Multifractal analysis of the Korean agricultural market
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DOI: 10.1016/j.physa.2011.06.046
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Citations
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Cited by:
- Sibanjan Mishra, 2019. "Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures," Global Business Review, International Management Institute, vol. 20(6), pages 1407-1422, December.
- George P. Papaioannou & Christos Dikaiakos & Akylas C. Stratigakos & Panos C. Papageorgiou & Konstantinos F. Krommydas, 2019. "Testing the Efficiency of Electricity Markets Using a New Composite Measure Based on Nonlinear TS Tools," Energies, MDPI, vol. 12(4), pages 1-30, February.
- He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
- Pavón-Domínguez, P. & Serrano, S. & Jiménez-Hornero, F.J. & Jiménez-Hornero, J.E. & Gutiérrez de Ravé, E. & Ariza-Villaverde, A.B., 2013. "Multifractal detrended fluctuation analysis of sheep livestock prices in origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4466-4476.
- Faheem Aslam & Paulo Ferreira & Haider Ali, 2022. "Analysis of the Impact of COVID-19 Pandemic on the Intraday Efficiency of Agricultural Futures Markets," JRFM, MDPI, vol. 15(12), pages 1-18, December.
- Akash P. POOJARI & Siva Kiran GUPTHA & G Raghavender RAJU, 2022. "Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(632), A), pages 61-80, Autumn.
- Kristoufek, Ladislav & Vosvrda, Miloslav, 2014.
"Commodity futures and market efficiency,"
Energy Economics, Elsevier, vol. 42(C), pages 50-57.
- Ladislav Kristoufek & Miloslav Vosvrda, 2013. "Commodity futures and market efficiency," Papers 1309.1492, arXiv.org.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023.
"Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis,"
FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis," Papers 2306.10496, arXiv.org.
- Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
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Keywords
Econophysics; Multifractal; Agricultural market;All these keywords.
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