FRACTAL GEOMETRY IN AGRICULTURAL CASH PRICE DYNAMICS
| dc.creator | Jin, Hyun Joung | |
| dc.creator | Frechette, Darren L. | |
| dc.date | 2017-04-01T19:22:53Z | |
| dc.date.accessioned | 2026-07-09T03:28:43Z | |
| dc.description | Agricultural prices are determined by natural and socio-economic factors that are known to be self-similar at different time scales and to follow non-periodic cyclical patterns. These properties are most easily understood using Mandelbrot's fractal geometry, in which a jagged time series is treated as a jagged coastline or any other natural phenomenon. The fractal market hypothesis provides the theory needed to explain why fractal structure exists in agricultural prices. Empirical evidence confirms theoretical predictions. | |
| dc.identifier | doi:10.22004/ag.econ.19696 | |
| dc.identifier | https://ageconsearch.umn.edu/record/19696/files/sp02ji02.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/19696 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/533226 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/19696 | |
| dc.title | FRACTAL GEOMETRY IN AGRICULTURAL CASH PRICE DYNAMICS | |
| dc.type | Text |