Chaotic Fractal Characteristics of Crude Oil Market: Nonlinear Analysis Based on MF-DCCA

机译：原油市场的分形混沌特征：基于MF-DCCA的非线性分析

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In this paper, we apply the methods of system dynamics to study the chaotic fractal characteristics of crude oil market. MF-DCCA is used to study the relationship between the spot and future crude oil market in order to analyze the noise while trading. Th

机译：本文运用系统动力学方法研究了原油市场的混沌分形特征。 MF-DCCA用于研究现货和未来原油市场之间的关系，以便分析交易时的噪音。钍

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《IEEE Information Technology and Mechatronics Engineering Conference》|2020年|1788-1792|共5页
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Zichen Lu;
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WTI oil futures market; OPEC spot oil market; Emerging markets; MF-DCCA;

机译：WTI石油期货市场; OPEC现货石油市场;新兴市场; MF-DCCA;

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1. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis [J] . Gu RB, Chen HT, Wang YD Physica, A. Statistical mechanics and its applications . 2010,第14期

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2. Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method [J] . Zhu Pengfei, Tang Yong, Wei Yu, Physica, A. Statistical mechanics and its applications . 2019,第期

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3. Chaoticity and Fractality Analysis of an Artificial Stock Market Generated by the Multi-Agent Systems Based on the Co-evolutionary Genetic Programming [J] . Yoshikazu IKEDA, Shozo TOKINAGA IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences . 2004,第9期

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4. Policy Uncertainty and Stock Market Returns: Nonlinear Analysis Based on MF-DCCA [C] . Zichen Lu IEEE Advanced Information Technology, Electronic and Automation Control Conference . 2019

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5. Algorithms for determination of embedding dimensions for nonlinear analysis of chaotic time series and a study of fractal dimensions and predictabilities of weather attractors over the Eastern United States. [D] . Gao, Shangzuo. 1996

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6. Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis [O] . Yihong Sun, Xuemei Yuan, J E. Trinidad Segovia, 2021

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Chaotic Fractal Characteristics of Crude Oil Market: Nonlinear Analysis Based on MF-DCCA

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