is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using … multifractal detrended fluctuation analysis (MF-DFA). To better understand the relative changes in the efficiency of agriculture … highest improvement is found in the market efficiency of orange juice. Furthermore, the behavior of these agriculture …

Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and …-Ukraine War and COVID-19 for the first time. The findings show the availability of varied multifractality among all G20 stock … and impact of crises on the G20 stock markets. However, the efficiency of developed stock markets performed better as …

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility … results indicate various patterns of spillover in high and low volatility regimes, especially during the COVID-19 outbreak … high volatility regime. Notably, the network analysis reveals further evidence of much higher spillovers in the high …

During crises, stock market volatility generally rises sharply, and as consequence, spillovers are identified across … markets. This study estimates the volatility spillover among twelve European stock markets representing all four regions of … Diebold and Yilmaz, we use static and rolling windows to characterize five-minute volatility spillovers. Our results show that …