SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches
16 references·2 citing·52 second hop
Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches (2023)Asymmetric multifractality: Comparative e…NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis (2023)NFTs, DeFi, and other assets …Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 (2022)Comparing asymmetric price ef…Improving supply chain sustainability in the context of COVID-19 pandemic in an emerging economy: Exploring drivers using an integrated model (2020)Improving supply chain sustai…Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)Impact of COVID-19 outbreak o…Hourly Oil Price Volatility: The Role of COVID-19 (2020)Hourly Oil Price Volatility: …Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Asymmetric efficiency of cryp…Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures (2020)Analysis of the impact of COV…Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Does geopolitical risk streng…An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)An analysis of stock market e…Contracting with asymmetric cost information in a dual-channel supply chain (2013)Contracting with asymmetric c…Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2010)Analysis of the efficiency an…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate (2005)A multifractal detrended fluc…NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS (2004)NEW INSIGHTS INTO THE ESTIMAT…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…The variation of certain speculative prices (1997)The variation of certain spec…The Role of Carbon Trading in Enhancing Enterprise Green Productivity and ESG Performance: A Quasi‐Natural Evidence From China (2024)The Role of Carbon Trading in…Tackling sustainable development challenges: A fuzzy set examination of textile industry 4.0 and green supply chain barriers (2024)Tackling sustainable developm…Multifractal analysis of foreign exchange data (1999)Multifractal properties of price fluctuations of stocks and commodities (2003)Finite-size effect and the components of multifractality in financial volatility (2011)Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen? (2018)Stock Markets, Banks, and Economic Growth (1996)Law and Finance (1998)The quality of government (1999)Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak (2020)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)Natural Resources, Conflict, and Conflict Resolution (2005)Oil price shocks and real GDP growth: empirical evidence for some OECD countries (2005)International comovement of stock market returns: A wavelet analysis (2009)Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)Geopolitical risk and crude oil security: A Chinese perspective (2020)Does geopolitical risk escalate CO2 emissions? Evidence from the BRICS countries (2021)On the Estimation of Security Price Volatilities from Historical Data (1980)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)A new unit root test with two structural breaks in level and slope at unknown time (2010)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)What is the exchange rate volatility response to COVID-19 and government interventions? (2021)Extreme Correlation of International Equity Markets (2001)Asymmetric correlations of equity portfolios (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)COVID-19, government policy responses, and stock market liquidity around the world: A note (2020)COVID–19 media coverage and ESG leader indices (2021)Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak (2021)A digital supply chain twin for managing the disruption risks and resilience in the era of Industry 4.0 (2020)Predicting the impacts of epidemic outbreaks on global supply chains: A simulation-based analysis on the coronavirus outbreak (COVID-19/SARS-CoV-2) case (2020)Viability of intertwined supply networks: extending the supply chain resilience angles towards survivability. A position paper motivated by COVID-19 outbreak (2020)Challenges to COVID-19 vaccine supply chain: Implications for sustainable development goals (2021)Flexibility and Resilience in Corporate Decision Making: A New Sustainability-Based Risk Management System in Uncertain Times (2021)Supply chain disruption during the COVID-19 pandemic: Recognizing potential disruption management strategies (2022)Dividend yields and expected stock returns (1988)Efficient Capital Markets: II (1991)COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin (2021)Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach (2021)Quantile connectedness in the cryptocurrency market (2021)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
this work references cited by second hop

References

  • 1997The variation of certain speculative prices4,513 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2020Improving supply chain sustainability in the context of COVID-19 pandemic in an emerging economy: Exploring drivers using an integrated model435 cited
  • 2020Hourly Oil Price Volatility: The Role of COVID-19316 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices289 cited
  • 2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia248 cited
  • 2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA180 cited
  • 2020Asymmetric efficiency of cryptocurrencies during COVID19173 cited
  • 2005A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate172 cited
  • 2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures158 cited
  • 2010Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis140 cited
  • 2004NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS121 cited
  • 2013Contracting with asymmetric cost information in a dual-channel supply chain

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

116 cited
  • 2023NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis96 cited
  • 2022Comparing asymmetric price efficiency in regional ESG markets before and during COVID-1991 cited
  • Cited by

    • 2024The Role of Carbon Trading in Enhancing Enterprise Green Productivity and ESG Performance: A Quasi‐Natural Evidence From China51 cited
    • 2024Tackling sustainable development challenges: A fuzzy set examination of textile industry 4.0 and green supply chain barriers23 cited