Work

Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour

Year: 2020

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2020.124519

Authors: Syed Jawad Hussain Shahzad, Elie Bouri, Ghulam Mujtaba Kayani, Rana Muhammad Nasir, Ladislav Kristoufek

Institutions: South Ural State University, MBS School of Business, Holy Spirit University of Kaslik, COMSATS University Islamabad, Hubei University Of Economics, Czech Academy of Sciences, Czech Academy of Sciences, Institute of Information Theory and Automation

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

Funder: Grantová Agentura České Republiky

Award: Multifractal analysis in finance: Extreme events, portfolio and risk management, and market complexity

OpenAlex ID: W3014534075

FWCI: 8.285

Cites: 39

Cited by: 70

Related to: 10