Multifractal cross-correlations between crude oil and tanker freight rate-Reference-Cited by-同舟云学术

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Multifractal cross-correlations between crude oil and tanker freight rate

Published:2017-05 Issue: Volume:474 Page:344-354
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Chen Feier,Miao Yuqi,Tian Kang,Ding Xiaoxu,Li Tingyi

Funder

MOE (Ministry of Education in China) Project of Humanities and Social Sciences

Students Innovation Program

Inter-discipline Foundation of Social Science and Engineering of Shanghai Jiao Tong University

Center for Teaching and Learning Development of Shanghai Jiao Tong University

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference46 articles.

1. Oil Price Uncertainty;Elder,2012

2. The Determinants of Oil Prices;Angelier;Energy Stud. Rev.,1991

3. Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC;Ma;Physica A,2013

4. Cross-correlations between WTI crude oil market and US stock market: A perspective from econophysics;Wang;Acta Phys. Pol.,2012

5. Dynamic volatility spillovers across shipping freight markets;Tsouknidis;Transp. Res. Part E: Logist. Transp. Rev.,2016

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