Archived publication
Archived publication
OlGA: A joint model for oil and gas prices
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