focuses on empirical studies as well as option pricing. The empirical studies consist of multifractal analyses of stock market … and volatility index. Multifractal analyses include cross-correlation multifractal analysis, multifractal detrended …

This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in … financial variables, including Bitcoin prices and economic indicators. Spanning 2019-2022, the analysis reveals multifractal … among multifractal properties. For instance, a positive correlation between oil prices and Bitcoin suggests similar market …

multifractal spectra of logarithmic returns (daily price changes) for the four currencies. To investigate the origins of this … exhibit multifractal characteristics in their return series. The source of multifractality differs between currencies: The USD …

Intermittent or multifractal behavior has been reported in various markets, and the impact of the COVID-19 pandemic has … intrinsic multifractal behavior in subsamples before and during the COVID-19 pandemic using five multifractal analysis … (sub-)samples of wheat and maize are more likely to possess multifractal nature. Only some (sub-)samples showed that the …

data and by employing the robust multifractal detrended fluctuation (MFDFA) method. In addition to the full sample, the …

unforeseen ways. This study investigates multifractal behavior in the cross-correlation of the Cambridge Bitcoin Electricity … Consumption Index (CBECI) with both conventional and renewable energy prices using the Multifractal Detrended Cross … strategies. The results of this study, which analyses multifractal cross-correlation of Bitcoin Electricity Consumption Index …

unforeseen ways. This study investigates multifractal behavior in the cross-correlation of the Cambridge Bitcoin Electricity … Consumption Index (CBECI) with both conventional and renewable energy prices using the Multifractal Detrended Cross … strategies. The results of this study, which analyses multifractal cross-correlation of Bitcoin Electricity Consumption Index …

This study uses the wavelet leaders method to examine multifractal characteristics and multiscale entropy patterns in … COVID-19 pandemic. The results show that price returns in all energy markets exhibit multifractal properties before and …