On the predictability of energy commodity markets by an entropy-based computational method
F. Benedetto, G. Giunta, L. Mastroeni
| 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 | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Risikomanagement | Risk management | Theorie | Theory | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662915