Symmetry/anti-symmetry phase transitions in crude oil markets

DOI10.1016/S0378-4371(02)01831-9zbMath1017.91024OpenAlexW1992333588MaRDI QIDQ1867947

Angel Soriano, Myriam Cisneros, José de Jesús Álvarez-Ramírez

Publication date: 23 April 2003

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

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01831-9

zbMATH Keywords

price fluctuationsrisk-neutral transactionsZipf-type analysis

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting ⋮ Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System ⋮ DETECTING FRACTAL/MULTIFRACTAL AND ASYMMETRIC PROPERTIES IN AN ARTIFICIAL QUOTE-DRIVEN FINANCIAL MARKET

Cites Work

• Multifractal Hurst analysis of crude oil prices
• Statistical physics in foreign exchange currency and stock markets
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

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