Alternative method to predict the Break-Even oil price for  Financial Sustainability Goals: Evidence from Algeria under Black-Scholes model

Bentouir, Naima; Bendob, Ali

dc.contributor.author	Bentouir, Naima
dc.contributor.author	Bendob, Ali
dc.date.accessioned	2023-03-21T10:22:09Z
dc.date.available	2023-03-21T10:22:09Z
dc.date.issued	2022-12-31
dc.identifier.citation	Bentouir, N.& Bendob, A. (2022), Alternative method to predict the Break-Even oil price for Financial Sustainability Goals: Evidence from Algeria under Black-Scholes model. khazzartech الاقتصاد الصناعي. (2(12), 1-23)	fr_FR
dc.identifier.issn	1112-7856
dc.identifier.uri	http://dspace.univ-batna.dz/xmlui/handle/123456789/3972
dc.description.abstract	We aimed to sort-out an alternative method to predict the Break-even oil price using the benchmark model Black-Sholes. The investigation based on daily oil prices data covering the period of 02/01/2013 to 21/09/2020. The main results highlighted a significant and strong correlation between the fiscal breakeven prices based on the Black-Scholes model and the external breakeven price, with a weak correlation with the IMF’s fiscal breakeven prices, which means that the Black-Scholes model is outperforming to predict the fiscal oil prices in comparison with the IMF method. The findings also indicated a negative correlation between the B-S and the reference prices indicated in Algeria's public budget.	fr_FR
dc.language.iso	en	fr_FR
dc.publisher	University of Batna 1	fr_FR
dc.subject	Financial sustainability	fr_FR
dc.subject	Break-Even price	fr_FR
dc.subject	Options contract	fr_FR
dc.subject	Public budget	fr_FR
dc.subject	Hedging.	fr_FR
dc.title	Alternative method to predict the Break-Even oil price for Financial Sustainability Goals: Evidence from Algeria under Black-Scholes model	fr_FR
dc.type	Article	fr_FR