Nonlinear Price Dynamics is a theoretical framework in commodity price analysis that models price movements as nonlinear systems, distinguishing itself from linear models by capturing asymmetric responses, threshold effects, and complex feedback mechanisms inherent in commodity markets.
375
Publications
21K
Citations
691
Authors
482
Institutions
Publications per year
2017–2026
104
Parents
Publications
375
1–5 of 375
Authors
691
- FW
7
h-index
- BK
5
h-index
- SH
4
h-index
- AS
4
h-index
- SL
4
h-index
1–5 of 691
Institutions
482
Federal Reserve
Washington D.C., United States
5 h-index
6 publications
411 citations
Imperial College London
London, United Kingdom
5 h-index
8 publications
334 citations
International Monetary Fund
Washington D.C., United States
5 h-index
7 publications
281 citations
Central South University
Changsha, China
5 h-index
14 publications
724 citations
University of Calgary
Calgary, Canada
5 h-index
7 publications
155 citations
Pennsylvania State University
State College, United States
5 h-index
5 publications
152 citations
North Carolina State University
Raleigh, United States
5 h-index
7 publications
1.4K citations
Federal Reserve Board of Governors
Washington D.C., United States
5 h-index
6 publications
411 citations
1–8 of 482
Venues
- SSRN Electronic Journal
Repository · 18 publications · 504 citations
16
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- Physica A Statistical Mechanics and its Applications
18 publications · 698 citations
15
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- Resources Policy
14 publications · 727 citations
13
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- Energy Economics
13 publications · 850 citations
12
h-index
- Economic Modelling
10 publications · 725 citations
10
h-index
1–5