Yayın:
Chaotic Structure of Oil Prices

Basit öğe sayfası
dc.contributor.authorBildirici, Melike
dc.contributor.authorSonustun, Fulya Ozaksoy
dc.date.accessioned2026-06-27T14:11:40Z
dc.date.issued2018
dc.description.abstractThe fluctuations in oil prices are very complicated and therefore, it is unable to predict its effects on economies. For modelling complex system of oil prices, linear economic models are not sufficient and efficient tools. Thus, in recent years, economists attached great attention to non-linear structure of oil prices. For analyzing this relationship, GARCH types of models were used in some papers. Distinctively from the other papers, in this study, we aimed to analyze chaotic pattern of oil prices. Thus, it was used the Lyapunov Exponents and Hennon Map to determine chaotic behavior of oil prices for the selected time period.en
dc.description.urihttps://doi.org/10.1063/1.5020458
dc.identifier.doi10.1063/1.5020458
dc.identifier.isbn978-0-7354-1618-5
dc.identifier.issn0094-243X
dc.identifier.urihttps://hdl.handle.net/20.500.14981/57793
dc.identifier.volume1926
dc.identifier.wos000431625500009
dc.language.isoeng
dc.publisherAMER INST PHYSICS
dc.relation.conference6th International Eurasian Conference on Mathematical Sciences and Applications (IECMSA)
dc.relation.ispartof6TH INTERNATIONAL EURASIAN CONFERENCE ON MATHEMATICAL SCIENCES AND APPLICATIONS (IECMSA-2017)
dc.rightsopenAccess
dc.subjectOil price
dc.subjectBDS test
dc.subjectLyapunov Exponent
dc.subjectChaos
dc.subjectNon-linearity
dc.subjectSMOOTH TRANSITION
dc.subjectMathematics
dc.titleChaotic Structure of Oil Prices
dc.typeProceedings Paper
dspace.entity.typePublication
local.import.sourceWOS

Dosyalar

Koleksiyonlar

Yayınlar