Safe marginal time of crude oil price via escape problem of econophysics
DOI10.1016/J.CHAOS.2020.109660zbMATH Open1483.91144OpenAlexW3011382118MaRDI QIDQ2120432FDOQ2120432
Authors: Jiang-Cheng Li, Na Leng, Guang-Yan Zhong, Yu Wei, Jia-sheng Peng 
Publication date: 31 March 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2020.109660
Recommendations
- Forecasting the crude oil prices based on econophysics and Bayesian approach
- On the dynamics of an oil price model
- Dynamic risk resonance between crude oil and stock market by econophysics and machine learning
- The time path of the marginal cost of oil: The turning point and the subsequent upward drift
- A stochastic oil price model for optimal hedging and risk management
- Multifractal Hurst analysis of crude oil prices
Economic time series analysis (91B84) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
Cites Work
- Algorithm AS 159: An Efficient Method of Generating Random R × C Tables with Given Row and Column Totals
- Introduction to Econophysics
- Title not available (Why is that?)
- Investment timing and optimal capacity choice for small hydropower projects
- Investment timing and learning externalities
- Entropy and predictability of stock market returns.
- Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
- Disentangling bipartite and core-periphery structure in financial networks
- Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks
- Do prey handling predators really matter: subtle effects of a Crowley-Martin functional response
- Computational intelligence applications to option pricing, volatility forecasting and value at risk
- Investment in high-frequency trading technology: a real options approach
- Title not available (Why is that?)
- The time delay restraining the herd behavior with Bayesian approach
- Coherence and anti-coherence resonance of corporation finance
- Econophysics and sociophysics: recent progress and future directions. Proceedings of the international workshop Econophys-2015, Jawaharlal Nehru University and University of Delhi, New Delhi, November 27 -- December 1, 2015
Cited In (3)
- The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems
- Stability of financial market driven by information delay and liquidity in delay agent-based model
- The time path of the marginal cost of oil: The turning point and the subsequent upward drift
Uses Software
This page was built for publication: Safe marginal time of crude oil price via escape problem of econophysics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2120432)
