Interplay of multifractal dynamics between shadow policy rates and energy markets-Reference-Cited by-同舟云学术

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Interplay of multifractal dynamics between shadow policy rates and energy markets

Published:2024-03 Issue: Volume:71 Page:102085
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Aslam Faheem^ORCID,Hunjra Ahmed Imran,Memon Bilal Ahmed,Zhang Mingda

Publisher

Elsevier BV

Reference93 articles.

1. Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war;Adekoya;Resources Policy,2023

2. Bubbles and crises;Allen;The Economic Journal,2000

3. Uncertainty and crude oil returns;Aloui;Energy Economics,2016

4. Time-Of-Use pricing in an energy sustainable supply chain with government interventions: A game theory approach;Amiri-Pebdani;Energy,2022

5. Anzuini, A., Lombardi, M. J., & Pagano, P. (2012). The impact of monetary policy shocks on commodity prices. Bank of Italy Temi di Discussione Working Paper(851).

Cited by 1 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. Measuring the dynamics of the stock market’s volume-price relationship: a new Hurst-based market-trend index;Applied Economics;2024-07-08

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