Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective
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Title
Is the cross-correlation of EU carbon market price with policy uncertainty really being? A multiscale multifractal perspective
Authors
Keywords
EU ETS, Carbon market, Policy uncertainty, Multifractal, Cross-correlation
Journal
JOURNAL OF ENVIRONMENTAL MANAGEMENT
Volume 298, Issue -, Pages 113490
Publisher
Elsevier BV
Online
2021-08-11
DOI
10.1016/j.jenvman.2021.113490
References
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