Hamidreza MOSTAFAEİ, Ali Akbar Rahimzadeh SANİ, Samira ASKARİ

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

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

International Journal of Energy Economics and Policy

2013-Cilt: 3 Sayı: 2

137-142

Stochastic processes, Crude oil price, Unit root test, Structural break, MLE estimation, Simulation

96104