MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT (Q5025317)
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scientific article; zbMATH DE number 7468064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT |
scientific article; zbMATH DE number 7468064 |
Statements
MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT (English)
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1 February 2022
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multifractal cross-correlation
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carbon spot and futures markets
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asymmetric
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EMD-MF-DCCA
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