He, Ling-Yun; Fan, Ying; Wei, Yi-Ming - In: International Journal of Global Energy Issues 27 (2007) 4, pp. 492-502
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 …