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Multi-fractal fluctuation features of thermal power coal price in China
11 references·2 citing·48 second hop
Multi-fractal fluctuation features of thermal power coal price in China (2016)Multi-fractal fluctuation features of the…Comparison of China's primary energy consumption forecasting by using ARIMA (the autoregressive integrated moving average) model and GM(1,1) model (2016)Comparison of China's primary…Oil prices and financial stress: A volatility spillover analysis (2015)Oil prices and financial stre…Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors (2015)Multifractal detrended cross-…Multifractal characterization of gold market: A multifractal detrended fluctuation analysis (2014)Multifractal characterization…What causes price volatility and regime shifts in the natural gas market (2013)What causes price volatility …Market-driven coal prices and state-administered electricity prices in China (2013)Market-driven coal prices and…Conceptualizing and evaluating best practices in electricity and water regulatory governance (2011)Conceptualizing and evaluatin…Establishing an efficient regulatory mechanism—Prerequisite for successful energy activities regulation (2009)Establishing an efficient reg…Multifractal nature of stock exchange prices (2002)Multifractal nature of stock …Multifractal nature of stock exchange prices (2002)Multifractal nature of stock …Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…How do climate risks impact the contagion in China's energy market? (2024)How do climate risks impact t…Probability density forecasts for steam coal prices in China: The role of high-frequency factors (2021)Probability density forecasts…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Causal independence between energy consumption and economic growth in Liberia: Evidence from a non-parametric bootstrapped causality test (2012)The relationship between European electricity markets and emission allowance futures prices in phase II of the EU (European Union) emission trading scheme (2014)The information content of uncertainty indices for natural gas futures volatility forecasting (2021)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Numerical distribution functions for unit root and cointegration tests (1996)How does coal price drive up inflation? 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this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2016Comparison of China's primary energy consumption forecasting by using ARIMA (the autoregressive integrated moving average) model and GM(1,1) model400 cited
  • 2015Oil prices and financial stress: A volatility spillover analysis221 cited
  • 2015Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors122 cited
  • 2013Market-driven coal prices and state-administered electricity prices in China80 cited
  • 2002Multifractal nature of stock exchange prices72 cited
  • 2013What causes price volatility and regime shifts in the natural gas market71 cited
  • 2014Multifractal characterization of gold market: A multifractal detrended fluctuation analysis69 cited
  • 2002Multifractal nature of stock exchange prices60 cited
  • 2009Establishing an efficient regulatory mechanism—Prerequisite for successful energy activities regulation38 cited
  • 2011Conceptualizing and evaluating best practices in electricity and water regulatory governance34 cited

Cited by

  • 2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors49 cited
  • 2024How do climate risks impact the contagion in China's energy market?48 cited

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