Short-term predictability of crude oil markets: A detrended fluctuation analysis approach

By J. Álvarez-Ramírez, J. Alvarez, E. Rodriguez. 2008

232 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f8fe960a6cd4b5741c41c26fa9166907ff30e739

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
3. Yudong Wang
4. Li Liu

In Economics and Econometrics

1. Miloslav S. Vosvrda
2. Ladislav Kristoufek
3. Li Liu
4. Yudong Wang
5. Ginanjar Dewandaru
6. O. Bacha
7. Syed Aun R. Rizvi
8. Mansur Masih

Citations in the corpus

• An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014, background): “[30] found the evidence of increasing efficiency for US market towards the end of Bretton Woods system.”
• Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis (2010, methodology): “Based on the work above, Alvarez-Ramirez et al. (2008a) imposed detrended fluctuation analysis on the return series of three crude oil markets.”