Multifractal Hurst analysis of crude oil prices

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Mixed-correlated ARFIMA processes for power-law cross-correlations (2013, background): “Long-term memory has been studied for stock indices [11, 12, 7, 19, 18], bonds [9, 12], exchange rates [39, 25], commodities [2, 3, 31], interest rates [8, 10] and others.”
Measuring capital market efficiency: Global and local correlations structure (2012, methodology): “In our analysis, we apply various methods to estimate the Hurst exponent H – detrended fluctuation analysis [41, 42, 28], detrending moving average [1], and height-height correlation analysis (also known as the generalized Hurst exponent approach) [18, 3, 4].”
The role of fluctuating modes of autocorrelation in crude oil prices (2014, background): “Autocorrelation also appears in the time series of crude oil prices, and it keeps the crude oil price in a fluctuating state over time [18–20].”
Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis (2010, methodology): “Alvarez-Ramirez et al. (2002) implemented multifractal Hurst analysis on crude oil prices of Brent, WTI and Dubai markets.”