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Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis

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  • Postali, Fernando A.S.
  • Picchetti, Paulo

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  • Postali, Fernando A.S. & Picchetti, Paulo, 2006. "Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis," Energy Economics, Elsevier, vol. 28(4), pages 506-522, July.
    • Handle: RePEc:eee:eneeco:v:28:y:2006:i:4:p:506-522
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