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COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis

This article assesses the asymmetric multifractality of the energy prices in the different periods during the coronavirus pandemic (COVID-19) through asymmetric multifractality detrended fluctuation analysis. The higher (lower) multifractality shows a rapid rise (fall), which has different consequen...

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Detalles Bibliográficos
Autores principales: Khan, Khalid, Su, Chi-Wei, Khurshid, Adnan, Umar, Muhammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9226029/
https://www.ncbi.nlm.nih.gov/pubmed/35774292
http://dx.doi.org/10.1016/j.energy.2022.124607