Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach
Year of publication: |
2014
|
---|---|
Authors: | An, Haizhong ; Gao, Xiangyun ; Fang, Wei ; Ding, Yinghui ; Zhong, Weiqiong |
Published in: |
Applied Energy. - Elsevier, ISSN 0306-2619. - Vol. 136.2014, C, p. 1067-1075
|
Publisher: |
Elsevier |
Subject: | Crude oil prices | Co-movement | Fluctuation | Complex network |
-
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y., (2019)
-
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre, (2019)
-
A nonlinear empirical analysis of oil price co-movements
Coronado, Semei, (2018)
- More ...
-
The role of fluctuating modes of autocorrelation in crude oil prices
An, Haizhong, (2014)
-
An, Haizhong, (2014)
-
The evolution of communities in the international oil trade network
Zhong, Weiqiong, (2014)
- More ...