Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
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Publication:1706316
DOI10.1007/s10955-017-1915-7zbMath1386.82014OpenAlexW2771036324MaRDI QIDQ1706316
Publication date: 21 March 2018
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-017-1915-7
Other game-theoretic models (91A40) Phase transitions (general) in equilibrium statistical mechanics (82B26) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (5)
An elementary humanomics approach to boundedly rational quadratic models ⋮ Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition ⋮ Speculative and hedging interaction model in oil and U.S. dollar markets -- long-term investor dynamics and phases ⋮ Coopetitive games for management of marine transportation activity: a study case ⋮ Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise
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