Analysis and Test of Multifractal Characteristics of the European Carbon Emissions Market—Based on the Framework of Wavelet Leaders

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ISSN Print: 2158-7000
ISSN Online: 2158-7019
www.scirp.org/journal/lce
E-mail: lce@scirp.org

"Analysis and Test of Multifractal Characteristics of the European Carbon Emissions Market—Based on the Framework of Wavelet Leaders"
written by Jingli Liang,
published by Low Carbon Economy, Vol.7 No.1, 2016

has been cited by the following article(s):

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[2]	Correlational and non-extensive nature of carbon dioxide pricing market
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[3]	Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique
	Applied Energy, 2019

[1]	Efficiency in the Early Stages of Carbon Markets: The Case of the Korean Emissions Trading Scheme Emerging Markets Finance and Trade, 2024 DOI:10.1080/1540496X.2024.2379460

[2]	The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach Energy Economics, 2023 DOI:10.1016/j.eneco.2023.106708

[3]	ICTERI 2021 Workshops Communications in Computer and Information Science, 2022 DOI:10.1007/978-3-031-14841-5_12

[4]	Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique Applied Energy, 2019 DOI:10.1016/j.apenergy.2019.113333

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