Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices based on upward and downward trends. We apply the Asymmetric Multifractal Detrended Fluctuation Analysis (A-MF-DFA) approach to 15-min interval intraday data. The results show strong evidence of asymmetric mult...

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Detalles Bibliográficos
Autores principales: Mensi, Walid, Sensoy, Ahmet, Vo, Xuan Vinh, Kang, Sang Hoon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7420105/
https://www.ncbi.nlm.nih.gov/pubmed/34173419
http://dx.doi.org/10.1016/j.resourpol.2020.101829

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7420105/
https://www.ncbi.nlm.nih.gov/pubmed/34173419
http://dx.doi.org/10.1016/j.resourpol.2020.101829

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