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

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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 this purpose, method of The Maximum Likelihood Es...

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Bibliographic Details
Main Authors: Hamidreza Mostafaei, Ali Akbar Rahimzadeh Sani, Samira Askari
Format: Article
Language:English
Published: EconJournals 2013-06-01
Series:International Journal of Energy Economics and Policy
Subjects:
stochastic processes
crude oil price
unit root test
structural break
mle estimation
simulation
Online Access:https://dergipark.org.tr/tr/pub/ijeeep/issue/31904/350717?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijeeep/issue/31904/350717?publisher=http-www-cag-edu-tr-ilhan-ozturk

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