Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour
Author:
Funder
Czech Science Foundation
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference40 articles.
1. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach;Bouri;Energy,2019
2. Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability;Dutta;J. Cleaner Prod.,2020
3. Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches;Shahzad;Physica A,2017
4. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume;Shahzad;Physica A,2018
5. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using dow jones sector ETF indices;Tiwari;Physica A,2017
Cited by 48 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Renewable energy stock prices forecast using environmental television newscasts investors’ sentiment;Renewable Energy;2024-09
2. Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?;International Review of Financial Analysis;2024-07
3. Long Memory in Clean Energy Exchange Traded Funds;Politická ekonomie;2024-06-24
4. THE CO-INTEGRATION AND CAUSALITY EFFECT BETWEEN GLOBAL COVID-19 PANDEMIC AND THE STOCK MARKET RETURN IN MALAYSIA: AN EXPLORATORY SEQUENTIAL MIXED METHODS APPROACH;Journal of International Studies;2024-05-12
5. Extreme Events Cause Market Efficiency or Inefficiency? Evidence from Precious Metals and Green Stock Indices;Revista de Gestão Social e Ambiental;2024-05-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3