Has the Last Super Cycle in Crude Oil Price Ended? A Maximum Drawdown Approach using Fractional Brownian Motion


Vardar Acar C., Ünalmış İ., Erdem Küçükbıçakcı F. P.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, vol.1, no.1, pp.1-22, 2024 (SCI-Expanded)

  • Publication Type: Article / Article
  • Volume: 1 Issue: 1
  • Publication Date: 2024
  • Doi Number: 10.1002/asmb.2905
  • Journal Name: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Business Source Elite, Business Source Premier, Communication Abstracts, Compendex, INSPEC, Metadex, zbMATH, Civil Engineering Abstracts
  • Page Numbers: pp.1-22
  • Middle East Technical University Affiliated: Yes

Abstract

Has the Last Super Cycle in Crude Oil Price Ended? A Maximum Drawdown Approach using Fractional Brownian Motion