Modern economics was born in the Marginal revolution and the Keynesian revolution. These
revolutions led to the emergence of fundamental concepts and methods in economic theory …

This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

Managing energy demand and reducing greenhouse gas emissions are among the most
significant challenges ahead for many countries. Accurate prediction of energy demand and …

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and
are often named the New Gold. This study, however, shows that the two assets could barely …

A generalized fractional derivative (GFD) definition is proposed in this work. For a
differentiable function expanded by a Taylor series, we show that DαDβf (t)= Dα+ βf (t); 0< …

Transfer Entropy Page 1 Chapter 4 Transfer Entropy In this chapter we get to the essential
mathematics of the book—a detailed discussion of transfer entropy. To begin with we look at …

Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

We examine the record of cross-country growth over the past fifty years and ask if
developing countries have made progress on closing the income gap between their per …

Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

As the process of carbon reduction continues, carbon trading market in China is becoming
mature and moving from fragmented pilots to a national unity. This study aims to examine …