Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences.
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| Title: | Multifractal Detrended Cross‐Correlation Patterns in the Dynamics of the Global Energy and Green Investment Markets: Insights From Pre‐COVID‐19 and Pandemic Experiences. |
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| Authors: | Ghaemi Asl, Mahdi1 (AUTHOR), Adekoya, Oluwasegun Babatunde2 (AUTHOR), Oliyide, Johnson Ayobami3 (AUTHOR), Shahzad, Umer4 (AUTHOR) 20248001@gdufe.edu.cn, Tajmir Riahi, Hamed1 (AUTHOR) |
| Source: | International Journal of Finance & Economics. Jan2026, Vol. 31 Issue 1, p285-304. 20p. |
| Database: | Business Source Ultimate |
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| ISSN: | 10769307 |
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| DOI: | 10.1002/ijfe.3139 |
