A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Can-Zhong Yao, Yi-Na Mo, Ze-Kun Zhang
| Year of publication: |
2021
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| Authors: | Yao, Can-Zhong ; Mo, Yi-Na ; Zhang, Ze-Kun |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-19
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| Subject: | A-MFDFA | Asymmetric multifractal cross-correlation analysis | Clean energy stock market | Crude oil | Weak efficiency | Ölmarkt | Oil market | Effizienzmarkthypothese | Efficient market hypothesis | China | Aktienmarkt | Stock market | Welt | World | Erneuerbare Energie | Renewable energy | Erdöl | Petroleum | Korrelation | Correlation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101520 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187660