Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern

Energy Economics

Volumn 32, Issue 5, 2010, Pages 993-1000

  Alvarez Ramirez, Jose ^a   Alvarez, Jesus ^a   Solis, Ricardo ^a  

^a DEPARTAMENTO DE QUÍMICA   (Mexico)

Author keywords

Autocorrelations; Crude oil; Mean reversion; Multiscaling pattern

Indexed keywords

CRUDE OIL MARKET; CRUDE OIL PRICES; DELAY EFFECTS; DETRENDED FLUCTUATION ANALYSIS; EMPIRICAL RESEARCH; EQUILIBRIUM PATH; HURST EXPONENTS; MEAN REVERSION; MULTISCALING; MULTISCALING BEHAVIORS; RANDOM WALK; SPOT PRICE; THEORETICAL ARGUMENTS; TIME-SCALES; WEAK EFFICIENCY;

COMMERCE; CORRELATION DETECTORS; COSTS; CRUDE OIL; ECONOMICS; GAS INDUSTRY; TIME SERIES;

AUTOCORRELATION;

AUTOCORRELATION; CRUDE OIL; EMPIRICAL ANALYSIS; MODELING; OIL SUPPLY; PRICE DYNAMICS; TIME SERIES ANALYSIS;

EID: 77956771647     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2010.04.013     Document Type: Article

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