Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying; Huang, … - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 235-246
security. Therefore, investigating the dynamics of frequent price shocks of crude oil markets seems to be crucial and necessary …-event times and series of counts) to study the temporal properties of price shock sequences in crude oil markets, such as …-clusterization of the events. It could give us some useful information to better understand the nature and dynamics of crude oil markets. …