The footprints of Russia-Ukraine war on the intraday (in)efficiency of energy markets : a multifractal analysis
Year of publication: |
2023
|
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Authors: | Aslam, Faheem ; Slim, Skander ; Osman, Mohamed ; Tabche, Ibrahim |
Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 24.2023, 1, p. 89-104
|
Subject: | Efficiency index | Energy markets | Intraday prices | Multifractality | Russia-Ukraine war | Energiemarkt | Energy market | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Börsenkurs | Share price | Effizienz | Efficiency |
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