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Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique
16 references·7 citing·42 second hop
Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique (2019)Multifractality and market efficiency of …Impact of carbon allowance allocation on power industry in China’s carbon trading market: Computable general equilibrium based analysis (2018)Impact of carbon allowance al…Research on the efficiency of carbon trading market in China (2017)Research on the efficiency of…How to improve the market efficiency of carbon trading: A perspective of China (2016)How to improve the market eff…China׳s carbon-emissions trading: Overview, challenges and future (2015)China׳s carbon-emissions trad…Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Causes of the EU ETS price dr…An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)An analysis of stock market e…Carbon trading thickness and market efficiency (2010)Carbon trading thickness and …Carbon price volatility: Evidence from EU ETS (2010)Carbon price volatility: Evid…Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2010)Analysis of the efficiency an…Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Modeling CO2 emission allowan…Dynamic behavior of CO2 spot prices (2008)Dynamic behavior of CO2 spot …Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods (2003)Multifractality of river runo…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Random Walks in Stock Market Prices (1965)Random Walks in Stock Market …The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach (2023)The time-varying effects of l…Multi-step-ahead and interval carbon price forecasting using transformer-based hybrid model (2023)Multi-step-ahead and interval…The overall and time-varying efficiency test for the carbon market in China (2022)The overall and time-varying …How Does Carbon Market Affect Corporate Risk-Taking? — Evidence from China (2022)How Does Carbon Market Affect…Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19 (2022)Comparing the asymmetric effi…The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach (2021)The efficiency of CO2 market …Could carbon emission control firms achieve an effective financing in the carbon market? A case study of China's emission trading scheme (2021)Could carbon emission control…Some long‐run properties of geophysical records (1969)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis (2006)Fractal analysis of river flow fluctuations (2007)Quantitative features of multifractal subtleties in time series (2009)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Consumption‐based carbon accounting: does it have a future? (2016)What will China's carbon emission trading market affect with only electricity sector involvement? A CGE based study (2018)The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Optimal Control Theory : Applications to Management Science and Economics (2000)Modeling the price dynamics of CO2 emission allowances (2008)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)How does emission trading reduce China's carbon intensity? An exploration using a decomposition and difference-in-differences approach (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Cost of Carbon: Capital Market Effects of the Proposed Emission Trading Scheme ( ETS ) (2013)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Allowance price drivers in the first phase of the EU ETS (2009)An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)Decoupling relationship between economic output and carbon emission in the Chinese construction industry (2018)Review of recent progress of emission trading policy in China (2022)The Behavior of Stock-Market Prices (1965)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)The Problem of Social Cost (1960)The Economics of Climate Change (2007)The Economics of Climate Change (2010)Carbon finance and carbon market in China: Progress and challenges (2019)Quantity or quality? The impacts of environmental regulation on firms’ innovation–Quasi-natural experiment based on China's carbon emissions trading pilot (2020)The effect of emission trading policy on carbon emission reduction: Evidence from an integrated study of pilot regions in China (2020)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
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References

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  • 2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence447 cited
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  • 2016How to improve the market efficiency of carbon trading: A perspective of China249 cited
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  • 2017Research on the efficiency of carbon trading market in China216 cited
  • 2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA180 cited
  • 2010Carbon trading thickness and market efficiency167 cited
  • 2010Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

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140 cited
  • 2018Impact of carbon allowance allocation on power industry in China’s carbon trading market: Computable general equilibrium based analysis140 cited
  • Cited by

    • 2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-1961 cited
    • 2021Could carbon emission control firms achieve an effective financing in the carbon market? A case study of China's emission trading scheme60 cited
    • 2023Multi-step-ahead and interval carbon price forecasting using transformer-based hybrid model28 cited
    • 2021The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach24 cited
    • 2022The overall and time-varying efficiency test for the carbon market in China21 cited
    • 2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach21 cited
    • 2022How Does Carbon Market Affect Corporate Risk-Taking? — Evidence from China17 cited