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国际石油价格复杂网络的动力学拓扑性质

陈卫东 徐华 郭琦

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国际石油价格复杂网络的动力学拓扑性质

陈卫东, 徐华, 郭琦

Dynamic analysis on the topological properties of the complex network of international oil prices

Chen Wei-Dong, Xu Hua, Guo Qi
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  • 为了分析国际石油价格波动的变化特征,依据粗粒化方法,将1986年1月2日至2009年11月17日美国西得克萨斯原油现货逐日离岸价格转化为由3个表示涨落字符{R,e,D}构成的102种5字串组成的价格波动状态为网络节点(即连续5天的价格波动组合),按照时间顺序连边,构建原油价格有向加权波动网络,用复杂网络拓扑结构记录原油价格波动周涨落的信息,计算网络的度与度分布、聚类系数、最短路径长度等动力学统计量.结果表明,石油价格序列的波动网络节点度与累积度分布、节点度值与秩呈幂律分布,前32个节点(模态)的节点度值比
    To analyze the dynamic of crude oil price data using homogenous partition of coarse graining process,OK WTI Spot Price FOB from January 1986 to November 2009 was transformed into symbolic sequences consisting of three characters (R,e,D). The vertices of the oil price fluctuation network were 5-symbol strings in the number of 102(i.e.102 fluctuation patterns in durations of 5 days) linked in the network's topology by time sequence. It contained integrated information about interconnections and interactions between fluctuation patterns of oil price in network topology. The dynamical statistics of the degree, degree distribution, clustering coefficient and the shortest path length were calculated. The results indicated that the degree of the oil price sequence fluctuation network and the accumulated degree distribution show a power-law distribution, so did the node degree and the rank. The degree of the former 32 nodes was larger, and most oil price fluctuation models had the character with the escalating trend. Some nodes of the oil price fluctuation network had stronger ability in between centrality, and 24.5 percent of the nodes took part in the 80.97 percent of Between Centrality function. The average path length was 2.285, and the paths with length 2—3 were 86.8 percent, which verified the complex characteristics of the oil price fluctuation in network topology. This paper had guiding significance in identifying the topological importance of the node model and understanding the inherent law and information of the oil price fluctuation.
    • 基金项目: 国家自然科学基金(批准号:70971093)和教育部新世纪优秀人才支持计划 (批准号:NCET-09-0594)资助的课题.
    [1]

    Robert K K, Ben U 2009 Energy Economics 31 550

    [2]

    Barabási A L, Albert R 1999 Science 286 509

    [3]

    Watts D J, Strogatz S H 1998 Nature 393 6684

    [4]

    Newman M E J 1999 Phys.Lett.A 263 341

    [5]

    Erds P, Rényi A 1960 Publ.Math.Inst.Hung.Acad.Sci.5 17

    [6]

    Meng Q K, Zhu J Y 2009 Chin.Phys.B 18 3632

    [7]

    Zhang L, Liu Y 2008 Acta Phys.Sin.57 5419 (in Chinese) [张 立、 刘 云 〖8] Chen H L, Liu Z X, Chen Z Q, Yuan Z Z 2009 Acta Phys.Sin.58 6068 (in Chinese) [陈华良、刘忠信、陈增强、袁著祉 2009 物理学报 58 6068]

    [8]

    He Y, Zhang P P, Xu T, Jiang Y M, He D R 2004 Acta Phys.Sin.53 1710 (in Chinese) [何 阅、张培培、许 田、姜玉梅、何大韧 2004 物理学报 53 1710]

    [9]

    Cao Z W, Li Y X, Luo J H, Tao L, Yu H, Zhao J 2007 Chin.Phys.16 3571

    [10]

    Guo J L 2007 Chin.Phys.16 1239

    [11]

    Zhang H F, Fu X C, Wang B H 2009 Chin.Phys.B 18 3639

    [12]

    Fang J Q, Wang X F, Liu Z R 2004 Sci.Techn.Rev.2 9 (in Chinese) [方锦清、汪小帆、刘曾荣 2004 科技导报 2 9 ]

    [13]

    Xu D, Li X, Wang X F 2007 Acta Phys.Sin.56 1313 (in Chinese) [许 丹、李 翔、汪小帆 2007 物理学报 56 1313]

    [14]

    Qin S, Dai G Z 2009 Chin.Phys.B 18 383

    [15]

    Hao B L 1999 Science 51 3[郝柏林 1999 科学 51 3]

    [16]

    Ke D G, Zhang H, Tong Q Y 2005 Acta Phys.Sin.54 534 (in Chinese) [柯大观、张 宏、童勤业 2005 物理学报 54 534]

    [17]

    Huang W Q, Zhuang X T, Yao S 2009 Physica A 388 2956

    [18]

    Zhou L, Gong Z Q, Zhi R, Feng G L 2008 Acta Phys.Sin.57 7380 (in Chinese) [周 磊、龚志强、支 蓉、封国林 2008 物理学报 57 7380]

    [19]

    Zhou L, Gong Z Q, Zhi R, Feng G L 2009 Acta Phys.Sin.58 7351 (in Chinese) [周 磊、龚志强、支 蓉、封国林 2009 物理学报 58 7351]

    [20]

    Li J, Wang B H, Jiang P Q, Zhou T, Wang W X 2006 Acta Phys.Sin.55 4051 (in Chinese) [李 季、汪秉宏、蒋品群、周 涛、王文旭 2006 物理学报 55 4051]

  • [1]

    Robert K K, Ben U 2009 Energy Economics 31 550

    [2]

    Barabási A L, Albert R 1999 Science 286 509

    [3]

    Watts D J, Strogatz S H 1998 Nature 393 6684

    [4]

    Newman M E J 1999 Phys.Lett.A 263 341

    [5]

    Erds P, Rényi A 1960 Publ.Math.Inst.Hung.Acad.Sci.5 17

    [6]

    Meng Q K, Zhu J Y 2009 Chin.Phys.B 18 3632

    [7]

    Zhang L, Liu Y 2008 Acta Phys.Sin.57 5419 (in Chinese) [张 立、 刘 云 〖8] Chen H L, Liu Z X, Chen Z Q, Yuan Z Z 2009 Acta Phys.Sin.58 6068 (in Chinese) [陈华良、刘忠信、陈增强、袁著祉 2009 物理学报 58 6068]

    [8]

    He Y, Zhang P P, Xu T, Jiang Y M, He D R 2004 Acta Phys.Sin.53 1710 (in Chinese) [何 阅、张培培、许 田、姜玉梅、何大韧 2004 物理学报 53 1710]

    [9]

    Cao Z W, Li Y X, Luo J H, Tao L, Yu H, Zhao J 2007 Chin.Phys.16 3571

    [10]

    Guo J L 2007 Chin.Phys.16 1239

    [11]

    Zhang H F, Fu X C, Wang B H 2009 Chin.Phys.B 18 3639

    [12]

    Fang J Q, Wang X F, Liu Z R 2004 Sci.Techn.Rev.2 9 (in Chinese) [方锦清、汪小帆、刘曾荣 2004 科技导报 2 9 ]

    [13]

    Xu D, Li X, Wang X F 2007 Acta Phys.Sin.56 1313 (in Chinese) [许 丹、李 翔、汪小帆 2007 物理学报 56 1313]

    [14]

    Qin S, Dai G Z 2009 Chin.Phys.B 18 383

    [15]

    Hao B L 1999 Science 51 3[郝柏林 1999 科学 51 3]

    [16]

    Ke D G, Zhang H, Tong Q Y 2005 Acta Phys.Sin.54 534 (in Chinese) [柯大观、张 宏、童勤业 2005 物理学报 54 534]

    [17]

    Huang W Q, Zhuang X T, Yao S 2009 Physica A 388 2956

    [18]

    Zhou L, Gong Z Q, Zhi R, Feng G L 2008 Acta Phys.Sin.57 7380 (in Chinese) [周 磊、龚志强、支 蓉、封国林 2008 物理学报 57 7380]

    [19]

    Zhou L, Gong Z Q, Zhi R, Feng G L 2009 Acta Phys.Sin.58 7351 (in Chinese) [周 磊、龚志强、支 蓉、封国林 2009 物理学报 58 7351]

    [20]

    Li J, Wang B H, Jiang P Q, Zhou T, Wang W X 2006 Acta Phys.Sin.55 4051 (in Chinese) [李 季、汪秉宏、蒋品群、周 涛、王文旭 2006 物理学报 55 4051]

计量
  • 文章访问数:  7171
  • PDF下载量:  1136
  • 被引次数: 0
出版历程
  • 收稿日期:  2010-02-03
  • 修回日期:  2010-03-03
  • 刊出日期:  2010-07-15

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