A Causal and Correlation Analysis between China Energy Futures and China Energy-Related Companies Stock Market

Figure 5

Comparison of Hurst exponent, mass exponent, and multifractal spectrum of original, shuffled, and surrogated series. (a) INE-hngj. (b) INE-slda. (c) hngj-shsh. (d) hngj-zgsh. (e) shsh-zgsh. (f) shsh-sls. (g) sls-zghd.

(a)

(b)

(c)

(d)

(e)

(f)

(g)