Research Article
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis
Table 1
Descriptive statistics of returns of oil, gas, and CO2.
| ||||||||||||||||||||||||||||||||||||||||||||||||
Notes: The Jarque-Bera statistic tests for the null hypothesis of normality in sample returns distribution. Denotes statistical significance at the level. |