On the predictability of energy commodity markets by an entropy-based computational method
Year of publication: |
February 2016
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Authors: | Benedetto, F. ; Giunta, G. ; Mastroeni, L. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 302-312
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Subject: | Computational methods | Entropy analysis | Market efficiency | Energy commodity markets | Risk management science | Entropie | Entropy | Energiemarkt | Energy market | Effizienzmarkthypothese | Efficient market hypothesis | Risikomanagement | Risk management | Rohstoffmarkt | Commodity market | Theorie | Theory |
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