Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis-Reference-Cited by-同舟云学术

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

Published:2006-07 Issue:4 Volume:28 Page:506-522
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Postali Fernando A.S.,Picchetti Paulo

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference23 articles.

1. Evaluating natural resource investments;Brennan;Journal of Business,1985

2. Petroleum Concessions with Extendible Options: Investment Timing and Value Using Mean Reversion and Jump Processes for Oil Prices;Dias,1999

3. Investment and hysteresis;Dixit;Journal of Economic Perspectives,1992

4. Investment Under Uncertainty;Dixit,1994

5. Stochastic convenience yield and the pricing of oil contingent claims;Gibson;Journal of Finance,1990

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