Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition
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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)
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