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A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market
This work investigates the impact of the Covid-19 outbreak on crude oil market efficiency. The approach is based on the singular value decomposition (SVD) entropy. Iso-distributional surrogate data test was used to contrast the results against random patterns, and phase randomization based on Fourie...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9124954/ https://www.ncbi.nlm.nih.gov/pubmed/35645467 http://dx.doi.org/10.1016/j.chaos.2022.112238 |