Reconstructing time series into a complex network to assess the evolution dynamics of the correlations among energy prices
Reconstructing a time series into a complex network can help uncover the dynamic information hidden in the time series. Previous studies mainly focused on the long-term relationship between two energy prices, and traditional econometric methods poorly reflect the evolution of correlations among vari...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-06-01
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| Series: | Open Physics |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/phys.2018.16.issue-1/phys-2018-0047/phys-2018-0047.xml?format=INT |