Research Article
A Causal and Correlation Analysis between China Energy Futures and China Energy-Related Companies Stock Market
Table 2
and
of original, shuffled, and surrogated series.
| ā | | | Original | Shuffled | Surrogated | Original | Shuffled | Surrogated |
| INE-hngj | 0.82 | 0.30 | 0.78 | 0.95 | 0.34 | 0.88 | INE-slda | 0.75 | 0.32 | 0.74 | 0.89 | 0.37 | 0.78 | hngj-shsh | 0.77 | 0.32 | 1.01 | 0.86 | 0.40 | 1.22 | hngj-zgsh | 0.85 | 0.18 | 1.10 | 0.97 | 0.25 | 1.02 | shsh-zgsh | 1.02 | 0.24 | 0.98 | 1.14 | 0.32 | 1.11 | shsh-sls | 0.93 | 0.31 | 0.85 | 1.06 | 0.34 | 0.98 | sls-zghd | 0.75 | 0.32 | 0.66 | 0.87 | 0.33 | 0.77 |
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