Cargando…

Complexity Synchronization of Energy Volatility Monotonous Persistence Duration Dynamics

A new concept named volatility monotonous persistence duration (VMPD) dynamics is introduced into the research of energy markets, in an attempt to describe nonlinear fluctuation behaviors from a new perspective. The VMPD sequence unites the maximum fluctuation difference and the continuous variation...

Descripción completa

Detalles Bibliográficos
Autores principales: Jia, Linlu, Ke, Jinchuan, Wang, Jun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514239/
http://dx.doi.org/10.3390/e21101018