FRACTAL CHARACTERISTICS OF WORLD MARKET COMMODITY DERIVATIVES

31 December 2013


Authors
Author Oksana Mihajlovsky Chernivtsi
Page: 30
Abstract

The fractal properties of some segments of the global commodity derivatives market have been investigated in the present article. The fractal nature of segments of oil and copper derivatives markets has been determined. The presence of speculative reference groups of investors on given segments has been substantiated.

Keywords
derivatives, clusters of investors, Hurst exponent, fractal analysis, fractal dimension.
References
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Article
Article