Alvarez-Ramirez, Jose; Soriano, Angel; Cisneros, Myriam; … - In: Physica A: Statistical Mechanics and its Applications 322 (2003) C, pp. 583-596
Daily records of international crude oil prices are studied by means of a Zipf-type analysis. By using simple up-down information on price fluctuations, we have observed phase transitions between symmetric states, where occurrence of up and down fluctuations are almost equal, to anti-symmetric...