Matches in SemOpenAlex for { <https://semopenalex.org/work/W3048585901> ?p ?o ?g. }
- W3048585901 endingPage "101829" @default.
- W3048585901 startingPage "101829" @default.
- W3048585901 abstract "This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices based on upward and downward trends. We apply the Asymmetric Multifractal Detrended Fluctuation Analysis (A-MF-DFA) approach to 15-min interval intraday data. The results show strong evidence of asymmetric multifractality that increases as the fractality scale increases. Moreover, multifractality is especially higher in the downside (upside) trend for Brent oil (gold), and this excess asymmetry has been more accentuated during the COVID-19 outbreak. Before the outbreak, the gold (oil) market was more inefficient during downward (upward) trends. During the COVID-19 outbreak period, we see that the results have changed. More precisely, we find that gold (oil) is more inefficient during upward (downward) trends. Gold and oil markets have been inefficient, particularly during the outbreak. The efficiency of gold and oil markets is sensitive to scales, market trends, and to the pandemic outbreak, highlighting the investor sentiment effect." @default.
- W3048585901 created "2020-08-18" @default.
- W3048585901 creator A5001100407 @default.
- W3048585901 creator A5021585890 @default.
- W3048585901 creator A5021863807 @default.
- W3048585901 creator A5090267717 @default.
- W3048585901 date "2020-12-01" @default.
- W3048585901 modified "2023-10-12" @default.
- W3048585901 title "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices" @default.
- W3048585901 cites W1509040574 @default.
- W3048585901 cites W1526223504 @default.
- W3048585901 cites W1966581359 @default.
- W3048585901 cites W1966984868 @default.
- W3048585901 cites W1966995908 @default.
- W3048585901 cites W1968999171 @default.
- W3048585901 cites W1977373474 @default.
- W3048585901 cites W1978119377 @default.
- W3048585901 cites W1982347777 @default.
- W3048585901 cites W1998074809 @default.
- W3048585901 cites W2003634106 @default.
- W3048585901 cites W2003677026 @default.
- W3048585901 cites W2005116958 @default.
- W3048585901 cites W2006830613 @default.
- W3048585901 cites W2007505831 @default.
- W3048585901 cites W2013391477 @default.
- W3048585901 cites W2028649295 @default.
- W3048585901 cites W2036653664 @default.
- W3048585901 cites W2040843800 @default.
- W3048585901 cites W2048489440 @default.
- W3048585901 cites W2051074140 @default.
- W3048585901 cites W2056943376 @default.
- W3048585901 cites W2057928174 @default.
- W3048585901 cites W2059926245 @default.
- W3048585901 cites W2065589331 @default.
- W3048585901 cites W2066455256 @default.
- W3048585901 cites W2069523214 @default.
- W3048585901 cites W2077126373 @default.
- W3048585901 cites W2077455194 @default.
- W3048585901 cites W2080744992 @default.
- W3048585901 cites W2111621609 @default.
- W3048585901 cites W2118564561 @default.
- W3048585901 cites W2129906923 @default.
- W3048585901 cites W2154328662 @default.
- W3048585901 cites W2165714389 @default.
- W3048585901 cites W2542272671 @default.
- W3048585901 cites W2590218058 @default.
- W3048585901 cites W2735766906 @default.
- W3048585901 cites W2779854950 @default.
- W3048585901 cites W2886746319 @default.
- W3048585901 cites W2914462931 @default.
- W3048585901 cites W2927819331 @default.
- W3048585901 cites W2947654456 @default.
- W3048585901 cites W2953629431 @default.
- W3048585901 cites W3037819932 @default.
- W3048585901 cites W3121758033 @default.
- W3048585901 cites W3123404741 @default.
- W3048585901 cites W3123598957 @default.
- W3048585901 cites W3124120664 @default.
- W3048585901 cites W3124746132 @default.
- W3048585901 cites W3125349010 @default.
- W3048585901 doi "https://doi.org/10.1016/j.resourpol.2020.101829" @default.
- W3048585901 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7420105" @default.
- W3048585901 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/34173419" @default.
- W3048585901 hasPublicationYear "2020" @default.
- W3048585901 type Work @default.
- W3048585901 sameAs 3048585901 @default.
- W3048585901 citedByCount "160" @default.
- W3048585901 countsByYear W30485859012020 @default.
- W3048585901 countsByYear W30485859012021 @default.
- W3048585901 countsByYear W30485859012022 @default.
- W3048585901 countsByYear W30485859012023 @default.
- W3048585901 crossrefType "journal-article" @default.
- W3048585901 hasAuthorship W3048585901A5001100407 @default.
- W3048585901 hasAuthorship W3048585901A5021585890 @default.
- W3048585901 hasAuthorship W3048585901A5021863807 @default.
- W3048585901 hasAuthorship W3048585901A5090267717 @default.
- W3048585901 hasBestOaLocation W30485859011 @default.
- W3048585901 hasConcept C105795698 @default.
- W3048585901 hasConcept C106159729 @default.
- W3048585901 hasConcept C116675565 @default.
- W3048585901 hasConcept C126322002 @default.
- W3048585901 hasConcept C127413603 @default.
- W3048585901 hasConcept C133905733 @default.
- W3048585901 hasConcept C134306372 @default.
- W3048585901 hasConcept C149782125 @default.
- W3048585901 hasConcept C159047783 @default.
- W3048585901 hasConcept C162324750 @default.
- W3048585901 hasConcept C2779134260 @default.
- W3048585901 hasConcept C2986394398 @default.
- W3048585901 hasConcept C2987168347 @default.
- W3048585901 hasConcept C3008058167 @default.
- W3048585901 hasConcept C33923547 @default.
- W3048585901 hasConcept C40636538 @default.
- W3048585901 hasConcept C40993552 @default.
- W3048585901 hasConcept C524204448 @default.
- W3048585901 hasConcept C556758197 @default.
- W3048585901 hasConcept C70784835 @default.
- W3048585901 hasConcept C71924100 @default.