Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective

Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective

Green bonds represent a compelling financial innovation that presents a financial perspective solution to address climate change and promote sustainable development. On the other hand, the recent process of financialisation of commodities disrupts the dynamics of the commodity market, increasing its...

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Bibliographic Details
Main Authors: Turker Acikgoz, Soner Gokten, Abdullah Bugra Soylu
Format: Article
Language:English
Published: MDPI AG 2024-02-01
Series:Fractal and Fractional
Subjects:
multifractal detrended cross-correlation analysis
nonlinear dynamics
complex structures
fractal market hypothesis
green bonds
Online Access:https://www.mdpi.com/2504-3110/8/2/117

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https://www.mdpi.com/2504-3110/8/2/117

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