Nonlinear joint dynamics between prices of crude oil and refined products

DOI10.1016/j.physa.2014.10.061zbMath1402.91972OpenAlexW2052370413MaRDI QIDQ1783278

Guofeng Ma, Guangsheng Liu, Tao Zhang

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.10.061

zbMATH Keywords

nonlinearitycointegrationcross-correlationthreshold error correction model

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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