Climate change, the scarcity of fossil fuels, advances in clean energy, and volatility crude oil prices have led to recognition energy as a viable alternative dirty energy. This paper investigates multifractal scaling behavior efficiency green finance markets, well traditional markets such gold, oil, natural gas between 1 January 2018, 9 March 2023. To test serial dependency (autocorrelation) e...

The study is basically an extension of the k-day Vol ratio analysis on Nifty Index, proposed by Viswanathan and Maheswaran (2016). It examines the impact of the global financial crisis of 2008 on the structure of volatility of global indices (S&P500, FTSE100 and DAX). The global indices did not experience a significant change in volatility structure. On comparison, the behavior of volatility of...