Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Risks and uncertainties in carbon capture, transport, and storage projects: A comprehensive review
SK Mahjour, SA Faroughi - Gas Science and Engineering, 2023 - Elsevier
The rapid escalation of climate change and global warming underscores the critical role of
CO 2 emissions, necessitating effective mitigation strategies. Carbon Capture and Storage …
CO 2 emissions, necessitating effective mitigation strategies. Carbon Capture and Storage …
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
As a form of cryptocurrency, the issue of informational efficiency of Bitcoin has received
much attention recently. We add to the literature by investigating nine forms of …
much attention recently. We add to the literature by investigating nine forms of …
Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks
GJ Wang, C Xie, HE Stanley - Computational Economics, 2018 - Springer
We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …
Do the global grain spot markets exhibit multifractal nature?
XL Gao, YH Shao, YH Yang, WX Zhou - Chaos, Solitons & Fractals, 2022 - Elsevier
The multifractal nature of agriculture-related stocks and derivatives has been extensively
studied. However, due to the scarcity and lack of representativeness of available data, the …
studied. However, due to the scarcity and lack of representativeness of available data, the …
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies
W Kristjanpoller, E Bouri - Physica A: Statistical Mechanics and Its …, 2019 - Elsevier
The price behavior of cryptocurrencies relative to conventional currencies remains relatively
understudied, despite some attempts that consider the Bitcoin market. This study examines …
understudied, despite some attempts that consider the Bitcoin market. This study examines …
Accelerometer-based speed-adaptive gait authentication method for wearable IoT devices
With the rapid development of wearable Internet of Things (WIoT) devices, a significant
amount of sensitive/private information collected by them poses a considerable challenge to …
amount of sensitive/private information collected by them poses a considerable challenge to …
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
J Jin, J Yu, Y Hu, Y Shang - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
In this paper, we aim to identify which one is more informative in determining the price
fluctuations in a system consisting of three commonly used hedging assets, ie Bitcoin, gold …
fluctuations in a system consisting of three commonly used hedging assets, ie Bitcoin, gold …
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
The detrended cross-correlation coefficient ρ DCCA has recently been proposed to quantify
the strength of cross-correlations on different temporal scales in bivariate, nonstationary time …
the strength of cross-correlations on different temporal scales in bivariate, nonstationary time …
Tail dependence networks of global stock markets
The Pearson correlation coefficient is used by many researchers to construct complex
financial networks. However, it is difficult to capture the structural characteristics of financial …
financial networks. However, it is difficult to capture the structural characteristics of financial …