The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach
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More about this item
Keywordsstructural model; oil price; speculation; volatility; option.;
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-02 (All new papers)
- NEP-CWA-2012-05-02 (Central & Western Asia)
- NEP-ENE-2012-05-02 (Energy Economics)
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