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We propose concept of equation of state (EoS) effect structure in form of diagrams and rules. This concept helps justifying EoS status of an empirical relation. We apply the concept to closed system of consumers and we are able to formulate…

Physics and Society · Physics 2022-01-21 Burin Gumjudpai

As a vital strategic resource, oil has an essential influence on the world economy, diplomacy and military development. Using oil trade data to dynamically monitor and warn about international trade risks is an urgent need. Based on the UN…

Statistical Finance · Quantitative Finance 2022-08-23 Wen-Jie Xie , Na Wei , Wei-Xing Zhou

The application of principles of thermodynamics and statistical mechanics to economic systems is considered in a broad historical perspective, extending from prehistoric times to the present day. The hypothesis of maximum entropy production…

Statistical Mechanics · Physics 2007-05-23 Alastair D. Jenkins

This paper presents an assessment of global economic energy potentials for all major natural energy resources. This work is based on both an extensive literature review and calculations using natural resource assessment data. Economic…

Dynamical Systems · Mathematics 2015-03-20 J. F. Mercure , P. Salas

Oil prices above $100/barrel values have proven unaffordable for the world economy, while lower prices have proven unaffordable for unconventional oil sources, resulting in a frantic price swing since 2007-2008. We identify and combine for…

Physics and Society · Physics 2016-10-25 Francesco Meneguzzo , Rosaria Ciriminna , Lorenzo Albanese , Mario Pagliaro

This paper studies the optimal extraction policy of an oil field as well as the efficient taxation of the revenues generated. Taking into account the fact that the oil price in worldwide commodity markets fluctuates randomly following…

Optimization and Control · Mathematics 2017-04-18 Moustapha Pemy

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

Theoretical Economics · Economics 2022-03-22 Pascal Michaillat , Emmanuel Saez

We demonstrated the analogy between Economics and Gauge Theory of Plasticity and used it to describe the relationship between money supply and inflation at the economic market. The received equations of economical dynamics in phase space…

Physics and Society · Physics 2024-05-29 A. V. Samokish , V. E. Egorushkin

Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a…

Statistical Finance · Quantitative Finance 2019-05-01 Josselin Garnier , Knut Solna

Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with…

General Finance · Quantitative Finance 2015-04-17 Zhiwu Zheng

We consider the thermodynamic approach to the description of economic systems and processes. The first and second laws of thermodynamics as applied to economic systems are derived and analyzed. It is shown that there is a deep analogy…

General Finance · Quantitative Finance 2021-02-03 Sergey Rashkovskiy

A representation of economic activity in the form of a law of conservation of value is presented based on the definition of value as potential to act in an environment. This allows the encapsulation of the term as a conserved quantity…

General Economics · Economics 2023-08-15 Nick Harkiolakis

This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important…

Statistical Finance · Quantitative Finance 2017-04-17 Aurelio F. Bariviera , Luciano Zunino , Osvaldo A. Rosso

A model is presented in this work for simulating endogenously the evolution of the marginal costs of production of energy carriers from non-renewable resources, their consumption, depletion pathways and timescales. Such marginal costs can…

General Finance · Quantitative Finance 2014-11-11 Jean-Francois Mercure , Pablo Salas

This paper presents a conceptual model describing the medium and long-term co-evolution of natural and socio-economic subsystems of Earth. An economy is viewed as an out-of-equilibrium dissipative structure that can only be maintained with…

General Economics · Economics 2022-05-09 Éric Herbert , and Gael Giraud , Aurélie Louis-Napoléon , Christophe Goupil

Modeling wind speed is one of the key element when dealing with the production of energy through wind turbines. A good model can be used for forecasting, site evaluation, turbines design and many other purposes. In this work we are…

Data Analysis, Statistics and Probability · Physics 2015-02-12 G. D'Amico , F. Petroni , F. Prattico

This work adopts a novel approach to determine the risk and return of crude oil stocks by employing Arbitrage Pricing Theory (APT) and Quantile Regression (QR).The APT identifies the underlying risk factors likely to impact crude oil…

Statistical Finance · Quantitative Finance 2023-10-12 Sarit Maitra , Vivek Mishra , Sukanya Kundu , Manav Chopra

It has been shown that the long term evolution of the Gross Product of the World after World War II can be well portrayed by the exponential function with the crossover at the year 1973, cinsiding with the Oil Crisis onset. For the the…

General Finance · Quantitative Finance 2016-01-20 Rzoska Agata Angelika

This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as their coordinates on economic space. Aggregates of economic…

Economics · Quantitative Finance 2017-01-25 Victor Olkhov

In this paper we exploit the wavelet analysis approach to investigate oil-food price correlation and its determinants in the domains of time and frequency. Wavelet analysis is able to differentiate high frequency from low frequency…

Computational Finance · Quantitative Finance 2022-03-24 Loretta Mastroeni , Alessandro Mazzoccoli , Greta Quaresima , Pierluigi Vellucci