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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.
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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        Value: 10.1002/ijfe.3139
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        Text: English
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        StartPage: 285
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      – TitleFull: 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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            NameFull: Ghaemi Asl, Mahdi
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            NameFull: Adekoya, Oluwasegun Babatunde
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              Text: Jan2026
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              Y: 2026
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