Safe marginal time of crude oil price via escape problem of econophysics

DOI10.1016/j.chaos.2020.109660zbMath1483.91144OpenAlexW3011382118MaRDI QIDQ2120432

Guang-Yan Zhong, Na Leng, Yu Wei, Jiang-Cheng Li, Jia-sheng Peng

Publication date: 31 March 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109660

zbMATH Keywords

econophysicscrude oil priceentropy and predictabilityescape theorysafe marginal time

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84)

Related Items

The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems ⋮ Stability of financial market driven by information delay and liquidity in delay agent-based model

Uses Software

• AS 159

Cites Work

• Unnamed Item
• Unnamed Item
• Algorithm AS 159: An Efficient Method of Generating Random R × C Tables with Given Row and Column Totals
• Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion
• Disentangling bipartite and core-periphery structure in financial networks
• Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks
• Investment timing and learning externalities
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
• Do prey handling predators really matter: subtle effects of a Crowley-Martin functional response
• Computational intelligence applications to option pricing, volatility forecasting and value at risk
• Investment in high-frequency trading technology: a real options approach
• Entropy and predictability of stock market returns.
• The time delay restraining the herd behavior with Bayesian approach
• Coherence and anti-coherence resonance of corporation finance
• Investment timing and optimal capacity choice for small hydropower projects
• Introduction to Econophysics
• Econophysics and sociophysics: recent progress and future directions. Proceedings of the international workshop Econophys-2015, Jawaharlal Nehru University and University of Delhi, New Delhi, November 27 -- December 1, 2015