Short-term predictability of crude oil markets : a detrended fluctuation analysis approach
Year of publication: |
2008
|
---|---|
Authors: | Alvarez-Ramirez, Jose ; Alvarez, Jesus ; Rodríguez Oreggia y Román, Eduardo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 30.2008, 5, p. 2645-2656
|
Subject: | Ölmarkt | Oil market | Korrelation | Correlation | ARMA-Modell | ARMA model | Welt | World | 1987-2007 |
-
Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?
Benmoussa, Amor-Aniss, (2023)
-
How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing, (2017)
-
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li, (2013)
- More ...
-
A multiscale entropy approach for market efficiency
Alvarez-Ramirez, Jose, (2012)
-
Crude oil market efficiency and modeling : insights from the multiscaling autocorrelation pattern
Alvarez-Ramirez, Jose, (2010)
-
Time-varying Hurst exponent for US stock markets
Alvarez-Ramirez, Jose, (2008)
- More ...