Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) was applied to time series of global methane concentrations and remotely-sensed temperature anomalies of the global lower and mid-troposphere, with the purpose of investigating the multifrac...
This study investigates the multifractal behavior of four leading semiconductor stocks—Intel (INTC), Advanced Micro Devices (AMD), Nvidia (NVDA), and Broadcom (AVGO)—in relation to key financial assets, including the Dow Jones Industrial...
Long-term cross-correlational structures are examined for pairs of sea surface temperature anomalies (SSTAs) and advective forcing parameters and sea surface height anomalies (SSHAs) and current velocity anomalies (CVAs) in the East/Japan Sea (EJS);...
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale- and fluctua...
Understanding cross-correlation and information flow between stocks is crucial for stock market analysis. However, traditional methods often struggle to capture financial markets’ complex and multifaceted dynamics. This paper presents a robust...
We investigate the statistical properties of the foreign exchange (FX) network at different time scales by two approaches, namely the methods of detrended cross-correlation coefficient (DCCA coefficient) and minimum spanning tree (MST). The daily FX...
Motivated by the strong seasonality of East Asian meteorology and its control on pollution episodes characterized by fluctuation level, we model the season-resolved climatology of the regional PM2.5 connectivity over the Korean Peninsula. Using daily...
Green bonds represent a compelling financial innovation that presents a financial perspective solution to address climate change and promote sustainable development. On the other hand, the recent process of financialisation of commodities disrupts th...
Using the multifractal detrended cross-correlation analysis (MF-DCCA) method and the Empirical Mode Decomposition (EMD)-MF-DCCA method, this study quantifies the dynamic interrelation between carbon emission allowance returns in the Chinese and EU ma...
The purpose of this paper is to verify the long-range correlation between the stock markets of the largest economies in the world and the respective exchange rate with the USD. According to theory, a negative correlation is expected, meaning that an...
Hemiparesis is one of the common sequelae of neurological diseases such as strokes, which can significantly change the gait behavior of patients and restrict their activities in daily life. The results of gait characteristic analysis can provide a re...
Extraordinary events, regardless of their financial or non-financial nature, are a great challenge for financial stability. This study examines the impact of one such occurrence—the COVID-19 pandemic—on cryptocurrency markets. A detrended...
Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis of the min...
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in time unit, a...
In this work, we evaluated the evolution of some atmospheric pollutants (O3, NOx and PM10) over time and their relationship with four different climate variables (solar irradiation, air temperature, relative humidity and wind speed). To this end, we...
This work introduces a model for lead-acid battery health monitoring in automobiles, focusing on detecting degradation before complete failure. With the proliferation of electronic modules and increasing power demands in vehicles, along with enhanced...
A linear system identification technique has been widely used to track neural entrainment in response to continuous speech stimuli. Although the approach of the standard regularization method using ridge regression provides a straightforward solution...
Non-fungible tokens (NFTs) are a type of digital record of ownership used in a unique way: ensuring authenticity and uniqueness. Due to these characteristics, NFTs have been used in several markets: games, arts, and sports, among others. In 2020, the...
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data avai...
In the current context of the global energy landscape, China is facing a growing challenge in oil and gas exploration and development. It is difficult to evaluate the log data because of the lithological composition of igneous rocks, which displays a...
There is ample evidence that Islamic stock markets perform differently from conventional stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty such as geopolitical uncertainty is present. Considering this context...
A group of stock markets can be treated as a complex system. We tried to find the financial market crisis by constructing a global 24 stock market network while using detrended cross-correlation analysis. The community structures by the Girvan-Newman...
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The purpose of this study is to illustrate intrinsic correlations and their temporal evolution between hydro-meteorological elements by building three-element-composed system, including precipitation (P), runoff (R), air temperature (T), evaporation...
The multifractal relationship between reference evapotranspiration (ET0), computed by the Penmann-Monteith equation (PM), relative humidity (
In this paper, the authors investigate the idiosyncratic features of auto- and cross-correlation structures of PM2.5 (particulate matter of diameter less than 2.5
Geopolitical risks and conflicts wield substantial influence on the global economy and financial markets, fostering uncertainty and volatility. This study investigates the intricate relationship between gold and representatives of green and sustainab...
Correlations between exchange rates are valuable for illuminating the dynamics of international trade and the financial dynamics of countries. This paper explores the changing interactions of the US foreign exchange market based on detrended cross-co...
Since the industrial revolution, the geopolitics of energy has been a driver of global prosperity and security, and determines the survival of life on our planet. This study examines the nonlinear structure and multifractal behavior of the cross-corr...
The Loess Plateau in China is internationally known for its unique geographical features and has therefore been studied by many researchers. This research exploits the regional differences in the spatial morphological characteristics of Loess shoulde...
Brazil is one of the largest global producers and exporters of ethanol and in 2017 launched RenovaBio, a programme aiming to mitigate greenhouse gas emissions. In parallel to this domestic scenario, there is rapid growth in the world market of carbon...
Oil is one of the most important products in the world, being used for fuel production but also as an input in several industries. After the oil shocks of the 1970s, which caused great turbulence, the interest in the analysis of this particular produ...
The rapid development of cryptocurrencies has drawn attention to this particular market, with investors trying to understand its behaviour and researchers trying to explain it. The evolution of cryptocurrencies’ prices showed a kind of bubble a...
The winter Arctic Oscillation (AO) modulates the East Asian climate and the East/Japan Sea (EJS) thermodynamics, yet the local, scale-dependent air–sea couplings remain unclear. Using 30 years of daily fields (1993–2022), we map at each g...
The study of how financial markets behave continues to be interesting. The existence of more and more data and the development of statistical techniques are some reasons for the increase in research in finance. However, the difficulty in understandin...
In this research work, we propose to assess the dynamic correlation between different mobility indices, measured on a daily basis, and the new cases of COVID-19 in the different Portuguese districts. The analysis is based on global correlation measur...
Finding the critical factor and possible “Newton’s laws” in financial markets has been an important issue. However, with the development of information and communication technologies, financial models are becoming more realistic but complex, contradi...
Brazil is one of the world’s largest producers and exporters of cattle, chicken and swine. Therefore, co-movements of Brazilian meat prices are important for both domestic and foreign stakeholders. We propose to analyse the cross-correlation between...
After the economic shock caused by COVID-19, with relevant effects on both the supply and demand for energy assets, there was greater interest in understanding the relationships between key energy prices. In order to contribute to a deeper understand...
Accurately estimating the time of concentration (Tc) is critical for hydrological modelling, flood forecasting, and hydraulic infrastructure design. However, conventional methods often overlook the combined effects of rainfall intensity and anteceden...
Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. Among them the whole economical sphere of human activity seems to be the most interrelated and complex....
Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the Bitcoin (BTC),...
This study investigates the multifractal properties of daily returns of the Standard and Poor’s 500 Index (SPX), the Dow Jones Industrial Average (DJI), and the Nasdaq Composite Index (IXIC), the three main indices representing the U.S. stock m...
Ensuring the safety of transmission line towers is vital for human safety, power supply, economic development, and environmental protection. This study specifically examines how temperature affects tower inclination. Multifractal detrended cross-corr...
The primary objective of this paper is to assess the behavior of long memory in price, volume, and price-volume cross-correlation series across structural breaks. The secondary objective is to find the appropriate structural breaks in the price serie...
This study analyzed the multifractal characteristics of daily reference evapotranspiration (ETo) time series of the Tabriz and Urmia stations of northwestern Iran and its cross-correlation with five other meteorological variables. The results of mult...
This paper conducts a review of the literature on the price–volume relationship and its relation with the implications of the adaptive market hypothesis. The literature on market efficiency is classified as efficient market hypothesis (EMH) studies o...
Technological innovation, the financial market, and the real economy are mutually promoting and restricting. Considering the interference of market-noise information, this paper applies the wavelet-denoising method of the soft- and hard-threshold com...
Emergent contamination warning systems are critical to ensure drinking water supply security. After detecting the existence of contaminants, identifying the types of contaminants is conducive to taking remediation measures. An online classification m...
Analyzing the fluctuations of particulate matter (PM) concentrations and their scaling correlation structures are useful for air quality management. Multifractal characterization of PM2.5 and PM10 of three cities in India wase considered using the de...
In this study, we investigate multiscale auto- and cross-correlation structural characteristics of sea surface temperature (SST) variability using our new methodology, called the multifractal asymmetric cross-correlation analysis (MF-ACCA), incorpora...
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