The footprints of Russia–Ukraine war on the intraday (in) efficiency of energy markets: a multifractal analysis

F Aslam, S Slim, M Osman, I Tabche - The Journal of Risk Finance, 2022 - emerald.com
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 …

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 …

On the inner dynamics between Fossil fuels and the carbon market: A combination of seasonal-trend decomposition and multifractal cross-correlation analysis

F Aslam, I Ali, F Amjad, H Ali, I Irfan - Environmental Science and Pollution …, 2023 - Springer
This study examines the inner dynamics of multifractality between the carbon market (EU
ETS) and four major fossil fuel energy markets: Brent Crude Oil (BRN), Richards Bay Coal …

Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 …

BA Memon, F Aslam, S Asadova, P Ferreira - Heliyon, 2023 - cell.com
The literature lacks thorough and adequate evidence of the efficiency and herding behavior
of clean and renewable energy markets. Therefore, the key objective of this paper is to …

Islamic vs. Conventional equity markets: a multifractal cross-correlation analysis with economic policy uncertainty

F Aslam, P Ferreira, H Ali, Arifa, M Oliveira - Economies, 2023 - mdpi.com
There is ample evidence that Islamic stock markets perform differently from conventional
stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty …

Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets

F Aslam, P Ferreira, H Ali - Journal of Risk and Financial Management, 2022 - mdpi.com
The investigation of the fractal nature of financial data has been growing in the literature.
The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the …

[PDF][PDF] Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats. Sustainability 2022, 14, 5828. htps

F Aslam, P Ferreira, H Ali, AE José - doi. org/10.3390 …, 2022 - researchgate.net
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 …