CRUDE OIL PRICE MODELLING WITH LEVY PROCESS

The increased oil prices worldwide are having a great impact on all economicactivities. That’s why research on the dynamic behavior of crude oil prices hasbecome a hot issue in recent years. Especially the recent changes in crude oil pricebehaviour between 2007 and 2009 revived the...

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Bibliographic Details
Main Authors: Murat Gencer, GazanferUnal
Format: Article
Language:English
Published: Social Sciences Research Society 2012-07-01
Series:International Journal of Economics and Finance Studies
Online Access:http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/2012_2/murat_gencer.pdf