Given the importance of the financial markets in the global context, data analysis and new
statistical approach are always welcome, especially if we are referring to G-20 group (the …

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 aim of this study is to test and compare the efficient market hypothesis, in its weak form,
on the stock markets of Botswana, Egypt, Kenya, Morocco, Nigeria, South Africa, Japan, the …

As the COVID-19 outbreak became a global pandemic, traditional financial market indicators
were significantly affected. We examine the price efficiency and net cross-correlations …

The energy sector has been the main economic hub in everyone's lives and in world
geopolitics. Consequently, oil, gas, electricity and energy from renewable sources (wind and …

Research background: The global interdependence of financial markets due to globalization
has resulted in standardized trading conditions for agricultural commodities, reducing the …

This paper investigates a progress of the maturity of the Czech intraday electricity market
during the COVID-19 pandemic by employing the multifractal analysis. Our results indicate …

Using the Baruník and Křehlík spillover index, the study examines the dynamic
connectedness and spillovers between Islamic and conventional (G6) bond markets to …

For this paper, we dynamically analysed the comovements between three major stock
markets—Germany, the UK, and the US—and the countries of the European Union, divided …

The 2016 Brexit referendum created potential turmoil in financial markets. The purpose of
this study is to examine the impact of the Brexit referendum on the return and volatility …