Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties

Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties

Abstract This study investigates the relationships between agricultural spot markets and external uncertainties through multifractal detrending moving-average cross-correlation analysis (MF-X-DMA). The dataset contains the Grains & Oilseeds Index (GOI) and its five subindices for wheat, maize, s...

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Bibliographic Details
Main Authors: Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, Wei-Xing Zhou
Format: Article
Language:English
Published: SpringerOpen 2025-01-01
Series:Financial Innovation
Subjects:
Agricultural market
Uncertainty
MF-X-DMA
Multifractal cross-correlation
Statistical test
Online Access:https://doi.org/10.1186/s40854-024-00669-5
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