Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks

@inproceedings{Chen2017AnalysisOT,
  title={Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks},
  author={Huan Chen and Lixin Tian and Minggang Wang and Zaili Zhen},
  year={2017}
}
Heating oil is an extremely important heating fuel to consumers in northeastern United States. This paper studies the fluctuations law and dynamic behavior of heating oil spot and futures prices by setting up their complex network models based on the data of America in recent 30 years. Firstly, modes are defined by the method of coarse graining, the spot price fluctuation network of heating oil (HSPFN) and its futures price fluctuation network (HFPFN) in different periods are established to… CONTINUE READING

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