Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach
Uncertainty in oil markets has led economic researchers to the use of stochastic processes. The purpose of this paper, is the use of stochastic differential models to predict the crude oil price of West Texas Intermediate (WTI) and compare the forecasting performance of these models with ARIMA and G...
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| Format: | Article |
| Language: | fas |
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Semnan University
2018-03-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3686_bcc428e4e884c730ae4cb34a3526dd25.pdf |