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Volumn 24, Issue 6, 2002, Pages 615-628

The effect of uncertainty and aggregate investments on crude oil price dynamics

Author keywords

Oil price dynamics; Stochastic optimal control

Indexed keywords

COSTS; CRUDE PETROLEUM; INVESTMENTS;

EID: 0036853315     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(02)00016-6     Document Type: Article
Times cited : (9)

References (10)
  • 4
  • 8
    • 0000792991 scopus 로고    scopus 로고
    • The stochastic behaviour of commodity prices: Implications for valuation and hedging
    • (1997) J. Financ , vol.52 , Issue.3 , pp. 923-973
    • Schwartz, E.1
  • 10
    • 0032376304 scopus 로고    scopus 로고
    • Valuation of a European futures option in the BIFFEX market
    • (1999) J. Futures Mark , vol.18 , Issue.2 , pp. 167-175
    • Tvedt, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.