 This study examined the multi-fractal scaling behavior and efficiency of green finance markets compared to traditional markets such as gold, crude oil, and natural gas. It found evidence of both efficiency and inefficiency in the green finance markets with some indications of arbitrage opportunities for investors. Additionally, it found evidence of negative autocorrelations in the crude oil market, the clean energy fuels index, the global clean energy index, the gold market, and the natural gas market. This article was authored by Roy Diaz, Nicole Horta, and Mariana Shambino.