Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension
Year of publication: |
2020
|
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Authors: | David, Sergio A. ; Inácio, C. M. C. ; Quintino, D. D. ; Machado, José António Tenreiro |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 85.2020, p. 1-9
|
Subject: | Energy | Fractal dimension | Fractional modelling | Fuel prices policy | Brasilien | Brazil | Benzin | Gasoline | Biokraftstoff | Biofuel | Effizienzmarkthypothese | Efficient market hypothesis | Ölpreis | Oil price | Preis | Price |
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