Exploring the Dynamic Interplay: Carbon Credit Markets and Asymmetric Multifractal Cross-Correlations with Financial Assets
Date Issued
2025-09
Author(s) USM
DOI
10.3390/fractalfract9100638
Abstract
This study investigates the multifractal characteristics and nonlinear cross-correlations between two major carbon credit indices-S&P Global Carbon Index and EEX Global Carbon Index-and key global financial assets: the Euro/US Dollar exchange rate, Dow Jo
