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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| 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 |