On the public citation graph
Noisy chaotic dynamics in commodity markets
0 signed · 89 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1096-9934(199704)17:2<161::aid-fut2>3.0.co;2-hopenalex-snapshot
Fractional dynamics in international commodity prices
inferredcites →https://doi.org/10.1002/fut.3990120305openalex-snapshot
Evidence of chaos in commodity futures prices
inferredcites →https://doi.org/10.1006/jeth.1994.1042openalex-snapshot
Polynomially Bounded Rationality
inferredcites →https://doi.org/10.1007/978-3-642-78324-1openalex-snapshot
Nonlinear Dynamical Economics and Chaotic Motion
inferredcites →https://doi.org/10.1007/s001810000033openalex-snapshot
What color are commodity prices? A fractal analysis
inferredcites →https://doi.org/10.1016/0167-2789(83)90298-1openalex-snapshot
Measuring the strangeness of strange attractors
inferredcites →https://doi.org/10.1016/0167-2789(85)90011-9openalex-snapshot
Determining Lyapunov exponents from a time series
inferredcites →https://doi.org/10.1016/0304-4076(93)90122-lopenalex-snapshot
Testing for neglected nonlinearity in time series models
inferredcites →https://doi.org/10.1016/0375-9601(94)90991-1openalex-snapshot
A robust method to estimate the maximal Lyapunov exponent of a time series
inferredcites →https://doi.org/10.1016/0893-6080(90)90004-5openalex-snapshot
Connectionist nonparametric regression: Multilayer feedforward networks can learn arbitrary mappings
inferredcites →https://doi.org/10.1016/s0014-2921(97)00119-0openalex-snapshot
Expectation heterogeneity and price sensitivity
inferredcites →https://doi.org/10.1016/s0165-1765(98)00019-6openalex-snapshot
Testing nonlinear forecastability in time series: Theory and evidence from the EMS
inferredcites →https://doi.org/10.1016/s0165-1765(99)00156-1openalex-snapshot
Nonparametric, nonlinear, short-term forecasting: theory and evidence for nonlinearities in the commodity markets
inferredcites →https://doi.org/10.1016/s0165-1889(98)00011-6openalex-snapshot
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
inferredcites →https://doi.org/10.1016/s0165-1889(99)00026-3openalex-snapshot
Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
inferredcites →https://doi.org/10.1016/s0167-2789(97)82009-xopenalex-snapshot
Nonlinear modelling and prediction with feedforward and recurrent networks
inferredcites →https://doi.org/10.1016/s0301-4207(98)00023-3openalex-snapshot
The existence of metal price cycles
inferredcites →https://doi.org/10.1016/s0304-4076(97)00081-xopenalex-snapshot
A single-blind controlled competition among tests for nonlinearity and chaos
inferredcites →https://doi.org/10.1016/s0378-4266(99)00017-5openalex-snapshot
Methodological issues in asset pricing: Random walk or chaotic dynamics
inferredcites →https://doi.org/10.1016/s1057-5219(02)00067-4openalex-snapshot
Stochastic chaos or ARCH effects in stock series?
inferredcites →https://doi.org/10.1023/a:1008666428579openalex-snapshot
Walvelet Analysis of Commodity Price Behavior
inferredcites →https://doi.org/10.1023/a:1023939610962openalex-snapshot
Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
inferredcites →https://doi.org/10.1029/wr005i005p00967openalex-snapshot
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
inferredcites →https://doi.org/10.1038/344734a0openalex-snapshot
Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series
inferredcites →https://doi.org/10.1061/taceat.0006518openalex-snapshot
Long-Term Storage Capacity of Reservoirs
inferredcites →https://doi.org/10.1073/pnas.93.6.2608openalex-snapshot
Nonlinear control of heart rate variability in human infants.
inferredcites →https://doi.org/10.1080/01621459.1989.10478865openalex-snapshot
Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models
inferredcites →https://doi.org/10.1080/13518479500000026openalex-snapshot
Heterogeneous real-time trading strategies in the foreign exchange market
inferredcites →https://doi.org/10.1086/261703openalex-snapshot
Noise Trader Risk in Financial Markets
inferredcites →https://doi.org/10.1086/261924openalex-snapshot
A Model of Competitive Stock Trading Volume
inferredcites →https://doi.org/10.1093/biomet/75.4.800openalex-snapshot
A Sharper Bonferroni Procedure for Multiple Tests of Significance
inferredcites →https://doi.org/10.1111/j.1467-9892.1983.tb00371.xopenalex-snapshot
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
inferredcites →https://doi.org/10.1126/science.267326openalex-snapshot
Oscillation and Chaos in Physiological Control Systems
inferredcites →https://doi.org/10.1142/9789812833709_0032openalex-snapshot
Deterministic chaos: the science and the fiction
inferredcites →https://doi.org/10.1142/s0218127405013964openalex-snapshot
EVIDENCE FOR NEGLECTED LINEARITY IN NOISY CHAOTIC MODELS
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/2232322openalex-snapshot
Individual Forecasting and Aggregate Outcomes: `Rational Expectations' Examined.
inferredcites →https://doi.org/10.2307/2298057openalex-snapshot
A Model of Intertemporal Asset Prices Under Asymmetric Information
inferredcites →https://doi.org/10.3386/w2984openalex-snapshot
Long-term Memory in Stock Market Prices
inferredcites →https://doi.org/10.6083/gb19f6132openalex-snapshot
IMPROVED ESTIMATES FOR The rescaled range and Hurst exponents
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.3802753openalex-extracted
Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?
inferred← citeshttps://doi.org/10.2139/ssrn.4804045openalex-extracted
Chaos in financial markets: Research insights, measures, and influences
inferred← citeshttps://doi.org/10.2139/ssrn.996000openalex-extracted
Nonlinear Features of Comovements Between Commodity Prices and Inflation
inferred← citeshttps://doi.org/10.1002/9781118267905.ch3openalex-snapshot
Nonlinear Features of Comovements Between Commodity Prices and Inflation
inferred← citeshttps://doi.org/10.1007/11539087_165openalex-snapshot
The Prediction of the Financial Time Series Based on Correlation Dimension
inferred← citeshttps://doi.org/10.1007/s00181-009-0268-8openalex-snapshot
Seasonal Mackey–Glass–GARCH process and short-term dynamics
inferred← citeshttps://doi.org/10.1016/b978-0-12-811252-6.00021-9openalex-snapshot
Simple Tactical Asset Allocation Strategies on the S&P 500 and the Impact of VIX Fluctuations
inferred← citeshttps://doi.org/10.1016/j.chaos.2022.112444openalex-snapshot
Controversy in financial chaos research and nonlinear dynamics: A short literature review
inferred← citeshttps://doi.org/10.1016/j.cnsns.2021.106218openalex-snapshot
Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?
inferred← citeshttps://doi.org/10.1016/j.econlet.2007.05.023openalex-snapshot
Expectations and chaotic dynamics: Empirical evidence on exchange rates
inferred← citeshttps://doi.org/10.1016/j.econmod.2008.06.008openalex-snapshot
The impact of information signals on market prices when agents have non-linear trading rules
inferred← citeshttps://doi.org/10.1016/j.eneco.2008.12.009openalex-snapshot
Energy sector pricing: On the role of neglected nonlinearity
inferred← citeshttps://doi.org/10.1016/j.eswa.2008.11.014openalex-snapshot
Trading strategy design in financial investment through a turning points prediction scheme
inferred← citeshttps://doi.org/10.1016/j.jmacro.2005.10.004openalex-snapshot
Comments on “Global sunspots in OLG models”
inferred← citeshttps://doi.org/10.1016/j.jmacro.2005.10.011openalex-snapshot
Univariate tests for nonlinear structure
inferred← citeshttps://doi.org/10.1016/j.jmacro.2005.10.019openalex-snapshot
Evidence for chaotic dependence between US inflation and commodity prices
inferred← citeshttps://doi.org/10.1016/j.pacfin.2026.103169openalex-snapshot
Metric-based technical indicators for yield forecasting
inferred← citeshttps://doi.org/10.1016/j.physa.2006.11.002openalex-snapshot
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation
inferred← citeshttps://doi.org/10.1016/j.physa.2014.11.056openalex-snapshot
Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange
inferred← citeshttps://doi.org/10.1016/j.resourpol.2022.102790openalex-snapshot
A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices
inferred← citeshttps://doi.org/10.1109/tem.2017.2787860openalex-snapshot
Chaos in industry environments
inferred← citeshttps://doi.org/10.1142/s0218127405013964openalex-snapshot
EVIDENCE FOR NEGLECTED LINEARITY IN NOISY CHAOTIC MODELS
inferred← citeshttps://doi.org/10.1155/2016/2361954openalex-snapshot
Do Scarce Precious Metals Equate to Safe Harbor Investments? The Case of Platinum and Palladium
inferred← citeshttps://doi.org/10.1177/0973801016676012openalex-snapshot
Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)
inferred← citeshttps://doi.org/10.1186/s40537-016-0062-3openalex-snapshot
A new method of large-scale short-term forecasting of agricultural commodity prices: illustrated by the case of agricultural markets in Beijing
inferred← citeshttps://doi.org/10.1504/ijbd.2015.071403openalex-snapshot
The forecast for precious metal indexes and precious metal ETFs: an artificial neural network analysis
inferred← citeshttps://doi.org/10.1504/ijstl.2009.027679openalex-snapshot
Is history repeated? Cycles and recessions in shipping markets, 1929 and 2008
inferred← citeshttps://doi.org/10.17298/kky.2010.16.2.001openalex-snapshot
Transmission of Price and Volatility in International Commodity, Bonds, and Stock Markets
inferred← citeshttps://doi.org/10.22517/23447214.505openalex-snapshot
PRUEBA DE NO LINEALIDAD PARA SERIES TEMPORALES FINANCIERAS
inferred← citeshttps://doi.org/10.24818/18423264/58.1.24.09openalex-snapshot
Downside Risk and Risk-Adjusted Performances of Industrial Metals
inferred← citeshttps://doi.org/10.2495/cf080191openalex-snapshot
Value at risk, outliers and chaotic dynamics
inferred← citeshttps://doi.org/10.29216/ueip.540147openalex-snapshot
BRENT HAM PETROL GETİRİLERİNDE KAOTİK DİNAMİKLERİN ARAŞTIRILMASI / Investigation of Chaotic Dynamics In Brent Crude Oil Returns
inferred← citeshttps://doi.org/10.32479/ijefi.8058openalex-snapshot
DOES CHAOS MATTER IN FINANCIAL TIME SERIES ANALYSIS?
inferred← citeshttps://doi.org/10.3917/med.122.0003openalex-snapshot
New Directions in the Modeling and Forecasting of Commodity Markets
inferred← citeshttps://doi.org/10.3917/redp.271.0047openalex-snapshot
Analyse des interdépendances non linéaires des principaux marchés boursiers de la zone euro
inferred← citeshttps://doi.org/10.3917/rel.804.0053openalex-snapshot
Dynamique du prix international du coton : aléas, aversion au risque et chaos
inferred← citeshttps://doi.org/10.3934/dcdsb.2015.20.93openalex-snapshot
Complex dynamics of a forced discretized version of the Mackey-Glass delay differential equation
inferred← citeshttps://doi.org/10.4018/979-8-3373-9235-6.ch002openalex-snapshot
Chaos Analysis and Dynamics of Financial Fluctuations
inferred← citeshttps://doi.org/10.4135/9781483386874.n380openalex-snapshot
Organizational Development
inferred← citeshttps://doi.org/10.48550/arxiv.1212.2758openalex-snapshot
Estimating the predictability of economic and financial time series
inferred← citeshttps://doi.org/10.5772/intechopen.100717openalex-snapshot
Nonlinear Systems - Recent Developments and Advances
inferred← citeshttps://doi.org/10.5772/intechopen.106213openalex-snapshot
Chaos Analysis Framework: How to Safely Identify and Quantify Time-Series Dynamics
inferred← citeshttps://doi.org/10.61347/ei.v4i4.194openalex-snapshot
Atractores extraños en la economía boliviana: explorando el carácter caótico del crecimiento económico (2008–2024)
inferred← citeshttps://doi.org/10.70675/23904d15z1f7fz4dd0z85b7z49d784d1eacaopenalex-snapshot
Analyse du risque de marché boursier marocain en période de crise des subprimes : Cas de l'indice MASI
inferred← citeshttps://doi.org/10.70675/f0e5dbaaz2609z43c8z8f37zd13e8eb9cc83openalex-snapshot
La WVaR (Wavelet Value at Risk) : une analyse temps-fréquence de la VaR du CAC40
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.