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 examines for the first time, to the best of our knowledge, the dynamic relationship
between crude oil market returns and four major indices from 2014M8 to 2021M2, namely …

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 …

This paper investigates the presence of an asymmetric relationship between oil price
movements and Gulf Cooperation Council (GCC) stock markets. We propose the …

We examine the efficiency and herding behavior between four energy markets (Crude,
Brent, Gasoline, and Natural gas), five agriculture markets (Corn, Wheat, Soybeans, Cocoa …

This is the first article to jointly study the efficiency and connectedness of commodity
markets, using the novel method combination of fuzzy entropy and multivariate transfer …

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 …

We analyze how different currency regimes influence the price efficiency of exchange rates.
Based on an analysis of a sample of 20 exchange rates (covering 39 countries) over a 15 …

In this study, we use a commodity augmented Phillips curve to investigate the impact of
global commodity prices on domestic inflation in Brazil, Russia, India, Indonesia, China, and …

This study provides the first evidence of market efficiency of drug indices, especially
cannabis and tobacco, which are known in finance as sin markets. The multifractal …