Work

Mean Reversion Versus Random Walk in Oil and Natural Gas Prices

Year: 2007

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-0-8176-4545-8_12

Author: Hélyette Geman

Institutions: École Supérieure des Sciences Économiques et Commerciales, Birkbeck, University of London

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2174312558

FWCI: 6.913

Cites: 14

Cited by: 57

Related to: 10