Information theory approach to explain crisis moments in financial markets

Author:

Ferreira Paulo,Aslam Faheem

Publisher

Elsevier

Reference66 articles.

1. Chaos in oil prices? Evidence from futures markets;Adrangi;Energy Econ.,2001

2. Short-term predictability of crude oil markets: a detrended fluctuation analysis approach;Alvarez-Ramirez;Energy Econ.,2008

3. Sentiments and emotions evoked by news Headlines of Coronavirus Disease (COVID-19) outbreak;Aslam;Humanit. Soc. Sci. Commun.,2020

4. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic;Aslam;Technol. Forecast. Soc. Change,2020

5. Investigating long-range dependence of emerging Asian stock markets using multifractal detrended fluctuation analysis;Aslam;Symmetry,2020

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