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Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises

Authors :
Walid Mensi
Xuan Vinh Vo
Sang Hoon Kang
Source :
Resources Policy. 76:102645
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Details

ISSN :
03014207
Volume :
76
Database :
OpenAIRE
Journal :
Resources Policy
Accession number :
edsair.doi...........8c7c8b7506d25bb7340a61987da03639
Full Text :
https://doi.org/10.1016/j.resourpol.2022.102645