Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
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 …

The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

W Zhang, P Wang, X Li, D Shen - Physica A: Statistical Mechanics and its …, 2018 - Elsevier
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 …

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 …

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 …

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 …

Accelerometer-based speed-adaptive gait authentication method for wearable IoT devices

F Sun, C Mao, X Fan, Y Li - IEEE Internet of Things Journal, 2018 - ieeexplore.ieee.org
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 …

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 …

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

J Kwapień, P Oświęcimka, S Drożdż - Physical Review E, 2015 - APS
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 …

Tail dependence networks of global stock markets

F Wen, X Yang, WX Zhou - International Journal of Finance & …, 2019 - Wiley Online Library
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 …