A novel method which called analogous mutifractal cross-correlation analysis(AMF-XA) is proposed here based on analogous multifractal analysis(AMFA), to study the multifractal behaviors in the power-law cross-correlations between two signals. The method is validated by two examples of two artificial time signals. Finally, we apply the method to investigate the cross-correlation between two power series in California 2000 power market, it shows...
