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

zbMATH Keywords

price fluctuationsrisk-neutral transactionsZipf-type analysis

Mathematics Subject Classification ID

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

Recommendations

• Dynamic responses to oil price shocks: conditional vs unconditional (a)symmetry
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Cites work

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

Cited in

(5)

• 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
• An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting
• Speculative and hedging interaction model in oil and U.S. dollar markets -- phase transition

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