OlGA: A joint model for oil and gas prices

Aas, Kjersti; Kåresen, Kjetil F.; Huseby, Ragnar Bang

November 01, 2002

SAMBA

• Areas: Finance and Insurance
• Keywords: Oil, gas, price modelling, autoregressive, correlation
• Page(s): 59
• Name and number of project: 220087
• Title: OlGA: A joint model for oil and gas prices
• Author(s): Aas, Kjersti; Kåresen, Kjetil F.; Huseby, Ragnar Bang
• Report number: SAMBA/28/02
• Published date: November 01, 2002