A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market
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DOI: 10.1016/j.chaos.2022.112238
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Cited by:
- Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank, 2022. "Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
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- Xavier Brouty & Matthieu Garcin, 2022. "A statistical test of market efficiency based on information theory," Papers 2208.11976, arXiv.org.
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Keywords
Crude oil market efficiency; Singular value decomposition entropy; Covid-19; Pandemic;All these keywords.
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