گندلی‌علیخانی, نادیا

[ 1 ] - تحلیل و پیش‌بینی اثرات غیرخطی در بازار نفت

This research aims to introduce an ideal model for forecasting Iranian crude oil price movements. It tries to make an all-out analysis of this energy product. Therefore, we tested the ‘predictability’ hypothesis by using the variance ratio test, BDS test and the chaos series test. Later, a structural analysis is a carried out to investigate possible nonlinear patterns in the series. Lyapunov ex...