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摘要翻译：
石油价格波动的标度特性被描述为一个由有限长时间序列实现的非平稳随机过程。利用原始模型提取非平稳过程模型中涨落函数的标度指数。结果表明，当在小于10天的时间间隔内测量收益率时，概率密度函数（PDFs）表现出自相似性和单尺度性，而在宏观尺度（通常大于1个月）PDFs表现出多重分形行为。我们发现在微尺度下，分布的时间演化很好地符合Levy分布规律。通过一个简单的非线性转移模型，使Levy分布的相关性变得合理
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英文标题：
《Fractality feature in oil price fluctuations》
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作者：
M. Momeni, I. Kourakis, K. Talebi
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最新提交年份：
2008
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Computational Physics 计算物理学
分类描述：All aspects of computational science applied to physics.
应用于物理学的计算科学的各个方面。
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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英文摘要：
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within a non-stationary process formulation. It is shown that, when returns are measured over intervals less than 10 days, the Probability Density Functions (PDFs) exhibit self-similarity and monoscaling, in contrast to the multifractal behavior of the PDFs at macro-scales (typically larger than one month). We find that the time evolution of the distributions are well fitted by a Levy distribution law at micro-scales. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer
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PDF链接：
https://arxiv.org/pdf/0809.1139
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