Cross-correlations between economic policy uncertainty and precious and industrial metals: a multifractal cross-correlation analysis

F Aslam, R Bibi, P Ferreira - Resources Policy, 2022 - Elsevier
Abstract This study combines Seasonal-Trend decomposition using LOESS (STL) and
multifractal cross-correlation analysis (MFCCA) to estimate the cross-correlations between …

Comparative response of global energy firm stocks to uncertainties from the crude oil market, stock market, and economic policy

OB Adekoya, JA Oliyide, OT Kenku, MAS Al-Faryan - Resources Policy, 2022 - Elsevier
In this study, a comparative analysis of the impacts of uncertainties induced by government
economic policy and the crude oil and stock markets on the stock returns of 62 energy firms …

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 …

Interplay of multifractal dynamics between shadow policy rates and stock markets

F Aslam, W Mohti, H Ali, P Ferreira - Heliyon, 2023 - cell.com
Stock markets are generally perceived as a barometer of the economy and respond to
international monetary policies even before economic activities. Many central banks have …

Asymmetric multifractal cross-correlations between economic policy uncertainty and agricultural futures prices

YS Feng, Y Li, BM Cao - Fluctuation and Noise Letters, 2022 - World Scientific
This paper investigates the fluctuation characteristics and asymmetry of cross-correlations
between economic policy uncertainty (EPU) and agricultural futures prices in China and the …

Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine

J Wang, W Jiang, M Huang, W Shao - Computational Economics, 2024 - Springer
In this study, we apply multifractal detrended fluctuation analysis (MF-DFA) to explore the
differences in China's financial markets efficiency around the Russia-Ukraine Conflict. We …

Macroeconomic Determinants of Renewable Energy Consumption: a Cross-sectional based Analysis.

IS Farouq, Z Sulong - International Energy Journal, 2024 - search.ebscohost.com
Countries throughout the world have plans to enhance renewable energy usage through the
integration of funds, income, and economic regulations. However, traditional energy sources …

An Econophysics Perspective on Green Bonds and Stock Market Nexus: Can Green Finance be an Investment Option for Emerging Stock Markets?

T Acikgoz - Fluctuation and Noise Letters, 2024 - ui.adsabs.harvard.edu
Green bonds are one of the most fascinating financial innovations that offer a solution to
climate change and sustainable development from the financial point of view. In this study …