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Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique

Citations

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Cited by:

  1. Xiangjun Chen & Bo Yan, 2024. "Research on jumps and volatility in China’s carbon market," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-43, February.
  2. Chen, Yingqi & Ba, Shusong & Yang, Qing & Yuan, Tian & Zhao, Haibo & Zhou, Ming & Bartocci, Pietro & Fantozzi, Francesco, 2021. "Efficiency of China’s carbon market: A case study of Hubei pilot market," Energy, Elsevier, vol. 222(C).
  3. Ruirui Fang & Yue Ma & Lianyong Feng, 2025. "A Comprehensive Evaluation of the Impact of China’s Carbon Market on Carbon Emission Efficiency from the Total-Factor Perspective," Sustainability, MDPI, vol. 17(11), pages 1-16, June.
  4. Xiaohang Ren & Yiying Li & Kun Duan & Tapas Mishra, 2025. "Evaluation of European Union carbon and energy networks: Evidence from market efficiency," Energy & Environment, , vol. 36(1), pages 231-254, February.
  5. Tabash, Mosab I. & Sheikh, Umaid A. & Selmi, Refk & Al-Faryan, Mamdouh Abdulaziz Saleh & Hammoudeh, Shawkat, 2025. "The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  6. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
  7. Chai, Shanglei & Yang, Xiaoli & Zhang, Zhen & Abedin, Mohammad Zoynul & Lucey, Brian, 2022. "Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective," Research in International Business and Finance, Elsevier, vol. 63(C).
  8. Yi Yao & Lixin Tian & Guangxi Cao, 2022. "The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets," Sustainability, MDPI, vol. 14(8), pages 1-18, April.
  9. Wang, Qian & Wu, Sitong & Huang, Peng & Hueng, C. James, 2025. "The influence of market liquidity on the efficiency of China's pilot carbon markets," Finance Research Letters, Elsevier, vol. 72(C).
  10. Shanglei Chai & Zixuan Zhang & Zhen Zhang, 2025. "Carbon price prediction for China's ETS pilots using variational mode decomposition and optimized extreme learning machine," Annals of Operations Research, Springer, vol. 345(2), pages 809-830, February.
  11. Xu, Lin & Wu, Chenyang & Qin, Quande & Lin, Xiaoying, 2022. "Spillover effects and nonlinear correlations between carbon emissions and stock markets: An empirical analysis of China's carbon-intensive industries," Energy Economics, Elsevier, vol. 111(C).
  12. Naeem, Muhammad Abubakr & Karim, Sitara & Farid, Saqib & Tiwari, Aviral Kumar, 2022. "Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 548-562.
  13. Chuanfei Li & Luguang Qi, 2024. "Can Government Environmental Attention Improve Corporate Carbon Emission Reduction Performance?—Evidence from China A-Share Listed Companies with High-Energy-Consumption," Sustainability, MDPI, vol. 16(11), pages 1-22, May.
  14. Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022. "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, vol. 254(PB).
  15. Lu, Xunfa & Wang, Huiyou & Mo, Jianlei, 2025. "Modelling the volatility dynamics of China's regional carbon markets: The heterogeneous effects of the fossil and clean energy electricity generation," Renewable Energy, Elsevier, vol. 240(C).
  16. Wang, Xu & Liu, Yingjie & Li, Wei & He, Lingyun & Chi, Cheng & Zhong, Yanni, 2025. "Market-based emissions regulation and capacity governance in China’s high-carbon firms: Theoretical investigation and empirical evidence," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1-17.
  17. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2025. "Corrigendum to “Spillover effects between fossil energy and green markets: Evidence from informational inefficiency” [Energy EconomicsVolume 131, March 2024, 107317]," Energy Economics, Elsevier, vol. 143(C).
  18. Yao, Can-Zhong & Mo, Yi-Na & Zhang, Ze-Kun, 2021. "A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  19. Yuan, Xue & Dong, Yu & Liang, Liang & Wei, Yuting, 2025. "The impact of carbon emission trading scheme policy on information asymmetry in the stock market: Evidence from China," Energy Policy, Elsevier, vol. 198(C).
  20. Shanglei Chai & Ruixuan Sun & Ke Zhang & Yueting Ding & Wei Wei, 2022. "Is Emissions Trading Scheme (ETS) an Effective Market-Incentivized Environmental Regulation Policy? Evidence from China’s Eight ETS Pilots," IJERPH, MDPI, vol. 19(6), pages 1-18, March.
  21. Liu, Zhibin & Huang, Shan, 2021. "Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  22. Gu, Guangtong & Zheng, Haorong & Tong, Lingyun & Dai, Yaxian, 2022. "Does carbon financial market as an environmental regulation policy tool promote regional energy conservation and emission reduction? Empirical evidence from China," Energy Policy, Elsevier, vol. 163(C).
  23. Li, Zhihui & Tian, Yun, 2024. "Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets," Applied Energy, Elsevier, vol. 371(C).
  24. Yang, Cai & Zhang, Hongwei & Weng, Futian, 2024. "Effects of COVID-19 vaccination programs on EU carbon price forecasts: Evidence from explainable machine learning," International Review of Financial Analysis, Elsevier, vol. 91(C).
  25. Haoran Zhang & Rongxia Zhang & Guomin Li & Wei Li & Yongrok Choi, 2019. "Sustainable Feasibility of Carbon Trading Policy on Heterogenetic Economic and Industrial Development," Sustainability, MDPI, vol. 11(23), pages 1-18, December.
  26. Naeem, Muhammad Abubakr & Yousaf, Imran & Karim, Sitara & Tiwari, Aviral Kumar & Farid, Saqib, 2023. "Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19," Economic Modelling, Elsevier, vol. 118(C).
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