Results 61 to 70 of about 3,881 (165)
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Beyond the Flow: Multifractal Clustering of River Discharge Across Canada Using Near-Century Data
HydrologyRiver discharge scaling is fundamental to the global hydrological cycle and to water resource assessment. This study investigates the existence of multiple scaling regimes and introduces a novel framework for clustering river discharge using multiscale ...
Adeyemi Olusola +2 more
doaj +1 more source
Ordered Avalanches on the Bethe Lattice
Entropy, 2019 We discuss deterministic sequences of avalanches on a directed Bethe lattice. The approach is motivated by the phenomenon of self-organized criticality. Grains are added only at one node of the network.
Malgorzata J. Krawczyk +3 more
doaj +1 more source
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
Multifractal and Entropic Properties of Seismic Noise in the Japanese Islands
Fractal and FractionalThis article examines the behavior of seismic noise fields over the Japanese islands recorded by the F-net seismic network for 1997–2025. This paper uses nonlinear noise statistics: the entropy of the wavelet coefficient distribution, the Donoho–Johnston
Alexey Lyubushin
doaj +1 more source
The Solutions to the Uncertainty Problem of Urban Fractal Dimension Calculation
Entropy, 2019 Fractal geometry provides a powerful tool for scale-free spatial analysis of cities, but the fractal dimension calculation results always depend on methods and scopes of the study area. This phenomenon has been puzzling many researchers.
Yanguang Chen
doaj +1 more source
Multifractal detrended cross-correlation analysis for two nonstationary signals
, 2008 It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features.
A. N. Kravchenko +3 more
core +1 more source
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
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