Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis

By Yudong Wang, Li Liu. 2010

147 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/2effe47f3948754e8e0639a166b23befabae37d3

How researchers see this paper

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

In Condensed Matter Physics

1. Miloslav S. Vosvrda
2. Ladislav Kristoufek

In Economics and Econometrics

1. Miloslav S. Vosvrda
2. Ladislav Kristoufek
3. Ayoub Ammy-Driss
4. Matthieu Garcin
5. Elie Bouri
6. Eduard Baumöhl
7. Rangan Gupta
8. David Roubaud

Citations in the corpus

• Commodity futures and market efficiency (2013, background): “The research on evolution of efficiency in time is further extended by Wang and Liu (2010) where the authors study short-, medium- and long-term efficiency for various scales within the detrended fluctuation analysis approach.”