Multifractal relationship between decomposed oil price shocks and trading volume
Abstract The decomposition of oil price shocks is crucial for understanding the multifractal nature of price-volume dynamics in crude oil futures. Using the structural vector autoregression (SVAR), this study decomposes the crude oil futures prices into three types of oil price shocks, viz., supply...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2025-06-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-025-05227-7 |
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