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Fractal Characteristics Of World Market Commodity Derivatives

Author

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  • Oksana Mihajlovsky

    (Chernivtsi institute of trade and economics of KNUCE Ukraine)

Abstract

The fractal properties of some segments of the global commodity derivatives markethave been investigated in the present article. The fractal nature of segments of oil and copperderivatives markets has been determined. The presence of speculative reference groups of investorson given segments has been substantiated.

Suggested Citation

  • Oksana Mihajlovsky, 2013. "Fractal Characteristics Of World Market Commodity Derivatives," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(15), pages 1-30.
  • Handle: RePEc:alu:journl:v:2:y:2013:i:15:p:30
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    1. repec:eee:intfor:v:33:y:2017:i:3:p:605-617 is not listed on IDEAS

    More about this item

    Keywords

    derivatives; clusters of investors; Hurst exponent; fractal analysis; fractal dimension.;

    JEL classification:

    • F30 - International Economics - - International Finance - - - General

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