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 …

Forecasting the future price of crude oil, which has an important role in the global economy,
is considered as a hot matter for both investment companies and governments. However …

This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices
based on upward and downward trends. We apply the Asymmetric Multifractal Detrended …

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 …

This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

We introduce a regime switching GARCH-MIDAS model to investigate the relationships
between oil price volatility and its macroeconomic fundamentals. Our model takes into …

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

In this study, we analyse the implications of clean energy, oil and emission prices for the
energy sector stock in the GCC region. In so doing, we estimate one-day-ahead value at risk …

This article investigates the efficacy of a volatility model for three crude oil markets—Brent,
Dubai, and West Texas Intermediate (WTI)—with regard to its ability to forecast and identify …

We compare the long-horizon forecast performance of traditional econometric models with
machine learning methods (Neural Networks and Random Forests) for the main energy …