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中文摘要：
运用多重分形消除趋势波动分析方法（MF-DFA）和多重分形谱分析方法，研究了1987～2008年美国西德克萨斯轻质原油（WTI）和欧洲北海布伦特原油（Brent）价格波动的多重分形特征。研究发现国际原油价格市场具有标度不变性特征，广义Hurst指数和广义Rényi维数都随阶数的变化而变化，证明了国际原油价格市场存在显著的多重分形特征。研究还发现Brent原油比WTI原油具有更强的长程相关性和更宽的多重分形谱，两次海湾战争期间国际原油市场多重分形谱的变化明显。
英文摘要：
Via Muhifractal Detrended Fluctuation Analysis （MF-DFA） and muhifractal spectrum analysis, the paper analyzes the time series of the WTI and Brent Crude oil spot prices series from 1987 to 2008. The result shows that range Hurst index and Rényi dimension are changed by the steps change of time series. There are multifractal characteristics in international crude oil spot price systems. In addition, muhifractal spectrum shows that stronger long range correlation and wider spectrum exists in Brent crude oil price markets. The muhifractal spectrum of international crude oil markets is changed obviously between the First Gulf War and the Second.
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