Market efficiency and cross-correlations of Chinese new energy market with other assets : evidence from multifractality analysis
Year of publication: |
2023
|
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Authors: | Fu, Zeyi ; Niu, Hongli ; Wang, Weiqing |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 3, p. 1287-1311
|
Subject: | Cross-correlation | Market efficiency | Multifractal sources | Multifractality | New energy market | Effizienzmarkthypothese | Efficient market hypothesis | Energiemarkt | Energy market | China |
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