Multifractal Detrended Cross-Correlation Analysis of Electricity and Carbon Markets in China

Table 1

Descriptive statistics for the returns of carbon and electricity market time series.

Statistics	RSHE	REUI
Mean	0.012011	0.082226
Median	0	0.074004
Maximum	92.84613	7.794301
Minimum	-83.87325	-9.690959
Std. Dev.	7.794822	1.758069
Skewness	0.844039	-0.564978
Kurtosis	52.18809	9.733704
Jarque-Bera	71559.32	1377.22
Probability	0	0
Sum Sq. Dev.	43017.55	2188.291
Observations	709	709