The empirical analysis for fractal features and long-run memory mechanism in petroleum pricing systems

International Journal of Global Energy Issues

Volumn 27, Issue 4, 2007, Pages 492-502

  He, Ling Yun ^a,b   Fan, Ying ^a   Wei, Yi Ming ^a  

^a Chinese Academy of Sciences   (China)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Fractal features; Hurst exponent; Long term memory; Petroleum prices; Rescaled range analysis

Indexed keywords

COST ACCOUNTING; ESTIMATION; FRACTALS; GASOLINE; TIME SERIES ANALYSIS;

EMPIRICAL ANALYSIS; FRACTAL FEATURES; HURST EXPONENT; LONG-TERM MEMORY; PETROLEUM PRICES; RESCALED RANGE ANALYSIS;

CRUDE PETROLEUM;

EMPIRICAL ANALYSIS; ESTIMATION METHOD; FRACTAL ANALYSIS; PETROLEUM; PRICE DETERMINATION; TIME SERIES;

ASIA; EURASIA; SINGAPORE [SOUTHEAST ASIA]; SOUTHEAST ASIA;

EID: 35348947898     PISSN: 09547118     EISSN: None     Source Type: Journal    
DOI: 10.1504/IJGEI.2007.014869     Document Type: Article

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