Blar i Fakultet for ingeniørvitenskap (IV) på tidsskrift "Physica A: Statistical Mechanics and its Applications"

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    • Comovement between commodity sectors 

      Cai, Guixin; Zhang, Hao; Chen, Ziyue (Peer reviewed; Journal article, 2019)
      We aim to document the comovement between commodity sectors by using the three-dimensional continuous wavelet transform and copula method with the weekly dataset from January 1991 to December 2018. The dependence between ...

    • Exploring time-delay-based numerical differentiation using principal component analysis 

      Li, Hongtao; Gedikli, Ersegun Deniz; Lubbad, Raed (Peer reviewed; Journal article, 2020)
      Natural systems, including the dynamics of engineered structures, are often considered complex; hence, engineers employ different statistical methods to understand these systems better. Analyzing these systems usually ...

    • Green financial policies and capital flows 

      Yang, Dong-xiao; Chen, Ziyue; Yang, Yong-cong; Nie, Pu-yan (Journal article; Peer reviewed, 2019)
      As traditional energy is depleting, it is urgent to search for substitutes of traditional energy. Therefore, policies promoting the development of renewable energy are introduced. Under the condition of non-capital ...