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- W2840300 abstract "Abstract : Supply and demand in the World oil market are balanced through responses to price movement with considerable complexity in the evolution of underlying supply-demand expectation process. In order to be able to understand the price balancing process, it is important to know the economic forces and the behavior of energy commodity spot price processes. The relationship between the different energy sources and its utility together with uncertainty also play a role in many important energy issues. The qualitative and quantitative behavior of energy commodities in which the trend in price of one commodity coincides with the trend in price of other commodities, have always raised the questions regarding their interactions. Moreover, if there is any interaction, then one would like to know the extent of influence on each other. In this work, we undertake the study to shed a light on the above highlighted processes and issues. The presented study systematically deals with the development of stochastic dynamic models and mathematical, statistical and computational analysis of energy commodity spot price and interaction processes." @default.
- W2840300 created "2016-06-24" @default.
- W2840300 creator A5073595742 @default.
- W2840300 date "2014-06-27" @default.
- W2840300 modified "2023-09-27" @default.
- W2840300 title "Stochastic Modeling and Analysis of Energy Commodity Spot Price Processes" @default.
- W2840300 hasPublicationYear "2014" @default.
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