Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
From MaRDI portal
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Information and ambiguity: herd and contrarian behaviour in financial markets
- Simple search methods for finding a Nash equilibrium
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
- Nash and correlated equilibria: Some complexity considerations
- Bounded versus unbounded rationality: The tyranny of the weak
- Lyapunov functions for semimartingale reflecting Brownian motions
- Muddling through: Noisy equilibrium selection
- The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.
- Speculation and Tobin taxes: Why sand in the wheels can increase economic efficiency
- Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
- Potential games
- Multidimensional reflected Brownian motions having exponential stationary distributions
- Concepts and models of a quantitative sociology. The dynamics of interacting populations
- Random economies with many interacting agents
- Excess demand functions
- Characterization of stationary distributions of reflected diffusions
- Discrete Choice with Social Interactions
- Balancing Bilinearly Interfering Elements
- An Algorithm for Dynamical Games with Fractal-Like Trajectories
- A Coopetitive Approach to Financial Markets Stabilization and Risk Management
- Algorithms for Payoff Trajectories in C 1 Parametric Games
- Refinements of Nash equilibrium in potential games
- Kalai-Smorodinsky Balances for N-Tuples of Interfering Elements
- The notion of a rational convex program, and an algorithm for the arrow-debreu Nash bargaining game
- Diagonalization of Quadratic Forms by Gauss Elimination
- Market Excess Demand Functions
- Computing correlated equilibria in multi-player games
- Entropy dissipation methods for degenerate parabolic problems and generalized Sobolev inequalities