On the inner dynamics between Fossil fuels and the carbon market: a combination of seasonal-trend decomposition and multifractal cross-correlation analysis

This study examines the inner dynamics of multifractality between the carbon market (EU ETS) and four major fossil fuel energy markets: Brent Crude Oil (BRN), Richards Bay Coal (RBC), UK Natural Gas (NGH2), and FTSE350 electricity index (FTSE350) from January 04, 2016, to March 04, 2022. First, we d...

Descripción completa

Detalles Bibliográficos
Autores principales: Aslam, Faheem, Ali, Ijaz, Amjad, Fahd, Ali, Haider, Irfan, Inza
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9644001/
https://www.ncbi.nlm.nih.gov/pubmed/36350442
http://dx.doi.org/10.1007/s11356-022-23924-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9644001/
https://www.ncbi.nlm.nih.gov/pubmed/36350442
http://dx.doi.org/10.1007/s11356-022-23924-7

Ejemplares similares