A Methodology for the Choice of the Best Fitting Continuous-Time Stochastic Models of Crude Oil Price: The Case of Russia

Autor: Hamidreza Mostafaei, Ali Akbar Rahimzadeh Sani, Samira Askari

Publikováno v: Volume: 3, Issue: 2 137-142
International Journal of Energy Economics and Policy
International Journal of Energy Economics and Policy, Vol 3, Iss 2, Pp 137-142 (2013)

In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For

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http://www.econjournals.com/index.php/ijeep/article/view/370/243