Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Complexity may be one of the most important measurements for analysing time series data;
it covers or is at least closely related to different data characteristics within nonlinear system …

We analyze the market efficiency of 25 commodity futures across various groups—metals,
energies, soft commodities, grains and other agricultural commodities. To do so, we utilize …

The study on the dynamic relationships between crude oil, stock prices of renewable energy
and technology companies has aroused increasingly interest in the literature. This work …

We use an extended sample of tweets relating to energy markets in order to examine and
quantify the existence of market efficiency. The tweets are used as a proxy for publicly …

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …

In this paper, we study the auto-correlations and cross-correlations of West Texas
Intermediate (WTI) crude oil spot and futures return series employing detrended fluctuation …

This work investigates the impact of the Covid-19 outbreak on crude oil market efficiency.
The approach is based on the singular value decomposition (SVD) entropy. Iso …

Price formation in crude oil markets is the result of the action of many participants (eg,
producers, governments, speculators, etc.) whose effects are perceived at different time …

The weak-form efficiency of energy futures markets has long been studied and empirical
evidence suggests controversial conclusions. In this work, nonparametric methods are …