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Complexity of agricultural commodity cycle: a chaotic time series analysis

Sakai, Kenshi; Managi, Shunsuke; Demura, Katsuhiko - In: International Journal of Agricultural Resources, … 3 (2004) 3/4, pp. 266-287

Most empirical investigations of agricultural markets have been conducted using linear models. Therefore, nonlinear dynamic patterns of the market cannot be predicted based on these models under any circumstances. Consequently, little is known about the role of nonlinear dynamics and the whether...

Persistent link: https://www.econbiz.de/10010816449

Determinism in Financial Time Series

Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 3, pp. 1134-1134

address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …

Persistent link: https://www.econbiz.de/10004966269

Determinism in Financial Time Series

Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2003) 3, pp. 1134-1134

Persistent link: https://www.econbiz.de/10005246284

A reappraisal of the chaotic paradigm for energy commodity prices

Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178

Persistent link: https://www.econbiz.de/10012173910

Public debt, economic growth and nonlinear effects : myth or reality?

Égert, Balázs - In: Journal of macroeconomics 43 (2015), pp. 226-238

Persistent link: https://www.econbiz.de/10011507098

Nonlinear dynamics in crude oil benchmarks : an AMH perspective

Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801

Persistent link: https://www.econbiz.de/10012204932

The literature on the finance-growth nexus in the aftermath of the financial crisis : a review

Carré, Emmanuel; L'Oeillet, Guillaume - In: Comparative economic studies 60 (2018) 1, pp. 161-180

Persistent link: https://www.econbiz.de/10012172167

On the relation between global food and crude oil prices : an empirical investigation in a nonlinear framework

Cheng, Sheng; Cao, Yan - In: Energy economics 81 (2019), pp. 422-432

Persistent link: https://www.econbiz.de/10012172759

Aspects of governance and CO2 emissions : a non-linear panel data analysis

Tarverdi, Yashar - In: Environmental & resource economics : the official … 69 (2018) 1, pp. 167-194

Persistent link: https://www.econbiz.de/10011938649

Finance, globalisation, technology and inequality : do nonlinearities matter?

Gravina, Antonio Francesco; Lanzafame, Matteo - In: Economic modelling 96 (2021), pp. 96-110

Persistent link: https://www.econbiz.de/10012745341