Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

A body of work using the continuous wavelet transform has been growing. We provide a self‐
contained summary on its most relevant theoretical results, describe how such transforms …

We apply wavelet analyses to examine the impact of the Covid-19 fueled panic on the
volatility of major fiat and cryptocurrency markets during January–May, 2020. There is high …

This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …

The most important challenge for both developed and developing countries is to ensure
sustainability while struggling with environmental degradation. CO 2 emissions as a proxy …

We apply wavelet analyses to study how the Covid pandemic influenced the volatility of
commodity prices, covering various classes of commodities. We document the intervals of …

We examine the relationship between cryptocurrencies (namely Bitcoin (BTC), Ethereum
(ETH), and Ripple (XRP)) and COVID-19 cases/deaths. This will help explore whether …

This study attempts to document the nexus between weather, COVID-19 outbreak in Wuhan
and the Chinese economy. We used daily average temperature (hourly data), daily new …

We studied co-movement and causality between oil and renewable energy stock prices
using continuous and discrete wavelets, firstly, to obtain information on dynamic correlations …