Work

Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock markets

Year: 2014

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2014.05.023

Authors: Feng Ma, Qian Zhang, Chen Peng, Yu Wei

Institution: Southwest Jiaotong University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2049400504

FWCI: 10.5

Cites: 55

Cited by: 49

Related to: 10