[HTML][HTML] The transaction behavior of cryptocurrency and electricity consumption

M Zheng, GF Feng, X Zhao, CP Chang - Financial Innovation, 2023 - Springer
Rapidly increasing cryptocurrency prices have encouraged cryptocurrency miners to
participate in cryptocurrency production, increasing network hashrates and electricity …

Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD‐Based Transfer Entropy Analysis

SK Agyei, P Owusu Junior, A Bossman… - Discrete Dynamics in …, 2022 - Wiley Online Library
The intrinsic information shared by financial assets provides a means of assessing their
mutual linkages. In times of crisis, spillovers and information flow between markets increase …

Dynamic linkages among the gold market, US dollar and crude oil market

B Mo, H Nie, Y Jiang - Physica A: Statistical Mechanics and its Applications, 2018 - Elsevier
This paper aims to examine the dynamic linkages among the gold market, US dollar and
crude oil market. The analysis also delves more deeply into the effect of the global financial …

Interdependence between crude oil and world food prices: A detrended cross correlation analysis

D Pal, SK Mitra - Physica A: Statistical Mechanics and its Applications, 2018 - Elsevier
This article explores the changing interdependence between crude oil and world food prices
at varying time scales using detrended cross correlation analysis that would answer whether …

A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test

JM Polanco-Martínez, J Fernández-Macho… - Physica A: Statistical …, 2018 - Elsevier
This paper presents an analysis of EU peripheral (so-called PIIGS) stock market indices and
the S&P Europe 350 index (SPEURO), as a European benchmark market, over the pre-crisis …

[HTML][HTML] Application of multifractal analysis in estimating the reaction of energy markets to geopolitical acts and threats

F Aslam, P Ferreira, H Ali, AE José - Sustainability, 2022 - mdpi.com
Since the industrial revolution, the geopolitics of energy has been a driver of global
prosperity and security, and determines the survival of life on our planet. This study …

Dynamic cross-correlation and dynamic contagion of stock markets: A sliding windows approach with the DCCA correlation coefficient

O Tilfani, P Ferreira, MY El Boukfaoui - Empirical Economics, 2021 - Springer
How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

[HTML][HTML] Structural change and dynamics of Pakistan stock market during crisis: A complex network perspective

BA Memon, H Yao - Entropy, 2019 - mdpi.com
We studied the cross-correlations in the daily closing prices of 181 stocks listed on the
Pakistan stock exchange (PSX) covering a time period of 2007–2017 to compute the …

Multifractal cross-correlations risk among wti and financial assets

LHS Fernandes, JWL Silva, DD Quintino… - Fractals, 2022 - World Scientific
Independent of science branch, scientists have a consensus that peoples lives are highly
susceptible to risk, and effectively quantifying risk is a big challenge. This paper assesses …

Comparing the efficiency and similarity between wti, fiat currencies and foreign exchange rates

LHS Fernandes, JWL Silva, DD Quintino… - Fluctuation and Noise …, 2023 - World Scientific
The complex dynamics of financial asset prices play a pivotal role in the global economy
and consequently in the life of the people. Thus, this research encompasses a systematic …