{"id":"https://openalex.org/W2032007607","doi":"https://doi.org/10.1016/j.esd.2008.12.002","title":"Fractional dynamic behavior in Forcados Oil Price Series: An application of detrended fluctuation analysis","display_name":"Fractional dynamic behavior in Forcados Oil Price Series: An application of detrended fluctuation analysis","publication_year":2008,"publication_date":"2008-12-31","ids":{"openalex":"https://openalex.org/W2032007607","doi":"https://doi.org/10.1016/j.esd.2008.12.002","mag":"2032007607"},"language":"en","primary_location":{"id":"doi:10.1016/j.esd.2008.12.002","doi":"https://doi.org/10.1016/j.esd.2008.12.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.esd.2008.12.002","pdf_url":null,"source":{"id":"https://openalex.org/S186823356","display_name":"Energy Sustainable Development/Energy for sustainable development","issn_l":"0973-0826","issn":["0973-0826","2352-4669"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy for Sustainable Development","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5058102633","display_name":"O. Felix Ayadi","orcid":"https://orcid.org/0000-0003-1846-9862","observed_orcids":["https://orcid.org/0000-0003-1846-9862"]},"institutions":[{"id":"https://openalex.org/I48205209","display_name":"Texas Southern University","ror":"https://ror.org/05ch0aw77","country_code":"US","type":"education","lineage":["https://openalex.org/I48205209"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"O. Felix Ayadi","raw_affiliation_strings":["Texas Southern University, Houston, TX, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Texas Southern University, Houston, TX, USA","institution_ids":["https://openalex.org/I48205209"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5066367972","display_name":"J. Sherwood Williams","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I48205209","display_name":"Texas Southern University","ror":"https://ror.org/05ch0aw77","country_code":"US","type":"education","lineage":["https://openalex.org/I48205209"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Johnnie Williams","raw_affiliation_strings":["Texas Southern University, Houston, TX, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Texas Southern University, Houston, TX, USA","institution_ids":["https://openalex.org/I48205209"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5084048802","display_name":"Ladelle M. Hyman","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I48205209","display_name":"Texas Southern University","ror":"https://ror.org/05ch0aw77","country_code":"US","type":"education","lineage":["https://openalex.org/I48205209"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ladelle M. Hyman","raw_affiliation_strings":["Texas Southern University, Houston, TX, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Texas Southern University, Houston, TX, USA","institution_ids":["https://openalex.org/I48205209"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5058102633"],"corresponding_institution_ids":["https://openalex.org/I48205209"],"apc_list":{"value":2750,"currency":"USD","value_usd":2750},"apc_paid":null,"fwci":0.7202,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":{"value":0.8371663,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"13","issue":"1","first_page":"11","last_page":"17"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.6693999767303467,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.6693999767303467,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.30399999022483826,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.0038999998942017555,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/long-range-dependence","display_name":"long-range dependence","score":0.9229999780654907},{"id":"https://openalex.org/keywords/fractional-noise","display_name":"fractional noise","score":0.7900000214576721},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.8500000238418579},{"id":"https://openalex.org/keywords/anti-persistence","display_name":"anti-persistence","score":0.8429999947547913},{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.8169999718666077},{"id":"https://openalex.org/keywords/arma-models","display_name":"ARMA models","score":0.7089999914169312},{"id":"https://openalex.org/keywords/revenue-forecasting","display_name":"revenue forecasting","score":0.7360000014305115},{"id":"https://openalex.org/keywords/macroeconomic-instability","display_name":"macroeconomic instability","score":0.8029999732971191},{"id":"https://openalex.org/keywords/nigeria","display_name":"Nigeria","score":0.6190000176429749}],"concepts":[{"id":"https://openalex.org/C1297061","wikidata":"https://www.wikidata.org/wiki/Q4826945","display_name":"Autoregressive fractionally integrated moving average","level":4,"score":0.6816876530647278},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.6220555901527405},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.6023092269897461},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6015542149543762},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.5616332292556763},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5577201247215271},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5404570698738098},{"id":"https://openalex.org/C193991484","wikidata":"https://www.wikidata.org/wiki/Q2509483","display_name":"Government revenue","level":3,"score":0.5137861371040344},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.510277271270752},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5101078152656555},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.48941507935523987},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.4694594442844391},{"id":"https://openalex.org/C195487862","wikidata":"https://www.wikidata.org/wiki/Q850210","display_name":"Revenue","level":2,"score":0.4534670114517212},{"id":"https://openalex.org/C5297727","wikidata":"https://www.wikidata.org/wiki/Q786970","display_name":"Autocorrelation","level":2,"score":0.42110517621040344},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.25323542952537537},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25051382184028625},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.20170632004737854},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20092058181762695},{"id":"https://openalex.org/C2986394398","wikidata":"https://www.wikidata.org/wiki/Q1805477","display_name":"Long memory","level":3,"score":0.12523788213729858},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.esd.2008.12.002","doi":"https://doi.org/10.1016/j.esd.2008.12.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.esd.2008.12.002","pdf_url":null,"source":{"id":"https://openalex.org/S186823356","display_name":"Energy Sustainable Development/Energy for sustainable development","issn_l":"0973-0826","issn":["0973-0826","2352-4669"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy for Sustainable Development","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":56,"referenced_works":["https://openalex.org/W306626049","https://openalex.org/W644409690","https://openalex.org/W1482923053","https://openalex.org/W1520583863","https://openalex.org/W1539800643","https://openalex.org/W1561104754","https://openalex.org/W1591963373","https://openalex.org/W1602713647","https://openalex.org/W1639805383","https://openalex.org/W1968228269","https://openalex.org/W1976955071","https://openalex.org/W1983693052","https://openalex.org/W1983722836","https://openalex.org/W1992603631","https://openalex.org/W2000088897","https://openalex.org/W2007216649","https://openalex.org/W2015390758","https://openalex.org/W2017821362","https://openalex.org/W2022683303","https://openalex.org/W2026757806","https://openalex.org/W2027851039","https://openalex.org/W2036713496","https://openalex.org/W2042922042","https://openalex.org/W2045349794","https://openalex.org/W2049057506","https://openalex.org/W2055781590","https://openalex.org/W2076209196","https://openalex.org/W2082179812","https://openalex.org/W2086060116","https://openalex.org/W2089084403","https://openalex.org/W2111911627","https://openalex.org/W2116160928","https://openalex.org/W2129330347","https://openalex.org/W2131499322","https://openalex.org/W2132417154","https://openalex.org/W2141186877","https://openalex.org/W2188671579","https://openalex.org/W2258173421","https://openalex.org/W2341760625","https://openalex.org/W2494202119","https://openalex.org/W2522801444","https://openalex.org/W2588589327","https://openalex.org/W2626853028","https://openalex.org/W2729866219","https://openalex.org/W2742725623","https://openalex.org/W2802219389","https://openalex.org/W2955288495","https://openalex.org/W3121595223","https://openalex.org/W3125080556","https://openalex.org/W3125246470","https://openalex.org/W3125315077","https://openalex.org/W3126060555","https://openalex.org/W3148084552","https://openalex.org/W3196576395","https://openalex.org/W3200856903","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4416268300","https://openalex.org/W2387831148","https://openalex.org/W2078651389","https://openalex.org/W3215973008","https://openalex.org/W4391145513","https://openalex.org/W4416012610","https://openalex.org/W4285702966","https://openalex.org/W979528757","https://openalex.org/W4327634134","https://openalex.org/W3049080309"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
