Title of article
Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis
Author/Authors
Fernando A.S. Postali، نويسنده , , Paulo Picchetti، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
17
From page
506
To page
522
Keywords
Oil price shocks , Geometric Brownian motion , Unit root with endogenous breaks , half-life
Journal title
Energy Economics
Serial Year
2006
Journal title
Energy Economics
Record number
173978
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