Random fractal structures in North American energy markets
AbstractThe following sections are included:IntroductionData and Statistical AnalysisThe Above and Below Test for RandomnessThe Hurst TestA Fractal Noise ModelThe Power SpectrumThe Structure Function TestA Multifractal Data AnalysisOn Turbulent BehaviorConclusion
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- Apostolos Serletis & Periklis Gogas, 2007.
"The North American Natural Gas Liquids Markets are Chaotic,"
World Scientific Book Chapters,
in: Quantitative And Empirical Analysis Of Energy Markets, chapter 17, pages 225-244
World Scientific Publishing Co. Pte. Ltd..
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- William Barnett & Apostolos Serletis, 2012. "Martingales, Nonlinearity, And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201225, University of Kansas, Department of Economics, revised Sep 2012.
- Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004.
"Testing for common features in North American energy markets,"
Elsevier, vol. 26(3), pages 401-414, May.
- Apostolos Serletis & Ricardo Rangel-Ruiz, 2007. "Testing for Common Features in North American Energy Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187 World Scientific Publishing Co. Pte. Ltd..
- Summers, Lawrence H, 1986. " Does the Stock Market Rationally Reflect Fundamental Values?," Journal of Finance, American Finance Association, vol. 41(3), pages 591-601, July.
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