@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

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    dct:description """
              This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable.
            """ ;
    dct:identifier "hal-00771081" ;
    dct:issued "2026-05-15T12:37:23.082246"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-15T12:37:23.082253"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "The efficiency of the crude oil markets: Evidence from variance ratio tests" ;
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    dcat:keyword "crude-oil-markets",
        "infoeu-reposemanticsarticle",
        "jel-c---mathematical-and-quantitative-methodscc1---econometric-and-statistical-methods-and-method",
        "jel-q---agricultural-and-natural-resource-economics--environmental-and-ecological-economicsqq4--",
        "journal-articles",
        "market-efficiency",
        "shsgestionhumanities-and-social-sciencesbusiness-administration",
        "variance-ratio-test" ;
    dcat:landingPage <ISSN:%200301-4215> .

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<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00771081v1/resource/d87dab87-c3d3-4b92-8a85-b9f343266713> a dcat:Distribution ;
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    dct:issued "2026-05-15T12:37:23.110237"^^xsd:dateTime ;
    dct:modified "2026-05-15T12:37:23.055820"^^xsd:dateTime ;
    dct:title "The efficiency of the crude oil markets: Evidence from variance ratio tests" ;
    dcat:accessURL <https://hal.science/hal-00771081> .

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