Before revision:  It is well known  the market values of the main strategic resources such as oil, natural gas, uranium, copper,..., etc, fluctuate randomly following global and seasonal macro-economic parameters, these values are modeled using Markov switching L\'evy processes.
After revision:  It is well known the market values of the main strategic resources such as oil, natural gas, uranium, copper,..., etc, fluctuate randomly following global and seasonal macroeconomic parameters, these values are modeled using Markov switching L\'evy processes.