Are oil markets chaotic? A non-linear dynamic analysis
By Epaminondas Panas, V. Ninni. 2000
135 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/531efbdf5605da01f4170b52541bb92fd87f4a60
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Ruijin Du
- Minggang Wang
- H. Eugene Stanley
- Longfeng Zhao
- F. Foroutan
- Saeed Moshiri
- Wei Fang
- Xuan Huang
In Statistical and Nonlinear Physics
- F. Foroutan
- Saeed Moshiri
- Minggang Wang
- Wei Fang
- Xuan Huang
- H. Eugene Stanley
- Xiangyun Gao
- Haizhong An
Citations in the corpus
- The role of fluctuating modes of autocorrelation in crude oil prices (2014, background): “Autocorrelation also appears in the time series of crude oil prices, and it keeps the crude oil price in a fluctuating state over time [18–20].”
- Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application (2017, methodology): “As a further example, we use data from the U.S. Energy Information Administration on the crude oil future contract 1 (Dollars per Barrel) from 4 April 1983 to 28 March 1985, and find that they exhibit chaotic and long-range correlations [38–39].”
- Forecasting Nonlinear Crude Oil Futures Prices (2006, background): “Panas and Ninni (2000) found strong evidence of chaos in a number of oil products in the Rotterdam and Mediterranean petroleum markets.”