He, Ling-Yun; Chen, Shu-Peng - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3218-3229
In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil … markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers …