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

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

The stock, bond and fund markets are three important components of a financial market, and
the volatility of the markets and correlations between the markets have been paid extensive …

The complex dynamics between carbon and crude oil markets have been an increasingly
interesting area of research. In this paper, we try to take a fresh look at the cross-correlations …

The purpose of the present work is to study the fractal behaviour of prime Indian stock
exchanges, namely Bombay Stock Exchange Sensitivity Index (BSE Sensex) and National …

Multifractal detrended fluctuation analysis (MF-DFA) method is applied to analyze the daily
electric load time series. The results of the MF-DFA show that there are three crossover …

The efficiency of stock markets in different regions of the world has been investigated using
multifractal formalism, but little attention has been paid to developing markets like Nigeria. In …

A random agent-based financial model is developed and investigated by the finite-range
multitype contact dynamic system, in an attempt to reproduce and study the dynamics of …

This study re-examines the recently documented phase-shifting behaviour of financial
markets using an alternative measure, an intraday return-based measure. While most …

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