A Trend Deduction Model of Fluctuating Oil Prices
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Abstract
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DOI: 10.22004/ag.econ.101300
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Other versions of this item:
- Haiyan Xu & ZhongXiang Zhang, 2011. "A Trend Deduction Model of Fluctuating Oil Prices," Working Papers 2011.22, Fondazione Eni Enrico Mattei.
- Xu, Haiyan & Zhang, ZhongXiang, 2010. "A trend deduction model of fluctuating oil prices," MPRA Paper 26947, University Library of Munich, Germany, revised 17 Nov 2010.
References listed on IDEAS
- Kosobud, Richard F & Stokes, Houston H, 1978. "Oil Market Share Dynamics: A Markov Chain Analysis of Consumer and Producer Adjustments," Empirical Economics, Springer, vol. 3(4), pages 253-275.
- Vo, Minh T., 2009. "Regime-switching stochastic volatility: Evidence from the crude oil market," Energy Economics, Elsevier, vol. 31(5), pages 779-788, September.
- Mark Holmes & Ping Wang, 2003. "Oil Price Shocks and the Asymmetric Adjustment of UK Output: A Markov-switching approach," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(2), pages 181-192.
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Cited by:
- Ibrahim Abada, 2012. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: The S-GaMMES model," Working Papers 1202, Chaire Economie du climat.
- Ibrahim Abada & Pierre-André Jouvet, 2013. "A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model," Working Papers 1308, Chaire Economie du climat.
- Ibrahim Abada, 2012. "Study of the evolution of the northwestern European natural gas markets using S-GaMMES," Working Papers 1203, Chaire Economie du climat.
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More about this item
Keywords
Resource /Energy Economics and Policy;JEL classification:
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- F01 - International Economics - - General - - - Global Outlook
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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