This paper conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

The low-carbon development of energy intensive industries is of vital importance to achieve
China's energy and climate targets in 2030 while carbon market is an important mechanism …

The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …

In this paper, we comprehensively investigate the multifractality of Bitcoin market, find the
sources of multifractal features and go further to study the multifractal cross-correlations …

To substantiate the validity and usefulness of the symbolic transfer entropy test for
longitudinal data, and how it validate or contrast existing study results generated using other …

This paper analyzes the predictive ability of the singular value decomposition entropy for the
Shenzhen Component Index based on different scales. It is found that, the predictive ability …

In this study, we use multiple-unit symbolic dynamics and transfer entropy to develop a non-
parametric Granger causality test procedure for longitudinal data. Monte Carlo simulations …

Identifying causal relations from observational data sets has posed great challenges in data-
driven causality inference studies. One of the successful approaches to detect direct …

A list of new tests for serial dependence based on ordinal patterns is provided. These new
methods rely exclusively on the order structure of the data sets. Hence, the novel tests are …

We here propose a novel methodology, based on the concept of continuous ordinal
patterns, to preprocess time series and make explicit the non-linear temporal structures in …