Multiscale nonlinearity in energy commodities and bond markets: Mfdcca via modwt and granger causality
In this study, we examine the multifractal characteristics and nonlinear interactions between
the major energy commodities (crude oil, natural gas, heating oil) and the traditional and …
the major energy commodities (crude oil, natural gas, heating oil) and the traditional and …
Sectoral Efficiency and Resilience: A Multifaceted Analysis of S&P Global BMI Indices Under Global Crises
This study investigates the complexity, efficiency, and sectoral interdependencies of the S&P
Global BMI indices during critical global events, including the COVID-19 pandemic and the …
Global BMI indices during critical global events, including the COVID-19 pandemic and the …
Impacts of COVID-19 on USA Education Stocks and Asymmetric Information
This paper promotes an exchange of scientific information considering two cornerstones for
modern economic-financial theory: the Efficient Market Hypothesis in weak form (EMH) …
modern economic-financial theory: the Efficient Market Hypothesis in weak form (EMH) …
[PDF][PDF] Breaking the Power Price Code: What Multifractals and Copulas Reveal About Energy Market Dynamics?
S Schlüter, M Kojic, P Mitic, A Von Döllen… - 2025 - researchgate.net
This study examines the complex relationship between power prices and energy sources in
Germany's electricity market through an innovative combination of multifractal detrended …
Germany's electricity market through an innovative combination of multifractal detrended …