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A study on chaos in crude oil markets before and after 2008 international financial crisis · Study

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ArticleA study on chaos in crude oil markets before and after 2008 international financial crisis

Salim Lahmiri2016

Article2016

A study on chaos in crude oil markets before and after 2008 international financial crisis

51 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Market Dynamics and Volatility Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series 2016Cross-correlations between Baltic Dry Index and crude oil prices 2015Long memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis 2010Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis 2013Cross-correlations between crude oil and agricultural commodity markets 2014Testing the weak-form efficiency of the WTI crude oil futures market 2006Chaotic analysis of the foreign exchange rates

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2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 2022Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets

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Year2016

Typearticle

Published2016-09-29

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations51

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.physa.2016.09.031

openalex_workW2523759904

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