This paper builds an indicator of the market inefficiency degree by quantifying the extent of
the market deviation from an efficient status. From a novel perspective of informational …

This article undertakes a literature review on the topic of market integration, covering over
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …

This paper examines the efficiency of the market for non-fungible tokens (NFTs) against the
backdrop of the market for fungible tokens (FTs) that includes Bitcoin and Ethereum. We …

This paper examines the extent to which uncertainty in the energy market, the financial
market, the commodity market, the economic policy, and the geopolitical events affect crude …

This paper introduces a novel model to analyse the impact of macroeconomic shocks on
volatility spillovers within key financial markets, such as Stock, Bond, Gold and Crude Oil. By …

Financial market data are abundant with outliers, and the search for an appropriate extreme
value theory (EVT) approach to apply is an endless debate in the statistics of extremes …

COVID-19 and SARS are epidemics which have influenced the largest global economic
crisis in recent years. This research reveals that both SARS and COVID-19 have led to …

China's newly listed live hog futures provide a standardized risk management tool for the
hog market. Our paper provides the first systematic and quantitative evaluation of live hog …

In this study, we employed a developed Fractional Cointegrating Vector Autoregressive
(FCVAR) model to analyze the relationship between three different securities, ie, housing …

In this article, we describe the novel properties of Bitcoin and green financial assets and
empirically examine the connectedness between Bitcoin and two green financial assets (ie …