Zhuang, Xiaoyang; Wei, Yu; Zhang, Bangzheng - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 113-125
The complex dynamics between carbon and crude oil markets have been an increasingly interesting area of research. In … this paper, we try to take a fresh look at the cross-correlations between carbon and crude oil markets as well as their … and crude oil markets are significantly cross-correlated. Second, we confirm the existence of multifractality for the …