期刊名称：International Journal of Economics and Finance Studies
电子版ISSN：1309-8055
出版年度：2013
卷号：5
期号：1
出版社：Social Sciences Research Society
摘要：This study analyses the multifractal properties of the most prominent oil-related derivative which is ‘‘WTI’’ since the West Texas Intermediate grade of crude oil for delivery at Cushing, Oklahoma. To be able to test multifractality of the WTI prices, we used two different methodologies which are multifractal detrended fluctuation analysis (MF - DFA) and wavelet transform modulus maxima (WTMM).
