Analysis of oil prices’ interaction in the USA based on complex networks

Zhen, Zaili; Li, Tian; Lu, Jingqing

doi:10.1080/15567249.2019.1587796

Cited by 6 publications

(2 citation statements)

References 22 publications

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“…Lacasa proposed a multiplex visibility graph that analyzes multivariate time series based on the mapping of a multidimensional time series into an appropriately defined multilayer network [14]. Zhen provided a method that places multiple variables in the same high-dimensional system which can demonstrate the correlation between variables and the dynamic evolution process [15]. Silva discussed and compared various methods and summarized their advantages and disadvantages [16].…”

Section: Related Workmentioning

confidence: 99%

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Research on Correlation Analysis for Multidimensional Time Series Based on the Evolution Synchronization of Network Topology

Cao,

2024

Mathematics

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We apply the inherent dynamic consistency of a dynamic system as the basis for correlation analysis among different variables in a system. We use network analysis to measure the correlativity of multiple variables, find the interdependence between multiple variables with nonlinear interactions, and study the complex relationship between the stock index and trading volume. We explore the change pattern of the number of edges in the networks derived from the correlation among different time series by gradually increasing the length of the time series. We found that the evolution trend of the corresponding network edges is the same or similar for multiple series with the same dynamic properties or mutual effects, which is called network topology evolution synchronization (NTES). The correlation among time series can be determined by investigating the existence of NTES. Using this method, we detected that both the stock price and trading volume are chaotic series and have complex correlations with varying randomness caused by different markets and series lengths.

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Section: Related Workmentioning

confidence: 99%

“…Zhang applied the methods to study human electrocardiograms [3]. Zhen investigated the interaction among oil prices in 23 regions of the USA [15]. Elsner built a network from U.S. hurricane data time series [17].…”

Section: Related Workmentioning

confidence: 99%