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COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis
16 references·1 citing·58 second hopsampled
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,548 cited
  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 2021Can Fintech development pave the way for a transition towards low-carbon economy: A global perspective416 cited
  • 2020Hourly Oil Price Volatility: The Role of COVID-19316 cited
  • 2020How the cryptocurrency market has performed during COVID 19? A multifractal analysis294 cited
  • 2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices289 cited
  • 2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia248 cited
  • 2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited
  • 2022Does technological innovation bring destruction or creation to the labor market?158 cited
  • 2022Can green credit reduce the emissions of pollutants?151 cited
  • 2020Effects of COVID-19 on Indian Energy Consumption146 cited
  • 2021To what extent does COVID-19 drive stock market volatility? A comparison between the U.S. and China144 cited
  • 2019Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis

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124 cited
  • 2021Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach90 cited
  • 2014On the efficiency of the gold market: Results of a real-time forecasting approach82 cited
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    • 2024Impact of global events on crude oil economy: a comprehensive review of the geopolitics of energy and economic polarization47 cited