Volume 12 (2023)
Volume 11 (2022)
Volume 10 (2021)
Volume 9 (2020)
Volume 8 (2019)
Volume 7 (2018)
Volume 6 (2017)
Volume 5 (2016)
Volume 4 (2015)
Volume 3 (2014)
Volume 2 (2013)
Volume 1 (2012)
Author = Farahani, Maryam
Number of Articles: 2
Modeling Uncertainty of Iran’s Oil by Mean Reverting Stochastic Process
Volume 3, Issue 9 , January 2014, , Pages 175-197
Abstract
Uncertainty is different from risk. When a variable is having uncertainty, as oil prices where unique characteristics are expected, risk analysis can not explain the behavior of that variable. Stochastic differential equations are able to model the behavior of such variables. Mean reverting stochastic ... Read MoreEffect of Oil Price Volatility on Exchange Rate Volatilities in the Selected OPEC Countries
Volume 1, Issue 2 , April 2012, , Pages 59-71