Symmetry/anti-symmetry phase transitions in crude oil markets

DOI10.1016/S0378-4371(02)01831-9zbMATH Open1017.91024OpenAlexW1992333588MaRDI QIDQ1867947FDOQ1867947

Authors: Angel Soriano, Myriam Cisneros, J. Alvarez-Ramírez, Rodolfo Suárez 

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

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zbMATH Keywords

price fluctuationsrisk-neutral transactionsZipf-type analysis

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

• An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting
• Empirical evidence of some stylized facts in international crude oil markets
• Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market
• Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition

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