Given the importance of the financial markets in the global context, data analysis and new
statistical approach are always welcome, especially if we are referring to G-20 group (the …

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 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 …

Petroleum markets encountered exceptional challenges during the outbreak period. In this
backdrop, the price dynamics in petroleum markets were also significantly influenced by …

This study characterizes the oil market as a nonlinear-switching phenomenon and examines
its dynamics in response to changes in geopolitical risks over low-and high-risk scenarios …

Accurately forecasting crude oil prices has drawn much attention from researchers,
investors, producers, and consumers. However, the complexity of crude oil prices makes it a …

In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

We applied MF-ADCCA to analyze the presence and asymmetry of the cross-correlations
between the major currency rates and Bitcoin, and the Dow Jones Industrial Average (DJIA) …

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday
multifractal properties of eight European stock markets by using five-minute index data …