Different scaling behaviors of commodity spot and future prices

Classic studies of spot price fluctuations for commodities like cotton and wheat have been interpreted using a power-law probability distribution with exponent alpha inside the Lévy-stable regime (0

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Bibliographic Details
Published in:Physical review. E, Statistical, nonlinear, and soft matter physics Statistical, nonlinear, and soft matter physics, 2002-10, Vol.66 (4 Pt 2), p.045103-045103
Main Authors: Matia, Kaushik, Nunes Amaral, Luis A, Goodwin, Stephen P, Stanley, H Eugene
Format: Article
Language:English
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Summary:Classic studies of spot price fluctuations for commodities like cotton and wheat have been interpreted using a power-law probability distribution with exponent alpha inside the Lévy-stable regime (0
ISSN:1539-3755
DOI:10.1103/PhysRevE.66.045103