مرکز منطقه ای اطلاع رساني علوم و فناوري - Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis

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 :

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

Link To Document :