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Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices based on upward and downward trends. We apply the Asymmetric Multifractal Detrended Fluctuation Analysis (A-MF-DFA) approach to 15-min interval intraday data. The results show strong evidence of asymmetric mult...
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| Udgivet i: | Resour Policy |
|---|---|
| Main Authors: | , , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Elsevier Ltd.
2020
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7420105/ https://ncbi.nlm.nih.gov/pubmed/34173419 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.resourpol.2020.101829 |
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