The amplitude of the big slide in oil prices from $75 to $61 was a little bit a surprise for everybody. I'm trying to answer the following question: is this big drop significant or simply a consequence of a very volatile market?

There are some cycles in oil price fluctuations. For instance, the seasonal fluctuations in oil demand or even the change of oil contract at the end of each month. On top of that, there is the usual chaos of geopolitical events, Hurricanes, etc.. The objective is to see if we can apply the Periodicity Transform in order to capture eventual cycles and get an idea of future oil market volatility.