Liu, Li; Ma, Guofeng - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 284-293
In this paper, we investigate cross-correlations between crude oil and refined product prices based on the well-known detrended cross-correlation analysis (DCCA). Our findings indicate that the cross-correlations are significant and strong. Furthermore, the multifractality in cross-correlations...