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