Is WTI crude oil market becoming weakly efficient over time?. New evidence from multiscale analysis based on detrended fluctuation analysis

Energy Economics

Volumn 32, Issue 5, 2010, Pages 987-992

  Wang, Yudong ^a   Liu, Li ^a  

^a NANJING UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Detrended fluctuation analysis; Market efficiency; Multiscale; WTI crude oil market

Indexed keywords

CRUDE OIL MARKET; DETRENDED FLUCTUATION ANALYSIS; EMPIRICAL RESULTS; ENERGY ECONOMICS; LOCAL HURST EXPONENT; LONG-TERM BEHAVIOR; MARKET EFFICIENCY; MULTI SCALE ANALYSIS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTISCALE; MULTISCALES; ROLLING WINDOW; SMALL FLUCTUATION; WTI CRUDE OIL MARKET;

COMMERCE; CRUDE OIL; ECONOMICS;

PETROLEUM ANALYSIS;

COMMODITY PRICE; CRUDE OIL; ENERGY MARKET; FRACTAL ANALYSIS; MARKET CONDITIONS;

EID: 77956786812     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.12.001     Document Type: Article

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