ArticleEntropy (Basel, Switzerland)2025
Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets.
Article in Entropy (Basel, Switzerland), 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.
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Who cites it
3 citing papers in PubMed.
- Does More Flexible Pricing Always Pay? Profit-Driven Pricing and Market Stability Under Platform Regulation.Entropy (Basel, Switzerland) · 2026Article
- Comparing Ising and Spin Glass Dynamics in Financial Markets: A Complex Systems Approach to Asset Interdependence.Entropy (Basel, Switzerland) · 2026Article
- Research on the Stability Model in Discrete Dynamical Systems with the Lorenz Attractor and the Kropotov-Pakhomov Neural Network.Entropy (Basel, Switzerland) · 2025Article
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Authors and funding
2 authors.
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Abstract
This study explores the nonlinear dynamics and interdependencies among major commodity markets-Gold, Oil, Natural Gas, and Silver-by employing advanced chaos theory and information-theoretic tools. Using daily data from 2020 to 2024, we estimate key complexity measures including Lyapunov exponents, correlation dimension, Shannon and Rényi entropy, and mutual information. We also apply the stochastic SO(2) Lie group method to model dynamic correlations, and wavelet coherence analysis to detect time-frequency co-movements. Our findings reveal evidence of low-dimensional deterministic chaos and time-varying nonlinear relationships, especially among pairs like Gold-Silver and Oil-Gas. These results highlight the importance of using nontraditional approaches to uncover hidden structure and co-movement dynamics in commodity markets, providing useful insights for portfolio diversification and systemic risk assessment.
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Registered trials
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