Random Fractal Structures in North American Energy Markets
In: Quantitative And Empirical Analysis Of Energy Markets
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- Serletis, Apostolos & Andreadis, Ioannis, 2004. "Random fractal structures in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 389-399, May.
References listed on IDEAS
- 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..
- Apostolos Serletis & Periklis Gogas, 1999. "The North American Natural Gas Liquids Markets are Chaotic," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 83-103.
- Serletis, A. & Gogas, P., 1998. "The North American Natural Gas Liquids Markets are Chaotic," Papers 98-10, Calgary - Department of Economics.
- Serletis, Apostolos & Gogas, Periklis, 1999. "The North American natural gas liquids markets are chaotic," MPRA Paper 1576, University Library of Munich, Germany.
- Barnett, William A. & Serletis, Apostolos, 2000.
"Martingales, nonlinearity, and chaos,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 24(5-7), pages 703-724, June.
- William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, EconWPA.
- 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.
- 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..
- Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004. "Testing for common features in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 401-414, May.
- 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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More about this item
KeywordsElectricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- N70 - Economic History - - Economic History: Transport, International and Domestic Trade, Energy, and Other Services - - - General, International, or Comparative
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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