Chaotic structure of oil prices

DOI10.1063/1.5020458zbMath1469.37066OpenAlexW2783944840MaRDI QIDQ3382100

Melike Bildirici, Fulya Ozaksoy Sonustun

Publication date: 20 September 2021

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5020458

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Dynamical systems in optimization and economics (37N40)

Uses Software

• Chaostest

Cites Work

• A single-blind controlled competition among tests for nonlinearity and chaos
• Quantitative universality for a class of nonlinear transformations
• Deterministic Nonperiodic Flow
• Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable

This page was built for publication: Chaotic structure of oil prices