Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises

MM Belhoula, W Mensi, KH Al-Yahyaee - Resources Policy, 2024 - Elsevier
Efficiency and dynamic speculation literature focused on financial and crude oil markets
whereas empirical studies on natural gas markets are limited. This study examines market …

China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods

Y Guo, S Yao, H Cheng, W Zhu - Resources policy, 2020 - Elsevier
Price discovery and market efficiency are the centerpiece of the market microstructure
design. This study investigates the nonlinear correlation between the spot and futures prices …

Interplay between stock trading volume, policy, and investor sentiment: A multifractal approach

Y Pan, L Hou, X Pan - Physica A: Statistical Mechanics and its Applications, 2022 - Elsevier
The stock market is a typical complex system which may sensitively react to a wide range of
external factors, such as investor sentiment and government policies. While such influence …

[Retracted] Fast Modelling Algorithm for Realistic Three‐Dimensional Human Face for Film and Television Animation

L Xu - Complexity, 2021 - Wiley Online Library
Aiming at the face photos of film and television animation, this paper proposes a new fast
three‐dimensional (3D) face modelling algorithm. First of all, based on the LBF algorithm …

Gold and Sustainable Stocks in the US and EU: Nonlinear Analysis Based on Multifractal Detrended Cross-Correlation Analysis and Granger Causality

M Kojić, P Mitić, J Minović - Fractal and fractional, 2023 - mdpi.com
Geopolitical risks and conflicts wield substantial influence on the global economy and
financial markets, fostering uncertainty and volatility. This study investigates the intricate …

Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA

S Li, X Lu, X Liu - Physica A: Statistical Mechanics and Its Applications, 2020 - Elsevier
This paper employs multifractal detrended cross-correlation analysis (MF-DCCA) to study
the cross-correlations between the Chinese RMB exchange rate index and market anxiety …

Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method

P Zhu, Y Tang, Y Wei, Y Dai - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
Considering the fact that crude oil markets have various noise, fluctuations and actual needs
of investors in different trading cycles, in this study, we propose a multiwavelet denoising …

Comovement between commodity sectors

G Cai, H Zhang, Z Chen - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
We aim to document the comovement between commodity sectors by using the three-
dimensional continuous wavelet transform and copula method with the weekly dataset from …

Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and …

M Vogl, M Kojić - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
Within this study, we analyse green cryptocurrencies versus sustainable investments
dynamics by calculating a multifractal multiscale analysis (MMA) with Hurst surfaces paired …

An econometric model for assessing the asymmetry of urban development as a factor of regional economic growth: The case of Kazakhstan

SO Mukhametzhan, GA Junusbekova… - Industrial Engineering & …, 2020 - dbpia.co.kr
Given the trend of increasing imbalance in the economic development of administrative-
territorial units and ensuring their innovative development, the issue of upgrading the …