Chaos in oil prices? Evidence from futures markets

By B. Adrangi, Arjun Chatrath, Kanwalroop Kathy Dhanda, K. Raffiee. 2001

152 citations recorded by the source corpus.

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Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM (2020, background): “Additionally, Adrangi and Chatrath [20], Bildirici and Sonustun [82], and Lahmiri [21] also determined the existence of chaotic structure for oil prices.”
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic (2020, unknown): “However, mono-fractals cannot describe height-height correlation function (Barabási and Vicsek, 1991), while Multifractal Detrended Fluctuation Analysis (MF-DFA) can overcome this weakness (Kantelhardt et al., 2002, Alvarez-Ramirez et al., 2008).”
Is there co-movement of agricultural commodities futures prices and crude oil? (2011, background): “Various other studies suggest that crude oil prices have a statistically significant effect on economic activity (Adrangi et al., 2001; Berument et al., 2010; Brown and Yücel, 2001; Costantini and Martini, 2010; Fofana et al., 2009; Hamilton, 2009a; Hamilton, 2009b; Hanabusa, 2009; Hsing, 2007;…”
Forecasting Nonlinear Crude Oil Futures Prices (2006, background): “Adrangi and Chatrath (2001) also reported evidence of chaos in oil prices in the futures markets.”