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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...
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| Publié dans: | Entropy (Basel) |
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| Auteurs principaux: | , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
MDPI
2019
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7514239/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21101018 |
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