Are oil and gas futures markets efficient? : a multifractal analysis
Zied Ftiti, Fredj Jawadi, Wael Louhichi and Mohamed El Arbi Madani
| Year of publication: |
2021
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|---|---|
| Authors: | Ftiti, Zied ; Jawadi, Fredj ; Louhichi, Wael ; Madani, Mohamed El Arbi |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 2, p. 164-184
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| Subject: | energy futures markets | intraday data | multifractal approach | Weak form efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Warenbörse | Commodity exchange | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1801984 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416030