Crude Oil Price Dynamics With Crash Risk Under Fundamental Shocks

2020 ◽  
Author(s):  
Cho-Hoi Hui ◽  
Chi-Fai Lo ◽  
Chi-Hin Cheung ◽  
Andrew Wong
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Crash Risk ◽  
Price Dynamics ◽  
Crude Oil Price

Crude oil price dynamics with crash risk under fundamental shocks

2020 ◽  
Vol 54 ◽  
pp. 101238
Author(s):  
Cho-Hoi Hui ◽  
Chi-Fai Lo ◽  
Chi-Hin Cheung ◽  
Andrew Wong
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Crash Risk ◽  
Price Dynamics ◽  
Crude Oil Price

Crude Oil Price Dynamics with Crash Risk Under Fundamental Shocks

2020 ◽  
Author(s):  
Cho-Hoi Hui ◽  
Chi-Fai Lo ◽  
Chi-Hin Cheung ◽  
Andrew Wong
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Crash Risk ◽  
Price Dynamics ◽  
Crude Oil Price

scholarly journals Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics

Entropy ◽  
2015 ◽  
Vol 17 (12) ◽  
pp. 7167-7184 ◽  
Author(s):  
Yingchao Zou ◽  
Lean Yu ◽  
Kaijian He
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Price Dynamics ◽  
Crude Oil Price ◽  
Wavelet Entropy

Multiscale entropy analysis of crude oil price dynamics

2011 ◽  
Vol 33 (5) ◽  
pp. 936-947 ◽  
Author(s):  
Esteban Martina ◽  
Eduardo Rodriguez ◽  
Rafael Escarela-Perez ◽  
Jose Alvarez-Ramirez
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Multiscale Entropy ◽  
Price Dynamics ◽  
Entropy Analysis ◽  
Crude Oil Price

Power-law periodicity in the 2003–2004 crude oil price dynamics

2005 ◽  
Vol 349 (3-4) ◽  
pp. 625-640 ◽  
Author(s):  
Jose Alvarez-Ramirez ◽  
Carlos Ibarra-Valdez ◽  
Araceli Bernabe ◽  
Eduardo Rodriguez
Keyword(s):  
Crude Oil ◽  
Power Law ◽  
Oil Price ◽  
Price Dynamics ◽  
Crude Oil Price

A multi-model approach for describing crude oil price dynamics

2004 ◽  
Vol 338 (3-4) ◽  
pp. 567-584 ◽  
Author(s):  
Araceli Bernabe ◽  
Esteban Martina ◽  
Jose Alvarez-Ramirez ◽  
Carlos Ibarra-Valdez
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Price Dynamics ◽  
Crude Oil Price ◽  
Model Approach
Sign in / Sign up

Export Citation Format

Share Document