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Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Yin, Jiuli ; Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin.
In: Applied Energy.
RePEc:eee:appene:v:251:y:2019:i:c:60.

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Cited: 18

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Cites: 52

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  1. Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning. (2024). Weng, Futian ; Zhang, Hongwei ; Yang, Cai.
    In: International Review of Financial Analysis.
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  2. Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang.
    In: Energy Economics.
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  3. Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets. (2024). Li, Zhihui ; Tian, Yun.
    In: Applied Energy.
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  4. The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui.
    In: Energy Economics.
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  5. Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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  6. The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets. (2022). Cao, Guangxi ; Tian, Lixin ; Yao, YI.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:8:p:4479-:d:790159.

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  7. Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective. (2022). Abedin, Mohammad Zoynul ; Zhang, Zhen ; Yang, Xiaoli ; Chai, Shanglei ; Lucey, Brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001441.

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  8. Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying.
    In: Energy.
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  9. Does carbon financial market as an environmental regulation policy tool promote regional energy conservation and emission reduction? Empirical evidence from China. (2022). Dai, Yaxian ; Tong, Lingyun ; Zheng, Haorong ; Gu, Guangtong.
    In: Energy Policy.
    RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000519.

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  10. Spillover effects and nonlinear correlations between carbon emissions and stock markets: An empirical analysis of Chinas carbon-intensive industries. (2022). Xu, Lin ; Wu, Chenyang ; Qin, Quande ; Lin, Xiaoying.
    In: Energy Economics.
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  11. Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Economic Analysis and Policy.
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  12. .

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  13. Efficiency of China’s carbon market: A case study of Hubei pilot market. (2021). Fantozzi, Francesco ; Bartocci, Pietro ; Zhou, Ming ; Zhao, Haibo ; Yuan, Tian ; Yang, Qing ; Chen, Yingqi.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s036054422100195x.

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  14. A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong.
    In: The North American Journal of Economics and Finance.
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  15. Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading. (2021). Liu, Zhibin ; Huang, Shan.
    In: The North American Journal of Economics and Finance.
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  16. Sustainable Feasibility of Carbon Trading Policy on Heterogenetic Economic and Industrial Development. (2019). Li, Guomin ; Zhang, Rongxia ; Choi, Yongrok.
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  33. Cointegration and causal linkages in fertilizer markets across different regimes. (2017). Lahmiri, Salim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:181-189.

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  34. Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

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  35. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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  36. Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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  37. Causal relationship between the global foreign exchange market based on complex networks and entropy theory. (2017). Li, Qingchen ; Zhang, QI ; Cao, Guangxi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:99:y:2017:i:c:p:36-44.

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  38. Simulation analysis of multifractal detrended methods based on the ARFIMA process. (2017). Shi, Yingying ; Cao, Guangxi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:105:y:2017:i:c:p:235-243.

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  39. Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market. (2017). Kristjanpoller, Werner ; Gajardo, Gabriel.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:104:y:2017:i:c:p:121-128.

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