Multiscale entropy analysis of crude oil price dynamics

Energy Economics

Volumn 33, Issue 5, 2011, Pages 936-947

  Martina, Esteban ^a   Rodriguez, Eduardo ^a   Escarela Perez, Rafael ^b   Alvarez Ramirez, Jose ^a  

^a DEPARTAMENTO DE QUÍMICA   (Mexico)

^b UNIVERSIDAD AUTÓNOMA METROPOLITANA AZCAPOTZALCO   (Mexico)

Author keywords

Crude oil; Economic recessions; Impact of extreme events; Multiscale entropy pattern

Indexed keywords

BUSINESS CYCLES; CRUDE OIL MARKET; CRUDE OIL PRICES; DIFFERENT TIME SCALE; ECONOMIC DOWNTURN; ECONOMIC RECESSIONS; ENTROPY CONCEPT; ENTROPY METHODS; ENTROPY VALUE; EXTREME EVENTS; IRAQ WAR; LOW ENTROPY; LOW-PASS FILTERING; MARKET EFFICIENCY; MARKET EVOLUTION; MULTISCALE ENTROPY; PRICE DIFFERENCE; PRICE EVOLUTION; PRICE FORMATION; REDUCED ENTROPY; SPECTRAL COMPONENTS; TIME HORIZONS; TIME-SCALES;

COMMERCE; COSTS; CRUDE OIL; ECONOMICS; EFFICIENCY; TIME MEASUREMENT;

ENTROPY;

BUSINESS CYCLE; COMPLEXITY; CRUDE OIL; ECONOMIC CONDITIONS; ENERGY MARKET; MACROECONOMICS; PRICE DYNAMICS;

EID: 80052159211     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.03.012     Document Type: Article

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