Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements

Investigating the stability of and fluctuations in the energy market has long been of interest to researchers and financial market participants. This study aimed to analyze the Chinese energy market, focusing on its volatility and response to financial tensions. For this purpose, data from eight maj...

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Bibliographic Details
Main Authors: Lin Xiao, Arash Sioofy Khoojine
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/17/23/5852
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