Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method-Reference-Cited by-同舟云学术

Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method

Published:2023-05 Issue: Volume:53 Page:103691
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Feng Yun,Yang Jie^ORCID,Huang Qian

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Finance

Reference27 articles.

1. The continuous wavelet transform: moving beyond uni-and bivariate analysis;Aguiar-Conraria;J. Econ. Surv.,2014

2. An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model;Bai;Res. Int. Bus. Financ.,2021

3. Comparison of detrending methods for fluctuation analysis;Bashan;Physica A,2008

4. Volatility transmission in agricultural futures markets;Beckmann;Econ. Model.,2014

5. The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods;Chang;Energy,2010

Cited by 7 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. Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets;Applied Energy;2024-10

2. Measuring the dynamics of the stock market’s volume-price relationship: a new Hurst-based market-trend index;Applied Economics;2024-07-08

3. Oil Price Fluctuation and CryptocurrenciesReturn Conceptual Framework;2024 2nd International Conference on Cyber Resilience (ICCR);2024-02-26

4. STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA;Fractals;2023-12-08

5. Market inefficiency spillover network across different regimes;Finance Research Letters;2023-12