The Long-Run Evolution of Energy Prices

B-Tier
Journal: The Energy Journal
Year: 1999
Volume: 20
Issue: 2
Pages: 1-27

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper I examine the long-run behavior of oil, coal, and natural gas prices, using up to 127 years of data, and address the following questions: Mat does over a century of data tell us about the stochastic dynamics of price evolution, and how it should be modelled? Can models of reversion to stochastically fluctuating trend lines help us forecast prices over horizons of 20 years or more? And what do the answers to these questions tell us about investment decisions that are dependent on prices and their stochastic evolution ?

Technical Details

RePEc Handle
repec:sae:enejou:v:20:y:1999:i:2:p:1-27
Journal Field
Energy
Author Count
1
Added to Database
2026-01-29