Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7407145 | Energy Policy | 2012 | 9 Pages |
Abstract
⺠Entropy concepts are used to characterize crude oil prices. ⺠An index of market efficiency is introduced. ⺠Except for periods of economic recession, the crude oil market is informationally efficient.
Related Topics
Physical Sciences and Engineering
Energy
Energy Engineering and Power Technology
Authors
Alejandro Ortiz-Cruz, Eduardo Rodriguez, Carlos Ibarra-Valdez, Jose Alvarez-Ramirez,