Dollar’s Influence on Crude Oil and Gold Based on MF-DPCCA Method

This paper analyzed the influence of dollar on crude oil and gold based on the multifractal detrended partial cross-correlation analysis method. It showed that affected by the dollar, the crude oil and gold markets have a partial cross-correlation relationship which is stronger than their own cross-...

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Bibliographic Details
Main Authors: Zhonghui Ding, Kai Shi, Bin Wang
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/5558967
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