Interplay multifractal dynamics among metal commodities and US-EPU

DOI10.1016/J.PHYSA.2022.128126OpenAlexW4293473176MaRDI QIDQ2088235

Yanyan Li

Publication date: 21 October 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.128126

zbMATH Keywords

complexitycross-correlationmultifractalitymetals commoditiesUS-EPU index

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Predicting volatility: getting the most out of return data sampled at different frequencies
• Daily extreme temperature multifractals in Catalonia (NE Spain)
• Topological properties of commodities networks

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