Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain
technology to enable a secure transaction. Like other financial assets, they show signs of …

The complexity-entropy causality plane has been recently introduced as a powerful tool for
discriminating Gaussian from non-Gaussian process and different degrees of correlations …

From a market efficiency perspective, this study investigates the performance of sustainable
markets under oil price shocks, including green bonds, clean energy, and carbon futures …

When prices reflect all available information, the price dynamics is a martingale and the
market is said to be efficient. However, much empirical evidence supports the conclusion …

Considering that both the entropy-based market information and the Hurst exponent are
useful tools for determining whether the efficient market hypothesis holds for a given asset …

We determine the amount of information contained in a time series of price returns at a given
time scale, by using a widespread tool of the information theory, namely the Shannon …

The instability of the price dynamics of the energy market from a theoretical point of view
indicates the inadequacy of the dominant paradigm of the quantitative description of pricing …

With the emergence of the digital economy era, enhancing financial efficiency through the
complementary effect of digital and traditional finance has increasingly become a focal point …

Financial time series analyses have played an important role in develo** some of the
fundamental economic theories. However, many of the published analyses of financial time …

This paper investigates the degree of efficiency for the Moscow Stock Exchange. A market is
called efficient if prices of its assets fully reflect all available information. We show that the …