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 …

Price formation in crude oil markets is the result of the action of many participants (eg,
producers, governments, speculators, etc.) whose effects are perceived at different time …

The role of crude oil as the main energy source for the global economic activity has
motivated the discussion about the dynamics and causes of crude oil price changes. An …

Purpose This research aims to investigate the relationship between environmental, social
and governance (ESG) factors and the performance of real estate companies before and …

Randomness has been mathematically defined and quantified in time series using
algorithms such as Approximate Entropy (ApEn). Even though ApEn is independent of any …

Motivated by the recently evolutionary economic theories, we propose to study market
efficiency from an informational entropy viewpoint. The basic idea is that, rather than being …

Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data -
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In financial markets, the weak form of the efficient market hypothesis implies that price
returns are serially uncorrelated sequences. In other words, prices should follow a random …

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 …

Shannon entropy has been extensively used for characterizing complexity of time series
arising from chaotic dynamical systems and stochastic processes such as Markov chains …