Volume 12: Proceedings Applied Energy Symposium: CUE2020, Part 1, Japan/Virtual, 2020

Research on the Interdependent Network of the Thermal Coal Price Based on Directed Limited Penetrable Visibility Graph Guangyong Zhang, Lixin Tian, Min Fu, Wenbin Zhang

Abstract

This paper constructs a new directed limited penetrable interdependent network (DLPIN) for the thermal coal price (TCP) between the opening series and closing series based on the criterion of the visibility graph, which is better than the traditional method of the visibility graph to mine the price information for steam coal. According to the DLPIN by analyzing, the mechanism of the price fluctuation and information transmission for the thermal coal can be obtained, some references can be provided for the investors to reduce risk investment and increase revenue.

Keywords visibility graph, interdependent network, thermal coal price, time series

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