In this paper, we aim to identify which one is more informative in determining the price
fluctuations in a system consisting of three commonly used hedging assets, ie Bitcoin, gold …

This study investigates the multifractality behavior, time-varying efficiency, and long memory
in leading precious and industrial metals futures markets. We use Hurst exponent and an …

Silver future is crucial to global financial markets. However, the existing literature rarely
considers the impacts of structural breaks and day-of-the-week effect simultaneously on the …

Unbiasedness and informational efficiency of futures markets under different market
conditions is a claim that still remains unsettled in the theory of non-arbitrage and asset …

This study examined how the relationships among the fossil fuel, clean energy stock, gold,
and Bitcoin markets have changed since the COVID-19 pandemic took place for hedging the …

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper
examines the effects of financial liberalization on stock market comovement using both …

In this paper, we aim to compare the information/price discovery abilities of four commonly
used hedging assets, ie Bitcoin, crude oil, gold and USD, by investigating the return and …

Using the detrended cross-correlation analysis (DCCA) coefficient and the detrended partial
cross-correlation analysis (DPCCA) coefficient, we investigate cross-correlations and net …

In recent years, fractal theory has become a recognized research direction for explaining
various complex phenomena that are difficult to constrain in the conventional efficient market …

This paper investigates whether foreign capital is smarter money using multifractal cross-
correlation analysis (MFCCA) and nonlinear Granger Causality test. Using multifractal …