Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods (2025)
- Authors:
- USP affiliated authors: DAVID, SERGIO ADRIANI - FZEA ; INACIO JUNIOR, CLAUDIO MARCIO CASSELA - ICMC
- Unidades: FZEA; ICMC
- DOI: 10.1016/j.physa.2024.130314
- Subjects: ANÁLISE MULTIVARIADA; BENCHMARKS; BOLSA DE MERCADORIAS; PETRÓLEO; CONFLITOS INTERNACIONAIS; GEOPOLÍTICA; COVID-19
- Keywords: Crude oil; Commodities; Price dynamics; Russia–Ukraine conflict
- Language: Inglês
- Imprenta:
- Source:
- Título: Physica A : statistical mechanics and its applications
- ISSN: 0378-4371
- Volume/Número/Paginação/Ano: v. 659, art. 130314, p. 1-13, 2025
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
INACIO JUNIOR, Claudio Marcio Cassela e KRISTOUFEK, Ladislav e DAVID, Sérgio Adriani. Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods. Physica A : statistical mechanics and its applications, v. 659, p. 1-13, 2025Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2024.130314. Acesso em: 03 mar. 2026. -
APA
Inacio Junior, C. M. C., Kristoufek, L., & David, S. A. (2025). Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods. Physica A : statistical mechanics and its applications, 659, 1-13. doi:10.1016/j.physa.2024.130314 -
NLM
Inacio Junior CMC, Kristoufek L, David SA. Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods [Internet]. Physica A : statistical mechanics and its applications. 2025 ; 659 1-13.[citado 2026 mar. 03 ] Available from: https://doi.org/10.1016/j.physa.2024.130314 -
Vancouver
Inacio Junior CMC, Kristoufek L, David SA. Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods [Internet]. Physica A : statistical mechanics and its applications. 2025 ; 659 1-13.[citado 2026 mar. 03 ] Available from: https://doi.org/10.1016/j.physa.2024.130314 - Comportamento dinâmico das séries de preços de commodities agrícolas vis a vis os preços do etanol
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Informações sobre o DOI: 10.1016/j.physa.2024.130314 (Fonte: oaDOI API)
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