Multifractal detrended cross-correlation analysis of carbon and crude oil markets
Year of publication: |
2014
|
---|---|
Authors: | Zhuang, Xiaoyang ; Wei, Yu ; Zhang, Bangzheng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 399.2014, C, p. 113-125
|
Publisher: |
Elsevier |
Subject: | Multifractal detrended cross-correlation analysis | Carbon market | Crude oil markets |
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