Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers

"This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of W...

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Detalles Bibliográficos
Autores principales: Fernández Bariviera, Aurelio, Zunino, Luciano, Rosso, Osvaldo A.
Formato: Artículos de Publicaciones Periódicas acceptedVersion
Lenguaje:Inglés
Publicado: 2022
Materias:
PETROLEO
PRECIOS
ANALISIS DE SERIES DE TIEMPO
TEORIA DE LA INFORMACION
Acceso en línea:http://ri.itba.edu.ar/handle/123456789/3873
Aporte de:
Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)

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