Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 87, Issue 1, 2013, Pages

  Zheng, Zeyu ^a   Yamasaki, Kazuko ^a,b   Tenenbaum, Joel N ^b   Stanley, H Eugene ^b  

^a TOKYO UNIVERSITY OF INFORMATION SCIENCES   (Japan)

^b USA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ABSOLUTE VALUES; CARBON DIOXIDE EMISSIONS; CHARACTERISTIC TIME; COMMODITIES MARKET; COMMODITY FUTURES; CROSS-CORRELATION COEFFICIENT; CROSS-CORRELATION FUNCTION; CRUDE OIL FUTURES; EMISSION ALLOWANCES; EU EMISSIONS; FINANCIAL ASSETS; HIERARCHICAL STRUCTURES; METRIC DISTANCES; MINIMAL SPANNING TREE; STOCK MARKET; TIME LAG;

CARBON DIOXIDE; CRUDE OIL; ECONOMICS; FINANCE; TIME SERIES;

COMMERCE;

CARBON DIOXIDE;

ARTICLE; COMMERCIAL PHENOMENA; COMPUTER SIMULATION; ECONOMICS; FINANCIAL MANAGEMENT; STATISTICAL MODEL; STATISTICS;

CARBON DIOXIDE; COMMERCE; COMPUTER SIMULATION; FINANCIAL MANAGEMENT; MODELS, ECONOMIC;

EID: 84873047290     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.87.012814     Document Type: Article

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