A metric and topological analysis of determinism in the crude oil spot market

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)584-591
Number of pages8
JournalEnergy Economics
Volume34
Issue number2
DOIs
StatePublished - Mar 2012

ASJC Scopus Subject Areas

  • Economics and Econometrics
  • General Energy

Keywords

  • Chaos
  • Correlation dimension
  • Lyapunov exponents
  • Nonlinear dynamics
  • Recurrence plots

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