Multifractal cross-correlation analysis between carbon spot and futures markets considering asymmetric conduction effect (Q5025317)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multifractal cross-correlation analysis between carbon spot and futures markets considering asymmetric conduction effect |
scientific article; zbMATH DE number 7468064
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1 February 2022
0 references
multifractal cross-correlation
0 references
carbon spot and futures markets
0 references
asymmetric
0 references
EMD-MF-DCCA
0 references
0 references
0 references
0.7966246604919434
0 references
0.7190125584602356
0 references
0.7123816013336182
0 references
0.6924071311950684
0 references
