Based on the 19 year observation from 1998 to 2016 at the Tsuan Wan and Central/Western District monitoring stations in Hong Kong, the aim of this paper was to assess the wet deposition pathway of Benzo(a)pyrene (BaP) on a large time-scale. In order...
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...
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 Russia–Ukraine war. The analysis is conducted in three d...
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...
This paper studies the scale-dependent co-movements of monthly changes in U.S. unemployment, inflation, and the federal funds rate from July 1954 to May 2026 using contemporaneous, lagged, and asymmetric Multifractal Detrended Cross-Correlation Analy...
Financial stress can have significant implications for individuals, businesses, asset prices and the economy as a whole. This study examines the nonlinear structure and dynamic changes in the multifractal behavior of cross-correlation between the fin...
Traditional linear models struggle to capture the complex behavior of financial markets. This study revisits RMB exchange rate volatility through a nonlinear perspective based on G-expectation and multifractal theory. Using multifractal detrended flu...
Understanding the multifractal dynamics of carbon and energy markets is essential for capturing complex cross-market interactions and policy-induced volatility. This study investigates China’s carbon and energy markets from 16 July 2021 to 30 J...
Port activities significantly alter local atmospheric chemistry, yet the nonlinear coupling mechanisms between nitrogen oxides (NOx) and ozone (O3) in these complex environments remain underexplored. In this study, MF-DFA and MF-DCCA were applied to...
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...
Although the outbreak of the COVID-19 pandemic caused serious restrictions on human activities in and around Shanghai, China, the period can be viewed as a helpful experiment to investigate the correlation between PM
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...
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...
The cryptocurrency market is characterized by high volatility and strong systematic co-movements among assets, posing significant challenges for conventional statistical arbitrage strategies. Effective pair trading in this environment requires the id...
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...
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...
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...
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...
Under the efficient market hypothesis (EMH), part of the literature ignores the characteristics of carbon markets. Based on the fractal market hypothesis (FMH), using the MF-DCCA method, this empirical study complements related research. We studied t...
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...
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...
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...
This study is the first to use the Bayesian Estimator of Abrupt Change, Seasonality, and Trend (BEAST) algorithm to detect trend change points in the nexuses between the green bond index (Green Bond) and WTI of crude oil, gasoline, as well as natural...