bibtype J - Journal Article
ARLID 0393320
utime 20240103202651.9
mtime 20130909235959.9
WOS 000316064100011
DOI 10.1140/epjb/e2012-30871-9
title (primary) (eng) Regime-dependent topological properties of biofuels networks
specification
page_count 12 s.
media_type P
serial
ARLID cav_un_epca*0252907
ISSN 1434-6028
title European Physical Journal B
volume_id 86
volume 2 (2013)
publisher
name Springer
keyword topology
keyword biofuels
keyword correlations
author (primary)
ARLID cav_un_auth*0256902
name1 Krištoufek
name2 Ladislav
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
institution UTIA-B
full_dept Department of Econometrics
garant G
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0014874
name1 Janda
name2 K.
country CZ
author
ARLID cav_un_auth*0292025
name1 Zilberman
name2 D.
country CZ
source
url http://library.utia.cas.cz/separaty/2013/E/kristoufek-regime-dependent topological properties of biofuels networks.pdf
cas_special
project
project_id 118310
agency GA UK
country CZ
ARLID cav_un_auth*0274537
project
project_id GAP402/11/0948
agency GA ČR
country CZ
ARLID cav_un_auth*0284442
project
project_id GA402/09/0965
agency GA ČR
ARLID cav_un_auth*0253176
abstract (eng) In this paper, we analyze the relationships between biodiesel, ethanol and related fuels and agri- cultural commodities with a use of minimal spanning trees and hierarchical trees. To distinguish between short term and long term effects, we construct the trees for different frequencies (weekly, monthly and quarterly). At lower frequencies, the system splits into two well separated branches – a fuels part and a food part. Biodiesel tends to the fuels branch and ethanol to the food branch. We especially concentrate on the links and comovements between the commodities for different stages of the market based on the level of prices of important commodities or groups of commodities. Such approach uncovers some more interesting results and, in general, confirms the separation of network into fuels and food for majority of analyzed cases.
reportyear 2014
RIV AH
num_of_auth 3
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0222066
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mrcbU34 000316064100011 WOS
mrcbU63 cav_un_epca*0252907 European Physical Journal B 1434-6028 1434-6036 Roč. 86 č. 2 2013 , 40-1-40-12 Springer