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Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition
16 references·1 citing·54 second hopsampled
Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition (2015)Multifractal features of EUA and CER futu…Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis (2011)Price discovery and volatilit…Multivariate Granger causality between CO2 emissions, energy consumption, FDI (foreign direct investment) and GDP (gross domestic product): Evidence from a panel of BRIC (Brazil, Russian Federation, India, and China) countries (2010)Multivariate Granger causalit…Carbon price volatility: Evidence from EU ETS (2010)Carbon price volatility: Evid…An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)An overview of current resear…The components of empirical multifractality in financial returns (2009)The components of empirical m…Quantifying cross-correlations using local and global detrending approaches (2009)Quantifying cross-correlation…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …Dynamic behavior of CO2 spot prices (2008)Dynamic behavior of CO2 spot …An econometric analysis of emission allowance prices (2008)An econometric analysis of em…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Multifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIPrice and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets (2016)Asymmetric MF-DCCA method bas…Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)The Long-Run Evolution of Energy Prices (1999)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)Forecasting the short-term metro passenger flow with empirical mode decomposition and neural networks (2011)A novel hybrid method for crude oil price forecasting (2015)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Investigation of environmental Kuznets curve for ecological footprint: The role of energy and financial development (2018)The energy–climate challenge: Recent trends in CO2 emissions from fuel combustion (2007)Modeling the price dynamics of CO2 emission allowances (2008)Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology (2012)Efficiency and abatement costs of energy-related CO2 emissions in China: A slacks-based efficiency measure (2012)Environmental regulations, innovation and firm performance: A revisit of the Porter hypothesis (2016)The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. 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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,099 cited
  • 2010Multivariate Granger causality between CO2 emissions, energy consumption, FDI (foreign direct investment) and GDP (gross domestic product): Evidence from a panel of BRIC (Brazil, Russian Federation, India, and China) countries1,063 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2010An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect434 cited
  • 2009Quantifying cross-correlations using local and global detrending approaches424 cited
  • 2008Dynamic behavior of CO2 spot prices345 cited
  • 2008An econometric analysis of emission allowance prices327 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2010Carbon price volatility: Evidence from EU ETS221 cited
  • 2011Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis

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201 cited
  • 2009The components of empirical multifractality in financial returns195 cited
  • 2002Multifractal Hurst analysis of crude oil prices187 cited
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    • 2016Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets48 cited