Oil prices - Brownian motion or mean reversion? A study using a one year ahead density forecast criterion

File Description SizeFormat 
Energy Economics_32_6_2010.pdfAccepted version937.43 kBAdobe PDFView/Open
Title: Oil prices - Brownian motion or mean reversion? A study using a one year ahead density forecast criterion
Authors: Meade, N
Item Type: Journal Article
Issue Date: 17-Aug-2010
URI: http://hdl.handle.net/10044/1/15615
DOI: http://dx.doi.org/10.1016/j.eneco.2010.07.010
ISSN: 0140-9883
Publisher: ELSEVIER SCIENCE BV
Start Page: 1485
End Page: 1498
Journal / Book Title: ENERGY ECONOMICS
Volume: 32
Issue: 6
Copyright Statement: Copyright © 2010 Elsevier B.V. All rights reserved. NOTICE: this is the author’s version of a work that was accepted for publication in Energy Economics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Energy Economics, 32(6), 2010. DOI:10.1016/j.eneco.2010.07.010
Publication Status: Published
Appears in Collections:Imperial College Business School



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commonsx