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	Provedor de dados AgEcon (1) Autor Xu, Haiyan (1) Zhang, ZhongXiang (1) Palavra-chave C12 (1) C49 (1) F01 (1) Limit Probability of a Markov Chain (1) Log-normality Distribution (1) O13 (1) OPEC (1) Oil Price (1) Q41 (1) Q47 (1) Resource /Energy Economics and Policy (1) Trend Deduction Model (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2011 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última A Trend Deduction Model of Fluctuating Oil Prices AgEcon Xu, Haiyan; Zhang, ZhongXiang. Crude oil prices have been fluctuating over time and by a large range. It is the disorganization of oil price series that makes it difficult to deduce the changing trends of oil prices in the middle- and long-terms and predict their price levels in the short-term. Following a price-state classification and state transition analysis of changing oil prices from January 2004 to April 2010, this paper first verifies that the observed crude oil price series during the soaring period follow a Markov Chain. Next, the paper deduces the changing trends of oil prices by the limit probability of a Markov Chain. We then undertake a probability distribution analysis and find that the oil price series have a log-normality distribution. On this basis, we integrate the... Tipo: Working or Discussion Paper Palavras-chave: Oil Price; Log-normality Distribution; Limit Probability of a Markov Chain; Trend Deduction Model; OPEC; Resource /Energy Economics and Policy; Q41; Q47; C12; C49; F01; O13. Ano: 2011 URL: http://purl.umn.edu/101300 Registros recuperados: 1 Primeira ... 1 ... Última

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