Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets Evidence from the Hurst exponent and Shannon entropy methods》.pdfVIP

International Economics 140 (2014) 89–106 Contents lists available at ScienceDirect International Economics journal homepage: /locate/inteco Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods Walid Mensi a,n, Makram Beljid a, Shunsuke Managi b a Department of Finance and Accounting, Faculty of Management and Economic Sciences of Tunis