Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective

2021/08/10 by Shunqiang Ye, Peng-Fei Dai, Peng‐Fei Dai +2 · 1 citation
Economics, Econometrics and Finance · Environmental Science · #Complex Systems and Time Series Analysis #Ecosystem dynamics and resilience #Market Dynamics and Volatility

paper · doi:10.1016/j.jenvman.2021.113490

openalex publication_date 2021/08/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Citations

• The Impact of Uncertainty Shocks

Cited by

• How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective