes & Ping Wang, 2003. "Oil Price Shocks and the Asymmetric Adjustment of UK Output: A Markov-switching approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 181-192.
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- Ibrahim Abada, 2012. "Study of the evolution of the northwestern European natural gas markets using S-GaMMES," Working Papers 1203, Chaire Economie du climat.
- Ibrahim Abada, 2012. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: The S-GaMMES model," Working Papers 1202, Chaire Economie du climat.
- Ibrahim Abada & Pierre-André Jouvet, 2013. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers 1308, Chaire Economie du climat.
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More about this item
KeywordsOil price; Log-normality distribution; Limit probability of a Markov Chain; Trend deduction model; OPEC;
All these keywords.
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F01 - International Economics - - General - - - Global Outlook
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ENE-2010-12-04 (Energy Economics)
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