SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Chaos in oil prices? Evidence from futures markets · Study

ArticleShelves

ArticleChaos in oil prices? Evidence from futures markets

Bahram Adrangi2001

Article2001

Chaos in oil prices? Evidence from futures markets

Bahram Adrangi · Arjun Chatrath · Kanwalroop Kathy Dhanda · Kambiz Raffiee

145 citations·0/0 files stored·Energy Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Financial Markets and Investment Strategies Economics of Agriculture and Food Markets

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 145 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1982Trends and random walks in macroeconmic time series 1988Trends and random walks in macroeconomic time series 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2015Proof that Properly Anticipated Prices Fluctuate Randomly

Cited by

2015Complexity testing techniques for time series data: A comprehensive literature review 2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis 2012Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis 2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak 2006A generalized pattern matching approach for multi-step prediction of crude oil price

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchangearticle · 22 shared references 2001The demand for US air transport service: a chaos and nonlinearity investigationarticle · 18 shared references 1988Some evidence concerning macroeconomic chaosarticle · 8 shared references 1996Testing for non-linearity in daily sterling exchange ratesarticle · 7 shared references 2000Martingales, nonlinearity, and chaosarticle · 7 shared references 1994Chaos and nonlinear forecastability in economics and financearticle · 7 shared references

Details

Year2001

Typearticle

Published2001-07-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations145

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/s0140-9883(00)00079-7

openalex_workW2076455487

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2014Predicting oil price movements: A dynamic Artificial Neural Network approach

2013The role of fluctuating modes of autocorrelation in crude oil prices

2009A novel algorithm for prediction of crude oil price variation based on soft computing