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Fractal Characteristics Of World Market Commodity Derivatives

Author

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  • Mihajlovsky OKSANA

    (Chernivtsi Institute of Trade and Economics of KNTEU)

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.

Suggested Citation

  • Mihajlovsky OKSANA, 2014. "Fractal Characteristics Of World Market Commodity Derivatives," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 36-48, June.
    • Handle: RePEc:ine:journl:v:1:y:2014:i:47:p:36-48
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    More about this item

    Keywords

    derivatives; clusters of investors; Hurst exponent; fractal analysis; fractal dimension;
    All these keywords.

    JEL classification:

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

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