Results 71 to 80 of about 7,202 (214)
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
, 2010 We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY.
+12 more
core +1 more source
MULTIFRACTAL SEGMENTATION OF IMAGES [PDF]
Fractals, 1994 We propose a multifractal approach to the problem of image analysis. We show that an alternative description of images, based on a multifractal characterization, can be used instead of the classical approach that involves smoothing of the discrete data in order to compute local extrema.
Lévy Véhel, Jacques, Mignot, Pascal
openaire +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho +3 more
wiley +1 more source
Approaching Multifractal Complexity in Decentralized Cryptocurrency Trading
Fractal and FractionalMultifractality is a concept that helps compactly grasp the most essential features of financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid cryptocurrencies traded on ...
Marcin Wątorek +4 more
doaj +1 more source
Long Range Correlation in Vegetation Over West Africa From 1982 to 2011
IEEE Access, 2019 Satellite-derived Normalized Difference Vegetation index (NDVI) data records offer important sources for long term correlation modelling over West Africa.
Tertsea Igbawua +3 more
doaj +1 more source
On Tail Dependence and Multifractality
Mathematics, 2020 We study whether, and if yes then how, a varying auto-correlation structure in different parts of distributions is reflected in the multifractal properties of a dynamic process.
Krenar Avdulaj, Ladislav Kristoufek
doaj +1 more source
Apparent multifractality of self-similar L\'evy processes
, 2017 Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable.
Zamparo, Marco
core +1 more source
Fractal and Fractional, 2023 Triggered by COVID-19, one of the most dramatic crashes in the stock market in history occurred in March 2020. The sharp reductions in NASDAQ insurance stock indexes were observed after the occurrence of COVID-19 and in March 2020.
Xing Li, Fang Su
doaj +1 more source
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
, 2000 In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations.
Bacry, E., Delour, J., Muzy, J. F.
core +1 more source