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The empirical analysis for fractal features and long-run memory mechanism in petroleum pricing systems
The fractal behaviour for petroleum pricing is investigated in several international systems. Based on the time series of Brent & WTI crude oil and Rotterdam & Singapore Leaded gasoline prices (daily spot), this paper analyses the fractal features in the systems under study by using Rescaled Range analysis (R/S analysis). This paper also estimates the Hurst exponents; thus, long-term memory ...
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