The role of fluctuating modes of autocorrelation in crude oil prices

Physica A: Statistical Mechanics and its Applications

Volumn 393, Issue , 2014, Pages 382-390

  An, Haizhong ^a,b,c   Gao, Xiangyun ^a,b,c   Fang, Wei ^a,b,c   Huang, Xuan ^a,c   Ding, Yinghui ^a,c  

^a CHINA UNIVERSITY OF GEOSCIENCES   (China)

^b China University of Geosciences Beijing)   (China)

^c China University of Geosciences   (China)

Author keywords

Autocorrelation; Complex network; Crude oil price; Fluctuating modes; Time series

Indexed keywords

AUTOCORRELATION; COMPLEX NETWORKS; COSTS; SPECTRUM ANALYSIS; STATISTICAL PHYSICS; TIME SERIES;

ANALYTICAL METHOD; AUTOCORRELATION COEFFICIENT; AUTOCORRELATION FLUCTUATIONS; FLUCTUATING MODES; SPECTRAL ANALYSIS METHOD; STATISTICAL PROPERTIES; TIME SERIES CHARACTERISTIC; TRANSMISSION MEDIUM;

CRUDE OIL PRICE;

EID: 84886585101     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.08.055     Document Type: Article

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