Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
participants having diversified investment horizons, and multiple feedback mechanisms …
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 …
Stock markets and the COVID-19 fractal contagion effects
This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock
markets. The stock market information of the top 32 coronavirus affected economies (as of …
markets. The stock market information of the top 32 coronavirus affected economies (as of …
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
We employ multifractal detrended fluctuation analysis (MF-DFA) to provide a first look at the
efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 …
efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 …
The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network
R Khalfaoui, SB Jabeur, B Dogan - Journal of environmental management, 2022 - Elsevier
Several economic and financial crises, as well as the recent health crisis, have driven major
shock spillover channels over stock markets. While various empirical studies have explored …
shock spillover channels over stock markets. While various empirical studies have explored …
Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries
M Huang, W Shao, J Wang - Resources Policy, 2023 - Elsevier
This paper analyzes the effect of the Russia–Ukraine conflict on the crude oil market and the
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …
Coevolution spreading in complex networks
The propagations of diseases, behaviors and information in real systems are rarely
independent of each other, but they are coevolving with strong interactions. To uncover the …
independent of each other, but they are coevolving with strong interactions. To uncover the …
Complex networks and deep learning for EEG signal analysis
Electroencephalogram (EEG) signals acquired from brain can provide an effective
representation of the human's physiological and pathological states. Up to now, much work …
representation of the human's physiological and pathological states. Up to now, much work …
Complex network analysis of time series
Revealing complicated behaviors from time series constitutes a fundamental problem of
continuing interest and it has attracted a great deal of attention from a wide variety of fields …
continuing interest and it has attracted a great deal of attention from a wide variety of fields …
Using the Climate Forecast System Reanalysis as weather input data for watershed models
Obtaining representative meteorological data for watershed‐scale hydrological modelling
can be difficult and time consuming. Land‐based weather stations do not always adequately …
can be difficult and time consuming. Land‐based weather stations do not always adequately …