Multifractal Cross-Correlation Analysis of Carbon Emission Markets Between the European Union and China: A Study Based on the Multifractal Detrended Cross-Correlation Analysis and Empirical Mode Decomposition Multifractal Detrended Cross-Correlation Analysis Methods
Using the multifractal detrended cross-correlation analysis (MF-DCCA) method and the Empirical Mode Decomposition (EMD)-MF-DCCA method, this study quantifies the dynamic interrelation between carbon emission allowance returns in the Chinese and EU markets. The cross-correlation statistics indicate a...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/9/5/326 |
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