A metric and topological analysis of determinism in the crude oil spot market
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DOI: 10.1016/j.eneco.2011.10.004
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- Facchini, Angelo & Rubino, Alessandro & Caldarelli, Guido & Di Liddo, Giuseppe, 2019. "Changes to Gate Closure and its impact on wholesale electricity prices: The case of the UK," Energy Policy, Elsevier, vol. 125(C), pages 110-121.
- Mastroeni, Loretta & Vellucci, Pierluigi & Naldi, Maurizio, 2019. "A reappraisal of the chaotic paradigm for energy commodity prices," Energy Economics, Elsevier, vol. 82(C), pages 167-178.
- Loretta Mastroeni & Pierluigi Vellucci, 2016. ""Butterfly Effect" vs Chaos in Energy Futures Markets," Papers 1610.05697, arXiv.org.
- Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
- Loretta Mastroeni & Pierluigi Vellucci, 2016. ""Chaos" in energy and commodity markets: a controversial matter," Papers 1611.07432, arXiv.org, revised Mar 2017.
- Lucía Inglada-Pérez & Pablo Coto-Millán, 2021. "A Chaos Analysis of the Dry Bulk Shipping Market," Mathematics, MDPI, vol. 9(17), pages 1-35, August.
- Gu, Rongbao & Zhang, Bing, 2016. "Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market," Energy Economics, Elsevier, vol. 53(C), pages 151-158.
- Vogl, Markus, 2022. "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
- Balcilar, Mehmet & Hammoudeh, Shawkat & Asaba, Nwin-Anefo Fru, 2015. "A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 72-89.
- Loretta Mastroeni & Pierluigi Vellucci, 2017. "“Chaos” In Energy And Commodity Markets: A Controversial Matter," Departmental Working Papers of Economics - University 'Roma Tre' 0218, Department of Economics - University Roma Tre.
- Esra ALP & Ünal SEVEN, 2019. "Türkiye Konut Piyasasında Etkinlik Analizi," Istanbul Business Research, Istanbul University Business School, vol. 48(1), pages 84-112, May.
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Keywords
Nonlinear dynamics; Chaos; Correlation dimension; Lyapunov exponents; Recurrence plots;All these keywords.
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