Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets
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DOI: 10.1016/j.resourpol.2022.102715
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- Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
- Huang, Menghao & Shao, Wei & Wang, Jian, 2023. "Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries," Resources Policy, Elsevier, vol. 80(C).
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Keywords
Efficiency; Commodity markets; Multifractality; Hurst exponent; MLM; Crisis; COVID-19;All these keywords.
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