This paper aims to analyze whether the financial crises of the past 20 years have reduced
efficiency, in its weak form, in 19 stock markets belonging to the 20 most developed …

The ongoing conflict between Russia and Ukraine has raised concerns about the stability of
energy supplies from Russia, one of the largest crude oil, refined products and natural gas …

In this paper, we investigate the cross-correlations between three benchmark
cryptocurrencies (including Bitcoin, Ethereum and Ripple) and some of the well-known …

RolWinMulCor estimates the rolling window correlation for bi-and multi-variate cases
between regular time series, with particular emphasis on ecological data. It is based on the …

Abstract The Brazilian Urban Mobility Policy integrates urban transport with traffic planning,
establishing appropriate public policies that indicate the need for a safe and accessible …

The COVID-19 pandemic had severe implications in different economic sectors, among
them tourism, with countries where tourism has a relevant economic role, such as Portugal …

After the economic shock caused by COVID-19, with relevant effects on both the supply and
demand for energy assets, there was greater interest in understanding the relationships …

In this paper, we proposed a statistical test for the Multiple Detrended Correlation Coefficient
DMC x 2. The DMC x 2 is a measure of total association between the dependent variable, Y …

The use of biomass as an energy source has advanced in recent decades, given the
scientific evidence that it is a solution to the environmental problems faced globally. In this …

In this paper we analyze the effect of removing pieces in time-series with long range-
memory by DFA method and detrended cross-correlation coefficient. To achieve this …