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Crude oil prices : trends and forecast / / Noureddine Krichene ; authorized for distribution by Benedicte Vibe Christensen
| Crude oil prices : trends and forecast / / Noureddine Krichene ; authorized for distribution by Benedicte Vibe Christensen |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Altri autori (Persone) | ChristensenBenedicte Vibe |
| Collana | IMF working paper |
| Soggetto topico | Petroleum products - Prices - Forecasting |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463999903321 |
Krichene Noureddine
|
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene
| Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Forecasting
Investments: Energy Inflation Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Energy: General Commodity Markets Investment & securities Oil prices Asset prices Oil Commodity prices Petroleum industry and trade |
| ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788237603321 |
|
Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene
| Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
| Autore | Krichene Noureddine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 pages) : illustrations |
| Disciplina | 338.232820112 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Forecasting
Asset prices Commodity Markets Commodity prices Deflation Energy: Demand and Supply Energy: General Inflation Investment & securities Investments: Energy Macroeconomics Oil prices Oil Petroleum industry and trade Price Level Prices |
| ISBN |
9786612840852
9781462390106 1462390102 9781451996371 1451996373 9781282840850 1282840851 9781451869927 1451869924 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Recent Evolution of Oil Prices -- III. Modeling Oil Prices as Levy Process -- IV. Oil Price Process as Normal Inverse Gaussian Process -- V. Estimation of Oil Price Process as a Normal Inverse Gaussian Process -- VI. Market Incompleteness and Esscher Transform -- VII. Density Forecast of Crude Oil Prices: The Inverse Problem -- VIII. Conclusions -- Tables -- 1. Descriptive Statistics for Oil Price Returns -- 2. Oil Price as Normal Inverse Distribution, Parameterization -- 3. Oil Price as Normal Inverse Distribution, Parameterization -- Figures -- 1. Oil Daily Futures Prices, January 2000-October 2007 -- 2a. Empirical Distribution of Oil Price Returns 2000M1-2003M4 -- 2b. Empirical Distribution of Oil Price Returns, 2003M5-2007M10 -- 3. Oil Price Returns GARCH(1.1) Volatility, January 2000-October 2007 -- References. |
| Record Nr. | UNINA-9910961121403321 |
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Krichene Noureddine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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World Market Price of Oil : Impacting Factors and Forecasting / / by Adalat Muradov, Yadulla Hasanli, Nazim Hajiyev
| World Market Price of Oil : Impacting Factors and Forecasting / / by Adalat Muradov, Yadulla Hasanli, Nazim Hajiyev |
| Autore | Muradov Adalat |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (194 pages) |
| Disciplina |
338.232820112
333.8232 |
| Collana | SpringerBriefs in Economics |
| Soggetto topico |
Natural resources
Development economics Economic development Natural Resource and Energy Economics Development Economics Economic Growth |
| ISBN | 3-030-11494-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Chapter 1: Theoretical-Methodological Principles of the Problem -- Chapter 2: Creating Econometric Models: Evaluation and Analysis -- Chapter 3: Forecasting The Oil Prices in the World Market. |
| Record Nr. | UNINA-9910337674403321 |
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Muradov Adalat
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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