Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

By Ling-Yun He, Shu-Peng Chen. 2010

76 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/28cd863ee631523f326617707719565bfb3f406a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ling-Yun He
2. Shu-Peng Chen
3. Ladislav Kristoufek
4. Guangxi Cao
5. Longbing Xu
6. Jie Cao
7. A. M. S. Filho
8. Gilney F. Zebende

In Statistical and Nonlinear Physics

1. Ling-Yun He
2. Shu-Peng Chen
3. Ladislav Kristoufek
4. Guangxi Cao
5. Longbing Xu
6. Jie Cao

Citations in the corpus

• A new approach to quantify power-law cross-correlation and its application to commodity markets (2011, methodology): “We proceed an empirical study on international crude oil spot markets, which according to our previous empirical findings, are found to be fractal and multifractal [5, 38, 39], and choose the daily price of WTI Spot Price FOB (Dollars per Barrel) and Europe Brent Spot Price FOB (Dollars per Barrel),”