Oil price dynamics: A behavioral finance approach with heterogeneous agents

Energy Economics

Volumn 32, Issue 6, 2010, Pages 1427-1434

  Ellen, Saskia ter ^a   Zwinkels, Remco C J ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Behavioral finance; Fundamentalists and chartists; Oil price

Indexed keywords

BEHAVIORAL FINANCE; ESTIMATION RESULTS; FUNDAMENTALISTS AND CHARTISTS; HETEROGENEOUS AGENTS; MEAN-REVERSION; OIL MARKET; OIL PRICES; RANDOM WALK; REAL COMPONENTS; RULES BASED;

COMMERCE; ECONOMICS; GAS INDUSTRY; PROFITABILITY;

COSTS;

COMMODITY PRICE; DEMAND ANALYSIS; FORECASTING METHOD; NUMERICAL MODEL; OIL SUPPLY; PRICE DYNAMICS; PROFITABILITY; RANDOM WALK METHOD; VECTOR AUTOREGRESSION;

EID: 78149407647     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.03.003     Document Type: Article

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