Search Results - subject:"Multifractal analysis"

Multiscale dynamic interdependency between China's crude oil futures and petrochemical-related commodity futures : an integrated perspective from the industry chain system

Yang, Jie; Feng, Yun; Yang, Hao - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015359789

Multifractal analysis of Bitcoin price dynamics

Bucur, Cristian; Tudorică, Bogdan-George; Bâra, Adela; … - In: Journal of business economics and management 26 (2025) 1, pp. 21-48

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 scaling not only in Bitcoin prices, but also in...

Persistent link: https://www.econbiz.de/10015413228

Bitcoin’s multifractal influence: deciphering the relationship with conventional and renewable energy markets

Malik, Ayesha Rasool; Aslam, Faheem; Ferreira, Paulo - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-25

The annual electricity consumption of cryptocurrency mining has witnessed significant growth in recent years, fueled by an increase in market participation and the escalating complexity of the mining process. This has led to carbon emissions that exceed those generated by several developed...

Persistent link: https://www.econbiz.de/10015425929

Bitcoin's multifractal influence : deciphering the relationship with conventional and renewable energy markets

Malik, Ayesha Rasool; Aslam, Faheem; Ferreira, Paulo - In: Cogent economics & finance 12 (2024) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10015338061

Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops

Gao, Xing-Lu; Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Journal of management science and engineering 9 (2024) 4, pp. 510-521

intrinsic multifractal behavior in subsamples before and during the COVID-19 pandemic using five multifractal analysis …

Persistent link: https://www.econbiz.de/10015163366

Influence of the Russia-Ukraine war and COVID-19 pandemic on the efficiency and herding behavior of stock markets : evidence from G20 nations

Memon, Bilal Ahmed; Aslam, Faheem; Naveed, Hafiz Muhammad; … - In: Economies : open access journal 12 (2024) 5, pp. 1-32

Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries). We classify stock market indices using MSCI classification for the developed...

Persistent link: https://www.econbiz.de/10014636008

Influence of the Russia-Ukraine war and COVID-19 pandemic on the efficiency and herding behavior of stock markets: Evidence from G20 nations

Memon, Bilal Ahmed; Aslam, Faheem; Naveed, Hafiz Muhammad; … - In: Economies 12 (2024) 5, pp. 1-32

Persistent link: https://www.econbiz.de/10015469883

Measuring the dynamics of the stock market's volume-price relationship : a new Hurst-based market-trend index

Li, Peizhi; Li, Wenhan; Yang, Mo; Zhao, Dongkai - In: Applied economics 57 (2025) 39, pp. 6026-6043

Persistent link: https://www.econbiz.de/10015443420

Complexity in economic and social systems

Drożdż, Stanisław (contributor); … - 2021

There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...

Persistent link: https://www.econbiz.de/10012606034

Complexity in economic and social systems

Drożdż, Stanisław (ed.); Kwapień, Jaroslaw (ed.); … - 2021

Persistent link: https://www.econbiz.de/10012586642