Autocorrelation and cross-correlation in time series of homicide and attempted homicide

Filho, Aloísio Machado da Silva; Silva, M.F. da; Zebende, Gilney Figueira

doi:10.1016/j.physa.2014.01.015

Cited by 63 publications

(18 citation statements)

References 55 publications

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“…This is an efficient coefficient according to [45,46], and besides its use in different research areas (see the work of [47][48][49]), such as other Econophysics methodologies, it has applications in finance. For this purpose, see the work in [50][51][52][53][54], among many others.…”

Section: Methodsmentioning

confidence: 99%

An Econophysics Study of the S&P Global Clean Energy Index

Ferreira

Loures

2020

Sustainability

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The study of how financial markets behave continues to be interesting. The existence of more and more data and the development of statistical techniques are some reasons for the increase in research in finance. However, the difficulty in understanding some markets’ behavior is a continuous challenge. In this context, a new research area called Econophysics has emerged, which is constantly increasing in size. We propose in this work to use methodologies related to Econophysics to analyze one stock index composed of firms producing clean energy (S&P Global Clean Energy Index) and compare it with the New York Stock Exchange (NYSE) as a stock market benchmark and with the price of crude oil. In a context where environmental issues are on the agenda, this is an important area of research, because it could help investors to make their decisions. Our results show that the clean energy index seems to have higher time serial dependence than the others, and is less exposed to oil price than the NYSE.

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Section: Methodsmentioning

confidence: 99%

An Econophysics Study of the S&P Global Clean Energy Index

Ferreira

Loures

2020

Sustainability

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“…F xx (s) and F yy (s) are the autocorrelation functions (Peng et al [34]). ρ DCCA is a dimensionless coefficient that measures cross-correlation, ranging from 1 to −1 [56].…”

Section: Statistical Modelmentioning

confidence: 99%

Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market

et al. 2019

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The global energy landscape is rapidly changing, including the transition to a low carbon economy and the use of liquid biofuel. The production of liquid biofuel has emerged as an alternative to the use of fossil fuels for purposes of energy conservation, carbon emission mitigation and agricultural development. In this article we study the co-movements between hydrous ethanol and gasoline C in the Brazilian retail market. A multi-scale cross correlation analysis was applied to the Average Retail Margin time series of hydrous ethanol for fifteen relevant retail markets in Brazil to analyze the competitiveness of hydrous ethanol towards gasoline C. The empirical results showed a remarkable different behavior between hydrous ethanol and gasoline C, for any time scale, regardless of geographical distance or regional differences.

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“…Some works have investigated the fractal/multifractal nature of urban processes, such as in [ 6 , 33 , 34 , 35 , 36 ]. The concern for the fractality of crime appeared two decades ago in criminology [ 37 ], and recent efforts have tried to connect the complexity of urban systems to certain social phenomena, such as crime and violence, by looking at fractal/multifractal patterns [ 6 , 38 ].…”

Section: Introductionmentioning

confidence: 99%

Information Dynamics in Urban Crime

Melgarejo

Neira²

2018

Entropy

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Information production in both space and time has been highlighted as one of the elements that shapes the footprint of complexity in natural and socio-technical systems. However, information production in urban crime has barely been studied. This work copes with this problem by using multifractal analysis to characterize the spatial information scaling in urban crime reports and nonlinear processing tools to study the temporal behavior of this scaling. Our results suggest that information scaling in urban crime exhibits dynamics that evolve in low-dimensional chaotic attractors, and this can be observed in several spatio-temporal scales, although some of them are more favorable than others. This evidence has practical implications in terms of defining the characteristic scales to approach urban crime from available data and supporting theoretical perspectives about the complexity of urban crime.

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Autocorrelation and cross-correlation in time series of homicide and attempted homicide

Cited by 63 publications

References 55 publications

An Econophysics Study of the S&P Global Clean Energy Index

An Econophysics Study of the S&P Global Clean Energy Index

Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market

Information Dynamics in Urban Crime

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