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In this paper we present an econophysic model for the description of shares transactions in a capital market. For introducing the fundamentals of this model we used an analogy between the electrical field produced by a system of charges and…

General Finance · Quantitative Finance 2011-01-26 Ion Spanulescu , Ion Popescu , Victor Stoica , Anca Gheorghiu , Victor Velter

We introduce a pathwise approach to analyze the relative performance of an equity portfolio with respect to a benchmark market portfolio. In this energy-entropy framework, the relative performance is decomposed into three components: a…

Portfolio Management · Quantitative Finance 2016-01-05 Soumik Pal , Ting-Kam Leonard Wong

We propose a non-linear state-space model to examine the relationship between CO$_2$ emissions, energy sources, and macroeconomic activity, using data from 1971 to 2019. CO$_2$ emissions are modeled as a weighted sum of fossil fuel use,…

Applications · Statistics 2024-03-08 Mikkel Bennedsen , Eric Hillebrand , Jingying Zhou Lykke

Oil reservoirs around the globe are at their declining phase and in spite of enormous effectiveness of Enhanced Oil Recovery(EOR) in the Tertiary Stage. This process still bypasses some oil reason being surface forces responsible for…

Materials Science · Physics 2023-10-15 Rajneesh Kashyap , Mohit Kalra , Arti Kashyap

"Big Data is the oil of the new economy" is the most famous citation during the three last years. It has even been adopted by the World Economic Forum in 2011. In fact, Big Data is like crude! It's valuable, but if unrefined it cannot be…

Computers and Society · Computer Science 2014-12-03 Abdelkader Baaziz , Luc Quoniam

The work focuses on the modelling and imputation of oil and gas reservoirs parameters, specifically, the problem of predicting the oil recovery factor (RF) using Bayesian networks (BNs). Recovery forecasting is critical for the oil and gas…

This mathematical essay brings together ideas from Economics, Geobiodynamics and Thermodynamics. Its purpose is to obtain real models of complex evolutionary systems. More specifically, the essay defines Roegenian Economy and links…

General Finance · Quantitative Finance 2018-12-20 Constantin Udriste , Massimiliano Ferrara , Dorel Zugravescu , Florin Munteanu , Ionel Tevy

We explore the nonlinear dynamics of a macroeconomic model with resource constraints. The dynamics is derived from a production function that considers capital and a generalized form of energy as inputs. Energy, the new variable, is…

Theoretical Economics · Economics 2024-08-30 Frank Schweitzer , Giona Casiraghi

We analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey…

General Finance · Quantitative Finance 2012-12-07 Hans G. Danielmeyer , Thomas Martinetz

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Minh Hoang Trinh , Nhat-Minh Le-Phan , Hyo-Sung Ahn

Economic growth is often associated with diversification of economic activities. Making a product in a country is dependent on having, and acquiring, the capabilities needed to make the product, making the process path-dependent. We derive…

Physics and Society · Physics 2018-09-05 Neave O'Clery , Muhammed A. Yildirim , Ricardo Hausmann

The Transition Path Theory (TPT) of complex systems has proven a robust means for statistically characterizing the ensemble of trajectories that connect any two preset flow regions, say $\mathcal A$ and $\mathcal B$, directly. More…

Atmospheric and Oceanic Physics · Physics 2022-09-14 M. J. Olascoaga , F. J. Beron-Vera

A systematic model development for oil flow in quasi-3D (1D + 2D) is presented. Our approach provides a unified modeling scheme. Besides, additional terms are obtained, which allows for tubing area variation along the flow direction. The…

Geophysics · Physics 2020-11-10 Edval J. P. Santos

This work examines how the dependence structures between energy futures asset prices differ in two periods identified before and after the 2008 global financial crisis. These two periods were characterised by a difference in the number of…

Applications · Statistics 2023-03-31 Clara Grazian , Alex McInnes

We present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and…

Computer Science and Game Theory · Computer Science 2013-02-18 David M. Pennock , Michael P. Wellman

We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…

General Economics · Economics 2019-03-18 Kiran Sharma , Anindya S. Chakrabarti , Anirban Chakraborti

This paper introduces an approach to gas-like models, from the concept of entropy, using the money stock data of two economic agents, in this case of two countries, which carry out market actions (trading) in two theoretical scenarios: in…

Physics and Society · Physics 2024-06-25 Henry D. Vera Ramirez

We present a new approach to description of national economies. For this we use the state space viewpoint, which is used mostly in the theory of dynamical systems and in the control theory. Gross domestic product, inflation, and…

Statistics Theory · Mathematics 2007-10-16 Ivo Petras , Igor Podlubny

The prognosis for potential resources of abiotic natural gas and petroleum depends critically upon the nature and circumstances of Earth formation. Until recently, that prognosis has been considered solely within the framework of the…

General Physics · Physics 2009-03-20 J. Marvin Herndon

Economic model predictive control has been proposed as a means for solving the unit loading and unit allocation problem in multi-chiller cooling plants. The adjective economic stems from the use of financial cost due to electricity…

Systems and Control · Electrical Eng. & Systems 2025-12-19 Manuel G. Satué , Manuel R. Arahal , Luis F. Acedo , Manuel G. Ortega