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

This short review presents a selected history of the mutual fertilization between physics and
economics—from Isaac Newton and Adam Smith to the present. The fundamentally different …

The creation of bitcoin heralded the arrival of digital or crypto-currency and has been
regarded as a phenomenon. Since its introduction, it has experienced a meteoric rise in …

The recent COVID-19 pandemic represents an unprecedented worldwide event to study the
influence of related news on the financial markets, especially during the early stage of the …

This introductory article presents the special Discussion and Debate volume “From black
swans to dragon-kings, is there life beyond power laws?” We summarize and put in …

This paper suggests that there was a negative bubble in oil prices in 2014/15, which
decreased them beyond the level justified by economic fundamentals. This proposition is …

In the past decade, Bitcoin as an emerging asset class has gained widespread public
attention because of their extraordinary returns in phases of extreme price growth and their …

We present a simple transformation of the formulation of the log-periodic power law formula
of the Johansen–Ledoit–Sornette (JLS) model of financial bubbles that reduces it to a …

This paper aims to analyse financial integration in the emerging markets of Latin America in
the context of the dot-com and subprime financial crises. To do so, different approaches …

This study employs six price series from international and Chinese crude oil markets and
Chinese stock market to test for bubbles. Based on the efficient market hypothesis and the …