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Using Detrended Cross-Correlation Analysis in geophysical data
(Physica A: Statistical Mechanics and its Applications, 2013)
Using Detrended Cross-Correlation Analysis in geophysical data
(Physica A: Statistical Mechanics and its Applications, 2013)
Detrended cross correlation analysis (DCCA) is used to identify and characterize correlated
data obtained in drilled oil wells. The investigation is focused on different petro-physical
measurements within the same well, ...
Utilização do dentreded fluctuation analysis e do dentreded cross-correlation analysis para estudo do espectro de correlação de ações constantes no Ibovespa no período de crise do subprime
(Universidade Estadual Paulista (Unesp), 2016-12-02)
As crises que ocorrem no mercado de ações são prejudiciais não só à parte monetária da economia de um país, mas ao desenvolvimento do país como um todo. A crise do subprime em 2008, que se iniciou nos Estados Unidos da ...
Multifractalidade e complexidade sobre commodities do agronegócio brasileiroMultifractality and complexity of the Brazilian agribusiness commodities
(Universidade Federal de Lavras, 2016)
On the fractal properties of cosmic rays and Sun dynamics cross-correlations
(Cartagena de Indias, 2022)
We investigate the cosmic rays and ten physical parameters of heliosphere behavior considering the scaling features of their temporal evolution. Our analysis start with the cosmic rays measurements by a neutron monitor ...
Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices
(Routledge Journals, Taylor & Francis Ltd, 2016-10)
We compute the auto-correlations and cross-correlations of the volatility time series of the Argentina MERVAL Index (the Buenos Aires Stock Exchange main index) and three agricultural commodities, in a multifractal context ...
Analysis of the nonlinear relationship between commodity prices in the last two decades
(Springer, 2014-10)
We propose the construction of a network to study the correlation among price indices of different commodities, by using the Multifractal Cross-Correlation method proposed by Podobnik and Stanley. This estimator, based on ...
Financeirização de commodities: análise entre os fundos especulativos e os retornos dos preços de milho, soja e boi gordo para o ano de 2020
(2021-04-20)
O ano de 2020 foi um período sem precedentes no mundo. Tivemos muitas instabilidades na economia e vários setores passaram por crises e reinvenções. A pandemia criou um nível de risco sem igual, fazendo com que os investidores ...
Dendrocronologia de Hovenia dulcis, exótica e invasora nas florestas subtropicais brasileiras.
(Universidade do Vale do Rio dos Sinos, 2011-02-28)
Hovenia dulcis Thunberg (Rhamnaceae) is a tree species from Asia invading forest formations in south Brazil, where it competes with native tree species in early succession areas and forest canopy gaps. The blueberry-japan ...
Dendrocronologia de Hovenia dulcis, exótica e invasora nas florestas subtropicais brasileiras.
(Universidade do Vale do Rio dos Sinos, 2011-02-28)
Hovenia dulcis Thunberg (Rhamnaceae) is a tree species from Asia invading forest formations in south Brazil, where it competes with native tree species in early succession areas and forest canopy gaps. The blueberry-japan ...