期刊文献+

国际石油价格波动中的奇异吸引子分析 被引量:4

The Analysis of Strange Attractor in the Fluctuation of International Oil Price
下载PDF
导出
摘要 国际石油价格的波动直接影响我国的经济发展和能源安全系统的稳定性,因此对油价波动的研究具有重要意义。本文通过对国际石油价格中的吸引子的刻画证明了国际石油价格的吸引子是具有分形结构并且对初始条件具有敏感性依赖的奇异吸引子,国际石油系统是处于远离平衡态的非线性系统,吸引子的敏感性使得对石油价格的长期预测成为不可能。 The fluctuation of international oil price directly affects the economic development in our country and the stability of energy security system and therefore is of great importance to the research in fluctuation of oil price.Describing the attractor in international oil price,the article proves that the attractor in the international oil price is the strange attractor which owns the fractal structure and is sensitive dependence upon initial condition and the international oil system is a nonlinear system far away from the balance,so the sensitivity of the attractor make the long term forecast impossible.
出处 《管理工程学报》 CSSCI 2005年第2期75-79,共5页 Journal of Industrial Engineering and Engineering Management
基金 国家自然科学基金资助项目(70171012)
关键词 吸引子 混沌 LYAPUNOV指数 关联维数 attractor chaos Lyapunov exponent correlation dimension
  • 相关文献

参考文献12

  • 1李懿,韦艳.国际原油和汽油价格谐整和引导关系研究[J].预测,2002,21(5):75-77. 被引量:6
  • 2齐中英.关于我国石油安全问题的探讨[J].数量经济技术经济研究,2002,19(3):50-52. 被引量:6
  • 3C W Yang, M J Hwang, B N Huang.An analysis of factors affecting price volatility of the US oil market[J].Energy Economics,2002,24:107~119.
  • 4Bahram Adrangi,Arjun Chatrath,Kambiz Raffiee,etc..Alaska North Slope crude oil price and the behavior of diesel prices in California[J].Energy Economics,2001,23:29~42.
  • 5Shawkat Hammoudeh, Huimin Li,Bang Jeon.Causality and volatility spillovers among petroleum prices of WTI,gasoline and heating oil in different locations[J].North American Journal of Economics and Finance,2003,14:89~114.
  • 6Roger A Fujihara,Mbodja Mougoue.An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets[J].The Journal of Futures Markets,1997,17(4):385~416.
  • 7Apostolos Serletis,Periklis Gogas.The north American natural gas liquids markets are chaotic[J].The Energy Journal,1999,20(1):83~105.
  • 8Roger A Fujihara,Mbodja Mougoue.Linear dependence,nonlinear dependence and petroleum futures market efficiency[J].The Journal of Futures Markets,1997,17(1):75~99.
  • 9Bahram Adrangi,Arjun Chatrath,Kanwalroop Kathy Dhanda,etc..Chaos in oil prices?Evidence from futures markets[J].Energy Economics,2001(23):405~425.
  • 10范楷,李森年.论国际石油经济系统中的混沌现象[J].石油大学学报(社会科学版),2000,16(3):15-17. 被引量:2

二级参考文献8

共引文献29

同被引文献26

引证文献4

二级引证文献3

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部