Crude oil market efficiency and modeling : insights from the multiscaling autocorrelation pattern
Year of publication: |
2010
|
---|---|
Authors: | Alvarez-Ramirez, Jose ; Alvarez, Jesus ; Solís Rosales, Ricardo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 5, p. 993-1000
|
Subject: | Ölmarkt | Oil market | Autokorrelation | Autocorrelation | Ölpreis | Oil price | Spotmarkt | Spot market | USA | United States | 1986-2009 |
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