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2012 | 12 | 2 |

Tytuł artykułu

Entropy analysis of energy price movement

Autorzy

Treść / Zawartość

Warianty tytułu

PL
Analiza entropii zmiennosci cen energii

Języki publikacji

EN

Abstrakty

EN
PL

Wydawca

-

Rocznik

Tom

12

Numer

2

Opis fizyczny

p.101-104,fig.,ref.

Twórcy

autor
  • University of Life Sciences in Lublin, Doswiadczalna 50A, 20-280 Lublin, Poland

Bibliografia

  • 1. Alvarez-Ramirez J., Rodriguez E., AlvarezJ. 2012: A multiscale entropy approach for market efficiency, International Review of Financial Analysis, Volume 21, Pages 64-69, ISSN 1057-5219, 10.1016/j.irfa.2011.12.001.
  • 2. Bosl W., Tierney A., Tager-Flusberg H., Nelson C. 2011: EEG complexity as a biomarker for autism spectrum disorder risk. BMC Medicine 9:18.
  • 3. Chien-Chiang Lee, Jun-De Lee, 2009: Energy prices, multiple structural breaks, and efficient market hypothesis, Applied Energy, Volume 86, Issue 4, Pages 466479, ISSN 0306-2619, 10.1016/j.apenergy.2008.10.006.
  • 4. Costa M., Goldberger A. L., Peng C.-K. 2002: Multiscale Entropy Analysis of Complex Physiologic Time Series. Physical Review Letters, Vol 89 number 6.
  • 5. Costa M., Goldberger A.L., Peng C.-K. 2005: Multiscale entropy analysis of biological signals. PHYSICAL REVIEW.
  • 6. Doran J.S., Peterson D.R., Wright C., 2010: Confidence, opinions of market efficiency, and investment behavior of finance professors, Journal of Financial Markets, Volume 13, Issue 1, Pages 174-195, ISSN 13864181, 10.1016/j.finmar.2009.09.002.
  • 7. Eaton J.W. 2000: GNU Octave Manual. Network Theory Limited, ISBN: 0-9541617-2-6.
  • 8. Gabjin Oh, Seunghwan Kim, Cheoljun Eom. 2007: Market efficiency in foreign exchange markets, Physica A: Statistical Mechanics and its Applications, Volume 382, Issue 1, 1 August 2007, Pages 209-212, ISSN 03784371, 10.1016/j.physa.2007.02.032.
  • 9. Ghoshray T., Johnson B. 2010: Trends in world energy prices, Energy Economics, Volume 32, Issue 5, Pages 1147-1156, ISSN 0140-9883.
  • 10. Goldberger AL, Amaral LAN, Glass L, Hausdorff JM, Ivanov PCh, Mark RG, Mietus JE, Moody GB, Peng CK, Stanley HE. 2000: PhysioBank, PhysioToolkit, and PhysioNet: Components of a New Research Resource for Complex Physiologic Signals. Circulation 101(23):e215-e220. PMID: 10851218; doi: 10.1161/01. CIR.101.23.e215.
  • 11. Jensen M. 1976: Some anomalous evidence regarding market efficiency. Journal of Financial Economics, 6, 95-10.
  • 12. Kostyrko L., 2010: The mechanism of the stable development financial strategy of an entrprise: methodology and organization. TEKA Kom. Mot. i Energ. Roln. - OL PAN, 10A, pp. 303-310.
  • 13. Mizuno T., Takahashi T., Cho R. Y., Kikuchi M., Murata T., Takahashi K., Wada Y. 2010: Assessment of EEG dynamical complexity in Alzheimer’s disease using multiscale entropy. Clinical Neurophysiology 121.
  • 14. Ortiz-Cruz A., Rodriguez E., Ibarra-Valdez C., Alvarez-Ramirez J. 2012: Efficiency of crude oil markets: Evidences from informational entropy analysis, Energy Policy, Volume 41, February 2012, Pages 365-373, ISSN 0301-4215, 10.1016/j.enpol.2011.10.057.
  • 15. Richman J. S., Moorman J. R. 2000: Physiological time-series analysis using approximate entropy and sample entropy. Am J Physiol Heart Circ Physiol. 278: H2039-H2049.
  • 16. Roszkowski A. 2006: Agriculture and fuels of the future. TEKA Kom. Mot. i Energ. Roln. - OL PAN, 6, pp. 131-134.
  • 17. Shebanin V., Pastushenko S., Havrysh V. 2006: Prospect od gaseous fuel application in plant-growing in Ukraine. TEKA Kom. Mot. Energ. Roln., 2006, 6A, pp. 156-162.
  • 18. Takahashi T. Cho R. Y., Murata T., Mizuno T., Kikuchi M., Mizukami K., Kosaka H., Takahashi K., Wada Y. 2009: Age-related variation in EEG complexity to photic stimulation: A multiscale entropy analysis. Clinical Neurophysiology 120. 476-483.
  • 19. Timmermann A., Granger C.W.J. 2004: Efficient market hypothesis and forecasting, International Journal of Forecasting, Volume 20, Issue 1, pp. 15-27, ISSN 0169-2070, 10.1016/S0169-2070(03)00012-8.
  • 20. US Energy Information Administration. 2012. Internet: http://www.eia.gov/dnav/pet/hist/LeafHandler. ashx?n=PET&s=RBRTE&f=D, accessed on March 7th, 2012.

Typ dokumentu

Bibliografia

Identyfikatory

Identyfikator YADDA

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