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

Table 2

Scaling exponents (), (), and () for return series with varying from -10 to 10.

	REUI/RSHE	REUI/REUI	RSHE/RSHE
-10	0.59386237	0.716281715	1.000176407
-9	0.58539464	0.706819522	0.99003649
-8	0.5753821	0.695535404	0.977471404
-7	0.56341251	0.681954121	0.961501652
-6	0.54894018	0.66548597	0.940558521
-5	0.53124972	0.64544136	0.911993128
-4	0.50943791	0.621106456	0.871061305
-3	0.48249112	0.591938227	0.808830636
-2	0.44967303	0.557980322	0.709026216
-1	0.41146581	0.520600915	0.554176836
0	0.37033447	0.482948373	0.374562022
1	0.32976237	0.44850466	0.241824239
2	0.29267235	0.419020515	0.162658046
3	0.26071289	0.394563717	0.114460845
4	0.23417611	0.374475676	0.08250163
5	0.21248607	0.357944623	0.059538412
6	0.19478057	0.34423255	0.042020195
7	0.18023502	0.332739874	0.028087979
8	0.16816895	0.323002463	0.016683834
9	0.15805252	0.314667064	0.007154617
10	0.14948153	0.307464868	-0.000932134
	0.44438084	0.408816847	1.001108541