Efficient markets are more connected : an entropy-based analysis of the energy, industrial metal and financial markets
Year of publication: |
2022
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Authors: | Wang, Xiaoyang |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-14
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Subject: | Fuzzy entropy | Market connectedness | Market efficiency | Transfer entropy | Entropie | Entropy | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Theorie | Theory |
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