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Volumn 49, Issue 4, 2015, Pages 1553-1558

Analysis of the nonlinear relationship between commodity prices in the last two decades

Author keywords

Commodities; Complex networks; Cross correlation; Econophisycs; Multifractality

Indexed keywords


EID: 84930764754     PISSN: 00335177     EISSN: 15737845     Source Type: Journal    
DOI: 10.1007/s11135-014-0067-y     Document Type: Article
Times cited : (6)

References (6)
  • 1
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    • Quantifying and interpreting collective behavior in financial markets
    • Gopikrishnan, P., Rosenow, B., Plerou, V., Stanley, H.E.: Quantifying and interpreting collective behavior in financial markets. Phys. Rev. E 64, 035106-R (2001)
    • (2001) Phys. Rev. E , vol.64
    • Gopikrishnan, P.1    Rosenow, B.2    Plerou, V.3    Stanley, H.E.4
  • 3
    • 77951297600 scopus 로고    scopus 로고
    • Correlations and cross-correlations in the Brazilian agrarian commodities and stocks
    • LeiteSiqueira Jr, E., Stošić, T., Bejan, L., Stošić, B.: Correlations and cross-correlations in the Brazilian agrarian commodities and stocks. Phys. A 389, 2739–2743 (2010)
    • (2010) Phys. A , vol.389 , pp. 2739-2743
    • LeiteSiqueira, E.1    Stošić, T.2    Bejan, L.3    Stošić, B.4
  • 4
    • 0037323150 scopus 로고    scopus 로고
    • Multifractal properties of price fluctuations of stocks and commodities
    • Matia, K., Ashkenazy, Y., Stanley, H.E.: Multifractal properties of price fluctuations of stocks and commodities. Europhys. Lett. 61, 422–428 (2003)
    • (2003) Europhys. Lett. , vol.61 , pp. 422-428
    • Matia, K.1    Ashkenazy, Y.2    Stanley, H.E.3
  • 5
    • 40849127187 scopus 로고    scopus 로고
    • Detrended Cross-Correlation Analysis: A new method for analyzing two no stationary time series
    • Podobnik, B., Stanley, H.E.: Detrended Cross-Correlation Analysis: A new method for analyzing two no stationary time series. Phys. Rev. Lett. 100, 084102 (2008)
    • (2008) Phys. Rev. Lett , vol.100
    • Podobnik, B.1    Stanley, H.E.2
  • 6
    • 67349181735 scopus 로고    scopus 로고
    • Wavelet leaders: a new method to estimate the multifractal singularity spectra
    • Serrano, E., Figliola, A.: Wavelet leaders: a new method to estimate the multifractal singularity spectra. Phys. (A) 388, 2793–2805 (2009)
    • (2009) Phys. (A) , vol.388 , pp. 2793-2805
    • Serrano, E.1    Figliola, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.