Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets

Xia Zhao, Kaicheng Xie

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DOI: 10.3390/e28090984
Published: 2026-09-03
Container: Entropy
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/e28090984,
  title = {Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets},
  author = {Xia Zhao and Kaicheng Xie},
  year = {2026},
  journal = {Entropy},
  doi = {10.3390/e28090984},
  url = {https://doi.org/10.3390/e28090984}
}

RIS

TY  - JOUR
TI  - Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets
AU  - Xia Zhao
AU  - Kaicheng Xie
PY  - 2026
JO  - Entropy
DO  - 10.3390/e28090984
UR  - https://doi.org/10.3390/e28090984
ER  -

APA

Zhao, X., & Xie, K. (2026). Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets. Entropy. https://doi.org/10.3390/e28090984

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crossref · retrieved 2026-09-26T10:49:35.384Z