FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2973201933> ?p ?o ?g. }

• W2973201933 endingPage "122693" @default.
• W2973201933 startingPage "122693" @default.
• W2973201933 abstract "Abstract The price dynamics of energy futures market is important factor affecting the global economy. This paper introduces a novel stochastic interacting energy futures price model to simulate price dynamics mechanism of energy futures market, where the two-dimension stochastic interacting epidemic system and random jump process are used to describe the most common and small price changes from interaction mechanism and the extreme and large changes from some external environments, respectively. Then, two statistics - daily logarithmic return and volatility duration average intensity (VDAI) are used to study the price fluctuation and volatility dynamics of the proposed model. In order to validate the rationality of the energy futures price model, the return series and VDAI series of the simulation data are investigated by some statistical analysis methods and complexity methods, which are compared with those of three important crude oil futures. The empirical results show that the proposed model can reproduce the price fluctuation and volatility dynamics of real crude oil futures market in terms of some statistical properties and complexity behaviors." @default.
• W2973201933 created "2019-09-19" @default.
• W2973201933 creator A5019611350 @default.
• W2973201933 creator A5027287554 @default.
• W2973201933 creator A5028331125 @default.
• W2973201933 date "2020-01-01" @default.
• W2973201933 modified "2023-09-29" @default.
• W2973201933 title "Fluctuation and volatility dynamics of stochastic interacting energy futures price model" @default.
• W2973201933 cites W1537415400 @default.
• W2973201933 cites W1607313394 @default.
• W2973201933 cites W1965453396 @default.
• W2973201933 cites W1966480229 @default.
• W2973201933 cites W1969731085 @default.
• W2973201933 cites W1980052797 @default.
• W2973201933 cites W1985002319 @default.
• W2973201933 cites W2005070052 @default.
• W2973201933 cites W2020041898 @default.
• W2973201933 cites W2027845471 @default.
• W2973201933 cites W2034804347 @default.
• W2973201933 cites W2044203091 @default.
• W2973201933 cites W2050500382 @default.
• W2973201933 cites W2051510192 @default.
• W2973201933 cites W2057116804 @default.
• W2973201933 cites W2069308542 @default.
• W2973201933 cites W2077770566 @default.
• W2973201933 cites W2083105542 @default.
• W2973201933 cites W2083487434 @default.
• W2973201933 cites W2083596943 @default.
• W2973201933 cites W2086062983 @default.
• W2973201933 cites W2089409887 @default.
• W2973201933 cites W2093196474 @default.
• W2973201933 cites W2095903124 @default.
• W2973201933 cites W2097124571 @default.
• W2973201933 cites W2100011707 @default.
• W2973201933 cites W2107563640 @default.
• W2973201933 cites W2122528211 @default.
• W2973201933 cites W2128003943 @default.
• W2973201933 cites W2139583658 @default.
• W2973201933 cites W2145140171 @default.
• W2973201933 cites W2155346360 @default.
• W2973201933 cites W2160151665 @default.
• W2973201933 cites W2210401039 @default.
• W2973201933 cites W2334206889 @default.
• W2973201933 cites W2410351558 @default.
• W2973201933 cites W2501180453 @default.
• W2973201933 cites W2564453000 @default.
• W2973201933 cites W2570823577 @default.
• W2973201933 cites W2572667484 @default.
• W2973201933 cites W2598848270 @default.
• W2973201933 cites W2610987970 @default.
• W2973201933 cites W2773197539 @default.
• W2973201933 cites W2778640573 @default.
• W2973201933 cites W2791577170 @default.
• W2973201933 cites W2794155062 @default.
• W2973201933 cites W2891479379 @default.
• W2973201933 cites W2893227230 @default.
• W2973201933 cites W2910843992 @default.
• W2973201933 cites W4239953570 @default.
• W2973201933 cites W4251428492 @default.
• W2973201933 cites W590239201 @default.
• W2973201933 cites W985360121 @default.
• W2973201933 doi "https://doi.org/10.1016/j.physa.2019.122693" @default.
• W2973201933 hasPublicationYear "2020" @default.
• W2973201933 type Work @default.
• W2973201933 sameAs 2973201933 @default.
• W2973201933 citedByCount "3" @default.
• W2973201933 countsByYear W29732019332022 @default.
• W2973201933 crossrefType "journal-article" @default.
• W2973201933 hasAuthorship W2973201933A5019611350 @default.
• W2973201933 hasAuthorship W2973201933A5027287554 @default.
• W2973201933 hasAuthorship W2973201933A5028331125 @default.
• W2973201933 hasConcept C106159729 @default.
• W2973201933 hasConcept C106306483 @default.
• W2973201933 hasConcept C121332964 @default.
• W2973201933 hasConcept C121864883 @default.
• W2973201933 hasConcept C149782125 @default.
• W2973201933 hasConcept C162324750 @default.
• W2973201933 hasConcept C187625094 @default.
• W2973201933 hasConcept C85393063 @default.
• W2973201933 hasConcept C91602232 @default.
• W2973201933 hasConceptScore W2973201933C106159729 @default.
• W2973201933 hasConceptScore W2973201933C106306483 @default.
• W2973201933 hasConceptScore W2973201933C121332964 @default.
• W2973201933 hasConceptScore W2973201933C121864883 @default.
• W2973201933 hasConceptScore W2973201933C149782125 @default.
• W2973201933 hasConceptScore W2973201933C162324750 @default.
• W2973201933 hasConceptScore W2973201933C187625094 @default.
• W2973201933 hasConceptScore W2973201933C85393063 @default.
• W2973201933 hasConceptScore W2973201933C91602232 @default.
• W2973201933 hasFunder F4320335787 @default.
• W2973201933 hasLocation W29732019331 @default.
• W2973201933 hasOpenAccess W2973201933 @default.
• W2973201933 hasPrimaryLocation W29732019331 @default.
• W2973201933 hasRelatedWork W1487804950 @default.
• W2973201933 hasRelatedWork W157463627 @default.
• W2973201933 hasRelatedWork W1577501698 @default.
• W2973201933 hasRelatedWork W1966453996 @default.
• W2973201933 hasRelatedWork W1974249788 @default.

• next