Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach

Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisation

“…Giulietti et al [14] adopt time-series and cross-section methods to verify that the overwhelming majority of crude oil prices have stable long term relationships. An et al [15] analyse the co-movement between WTI and Daqing crude oil prices using a complex network approach. They find that the co-movement modes are clustered around a few critical modes during the evolution.…”

Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application

“…In recent years, researchers have used complex network theories to study multivariate time series [21][22][23][24]. These four methods all effectively maintain most of the properties of different types of time series, and they have been successfully used in many different fields [25][26][27][28][29][30].…”

The study of RMB exchange rate complex networks based on fluctuation mode

“…The coarse graining mode and regression pattern method are proposed by Gao et al [11,12] and An et al [13]. They mainly concentrated on the transmission ability of time series and combined the traditional Least Square Method with complex networks models.…”