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

Energy Economics

Volumn 30, Issue 5, 2008, Pages 2645-2656

  Alvarez Ramirez, Jose ^a   Alvarez, Jesus ^a   Rodriguez, Eduardo ^a  

^a DEPARTAMENTO DE QUÍMICA   (Mexico)

Author keywords

Crude oil market; Detrending fluctuation analysis; Dynamics; Long term correlation

Indexed keywords

CORRELATION METHODS; DYNAMICS; MODAL ANALYSIS; PETROLEUM ANALYSIS;

AUTO-CORRELATION (AC); AUTO-CORRELATIONS; CRUDE OIL MARKETS; CRUDE OIL PRICES; DETRENDED FLUCTUATION ANALYSIS (DFA); EFFICIENT MARKET HYPOTHESIS (EMH); ELSEVIER (CO); HURST EXPONENTS; INTERNATIONAL (CO); LONG TERM; MARKET FLUCTUATIONS; MARKET TRENDS; MODEL FREE; NON STATIONARY; PERIODIC DYNAMICS; STATISTICAL APPROACHES; TIME HORIZONS; TIME VARIATIONS; TIME-VARYING;

MARKETING;

AUTOCORRELATION; COMMODITY PRICE; CRUDE OIL; ENERGY MARKET; ESTIMATION METHOD; PREDICTION; PRICE DYNAMICS;

EID: 48049096152     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.05.006     Document Type: Article

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