Afficher la notice abrégée
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 |
Fichier(s) constituant ce document
Ce document figure dans la(les) collection(s) suivante(s)
Afficher la notice abrégée