Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers
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Other versions of this item:
- Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2017. "Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers," Papers 1704.04442, arXiv.org.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Parker, Edgar, 2017. "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper 80036, University Library of Munich, Germany.
More about this item
Keywordseconophysics; permutation entropy; permutation statistical complexity; WTI; informational efficiency; geopolitical events;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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