Detrended cross-correlation analysis in quantiles between oil price and the US stock market

被引:0
|
作者
Ben-Salha, Ousama [1 ,2 ,3 ]
Mokni, Khaled [1 ,4 ]
机构
[1] College of Business Administration, Northern Border University, P.O. Box 1321, Arar,91431, Saudi Arabia
[2] University of Sousse, Sousse, Tunisia
[3] Economic Research Forum, Cairo, Egypt
[4] Institut Supérieur de Gestion de Gabès, University of Gabès, Gabès,6002, Tunisia
来源
Energy | 2022年 / 242卷
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Detrended cross-correlation analysis in quantiles between oil price and the US stock market
    Ben-Salha, Ousama
    Mokni, Khaled
    ENERGY, 2022, 242
  • [2] Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets
    Ma, Feng
    Wei, Yu
    Huang, Dengshi
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2013, 392 (07) : 1659 - 1670
  • [3] The q-dependent detrended cross-correlation analysis of stock market
    Zhao, Longfeng
    Li, Wei
    Fenu, Andrea
    Podobnik, Boris
    Wang, Yougui
    Stanley, H. Eugene
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2018,
  • [4] MULTISCALE DETRENDED CROSS-CORRELATION ANALYSIS OF STOCK MARKETS
    Yin, Yi
    Shang, Pengjian
    FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, 2014, 22 (04)
  • [5] Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India
    Ghosh, Dipak
    Dutta, Srimonti
    Chakraborty, Sayantan
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 434 : 52 - 59
  • [6] Multifractal detrended cross-correlation analysis of gold price and SENSEX
    Dutta, Srimonti
    Ghosh, Dipak
    Samanta, Shukla
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2014, 413 : 195 - 204
  • [7] Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price
    Zhuang, Xiaoyang
    Wei, Yu
    Ma, Feng
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 430 : 101 - 113
  • [8] Multifractal detrended cross-correlation analysis of Indian Electricity market
    Pal, Mayukha
    Rao, P. Madhusudana
    Manimaran, P.
    2015 50TH INTERNATIONAL UNIVERSITIES POWER ENGINEERING CONFERENCE (UPEC), 2015,
  • [9] Dynamic relationship between carbon price and coal price: perspective based on Detrended Cross-Correlation Analysis
    Fan, Xinghua
    Li, Xuxia
    Yin, Jiuli
    INNOVATIVE SOLUTIONS FOR ENERGY TRANSITIONS, 2019, 158 : 3470 - 3475
  • [10] Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient
    Wang, Gang-Jin
    Xie, Chi
    Chen, Shou
    Yang, Jiao-Jiao
    Yang, Ming-Yan
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2013, 392 (17) : 3715 - 3730