Interplay of multifractal dynamics between shadow policy rates and energy markets
Year of publication: |
2024
|
---|---|
Authors: | Aslam, Faheem ; Hunjra, Ahmed Imran ; Memon, Bilal Ahmed ; Zhang, Mingda |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102085, p. 1-20
|
Subject: | Cross Correlation Analysis | Energy Prices | Monetary Policy | Short Shadow Rates | Geldpolitik | Monetary policy | Energiemarkt | Energy market | Korrelation | Correlation | Energiepreis | Energy price | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries |
-
Monetary policy during the energy price crisis : ECB could have contained inflation earlier
Ider, Gökhan, (2024)
-
Energy price uncertainty and decreasing pass-through to core inflation
Pirzada, Ahmed Jamal, (2017)
-
Friend, not foe : energy prices and European monetary policy
Ider, Gökhan, (2024)
- More ...
-
The dynamics of market efficiency of major cryptocurrencies
Aslam, Faheem, (2023)
-
Memon, Bilal Ahmed, (2024)
-
Dependence structure across equity sectors : evidence from vine copulas
Aslam, Faheem, (2023)
- More ...