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

The study explores the dynamic effects of geopolitical risks and economic policy
uncertainties on oil and natural gas prices in the US market's less volatile and highly volatile …

In the period of extreme events, this paper aims to study the extreme risk transmission
between Bitcoin and crude oil market by using the extreme Granger causality test to test their …

This work provides a selective review of the most recent dynamic models based on extreme
value theory, in terms of their ability to forecast financial losses through different risk …

The causal relationship between gold and stocks has been widely studied, while their
causality and the long-and short-run characteristic of this relationship have not been …

In this paper, we propose an extreme Granger causality analysis model to uncover the
causal links between crude oil and BRICS stock markets. Instead of analyzing the average …

Various environmental issues and destructive disasters have driven the attention of
renewable energy sources to an unprecedented level. Based on extreme shocks, this paper …

Forecasting the price of agricultural produce helps grower decide planting, harvesting, and
trading time. Price forecasting of crops has garnered many researchers' attention, hence …

We performed a systematic analysis to investigate the multifractal properties and Efficient
Market Hypothesis (EMH) in time series of volatility for NYMEX (New York Mercantile …

This paper promotes insights based on an empirical analysis of the complex dynamics of 12
significant assets of the commodity market. We applied the Complexity-entropy causality …