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2. Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies. (2025). Wu, You ; Han, Liyan ; Wan, Jieru.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000285.

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1. Bouri, E. ; Jalkh, N. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. 2023 Int. Rev. Financ. Anal.. -

2. Cao, G.X. ; Cao, J. ; Xu, L.B. Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. 2014 Physica A: Stat. Mech. Appl.. 460-469

3. Chen, H. ; Xu, C. The impact of cryptocurrencies on China's carbon price variation during COVID-19: a quantile perspective. 2022 Technol. Forecast. Soc. Change. -
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4. Chen, L.P. ; Zhang, C. The impact of financial agglomeration on corporate financialization: the moderating role of financial risk in Chinese listed manufacturing enterprises. 2023 Finance Res. Lett.. -

5. Conlon, T. ; Corbett, S. ; McGee, R.J. The bitcoin volume-volatility relationship: a high frequency analysis of futures and spot exchanges. 2024 Int. Rev. Financ. Anal.. -

6. Lahiani, A. ; Jeribi, A. ; Jlassi, N.B. Nonlinear tail dependence in cryptocurrency-stock market returns: the role of bitcoin futures. 2021 Res. Int. Bus. Finance. -

7. Osman, M.B. ; Urom, C. ; Guesmi, K. ; Benkraiem, R. Economic sentiment and the cryptocurrency market in the post-COVID-19 era. 2024 Int. Rev. Financ. Anal.. -

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10. Wang, Q. ; Du, Z.Y. Research on the differences in the hedging functions of bitcoin and gold - based on the VAR-BEKK-GARCH model. 2022 Manage. Sci.. 134-146
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11. Wang, Y.J. ; Andreeva, G. ; Martin-Barragan, B. Machine learning approaches to forecasting cryptocurrency volatility: considering internal and external determinants. 2023 Int. Rev. Financ. Anal.. -

12. Yan, X. ; Wang, X.F. ; Liu, S. A U-shaped relationship between real financialization and financial risk: evidence from a single threshold model. 2023 Finance Res. Lett.. -

13. Yuan, L. ; Geng, X. Private digital currency and capital outflow - a study using bitcoin as an example. 2020 Int. Finance Res.. 14-24
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14. Zhang, D.X. ; Sun, Y.Y. ; Duan, H.B. ; Hong, Y.M. ; Wang, S.Y. Speculation or currency? Multi-scale analysis of cryptocurrencies—the case of bitcoin. 2023 Int. Revi. Financ. Anal.. -

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1. High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice. (2025). Kuang, Haibo ; Meng, Bin ; Chen, Shuiyang.
   In: Transport Policy.
   RePEc:eee:trapol:v:163:y:2025:i:c:p:152-167.

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2. Higher-order moment and cross-moment spillovers among MENA stock markets: Insights from geopolitical risks and global fear. (2025). Hoque, Mohammad Enamul ; Elsayed, Ahmed H ; Cui, Jinxin ; Helmi, Mohamad Husam.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001412.

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3. How Bitcoin market trends affect major cryptocurrencies?. (2025). el Alaoui, Marwane ; Benbachir, Soufiane ; Bouri, Elie.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002390.

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4. Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts. (2025). Xiong, Xiong ; Li, YE ; Gong, Xiao-Li.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002389.

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5. Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices. (2025). Tabak, Benjamin ; Kristjanpoller, Werner.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125001931.

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6. Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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7. Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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8. Modeling climate policy uncertainty into cryptocurrency volatilities. (2025). Cui, Tianxiang ; Wu, Xiangling ; Ding, Shusheng ; Goodell, John W ; Du, Anna Min.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001176.

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9. Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

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10. Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

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11. NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151.

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12. Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. (2024). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Chu, Jeffrey.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004011.

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13. Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979.

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14. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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15. The interdependence structure of cryptocurrencies and Chinese financial assets. (2024). Gao, Ting ; Wang, Huaiming ; Du, Dongying.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001168.

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16. Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

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17. Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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18. Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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19. Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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20. Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets. (2024). Li, Zhihui ; Tian, Yun.
    In: Applied Energy.
    RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010997.

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21. A local fitting based multifractal detrend fluctuation analysis method. (2023). Wu, Xinpei ; Huang, Menghao ; Kim, Junseok ; Wang, Jian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000316.

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22. Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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23. NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis. (2023). Chowdhury, Mohammad Ashraful ; Abedin, Mohammad Zoynul ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad ; Alam, Masud ; Shi, Baofeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001588.

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24. Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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25. Market-based versus bank-based financial structure in China: From the perspective of financial risk. (2022). Fan, Yixin ; Xie, Qiwei ; Wang, Chao ; Liu, Chao.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:62:y:2022:i:c:p:24-39.

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26. Asymmetric multifractality in China’s energy market based on improved asymmetric multifractal cross-correlation analysis. (2022). Yu, Zhuling ; Guo, Yaoqi ; Yao, Shanshan ; Zhang, Hongwei ; Shi, Fengyuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:594:y:2022:i:c:s0378437122000966.

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27. Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Guangxi, Cao ; Ling, Meijun ; Cao, Guangxi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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28. Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA. (2021). Yu, Zhuling ; Guo, Yaoqi ; Chen, Weixun ; Cheng, Hui ; Zhang, Hongwei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001161.

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29. Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets. (2021). Kakinaka, Shinji ; Umeno, Ken.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121005100.

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30. Asymmetric multi-fractal cross-correlations of the price of electricity in the US with crude oil and the natural gas. (2021). Minutolo, Marcel ; Kristjanpoller, Werner.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001023.

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31. A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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32. Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306129.

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33. China’s soybean crush spread: Nonlinear analysis based on MF-DCCA. (2020). Ruan, Qingsong ; Fan, Liming ; Cui, Hao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437119321648.

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34. Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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35. Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets. (2020). Zhu, Yingming ; Zhang, Xin ; Ji, Qiangbiao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318102.

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36. Financial stability and real estate price fluctuation in China. (2020). Zheng, Ying ; Zhao, QI ; Wang, Chao ; Liu, Chao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

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37. Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies. (2019). Bouri, Elie ; Kristjanpoller, Werner.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:1057-1071.

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38. The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA. (2019). Ruan, Qingsong ; Zhang, Manqian ; Fan, Limin ; Bao, Junjie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:522:y:2019:i:c:p:122-134.

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39. Multifractal characterization of air polluted time series in China. (2019). Wang, Qizhen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:167-180.

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40. Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Guangxi, Cao ; Shi, Yingying ; Li, Jianxuan ; Cao, Guangxi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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41. Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program. (2018). Li, Jingjing ; Zhang, Guofu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:611-622.

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42. Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative. (2018). Zhu, Yingming ; Zhang, Xin ; Yang, Liansheng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:105-115.

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43. Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?. (2018). Minutolo, Marcel ; Kristjanpoller, Werner D ; Gajardo, Gabriel.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:109:y:2018:i:c:p:195-205.

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44. Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Guangxi, Cao ; Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76.

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45. Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

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46. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Guangxi, Cao ; Han, Yan ; Xu, Wei ; Li, Qingchen ; Cao, Guangxi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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47. Causal relationship between the global foreign exchange market based on complex networks and entropy theory. (2017). Guangxi, Cao ; Zhang, QI ; Li, Qingchen ; Cao, Guangxi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:99:y:2017:i:c:p:36-44.

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48. Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market. (2017). Kristjanpoller, Werner ; Gajardo, Gabriel.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:104:y:2017:i:c:p:121-128.

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49. Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets. (2016). Wang, Yudong ; Zhu, Yingming ; Yang, Liansheng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:255-265.

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50. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

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51. Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market. (2016). Gu, Rongbao ; Jiang, Jiaqi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:448:y:2016:i:c:p:254-264.

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52. Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform. (2016). Guangxi, Cao ; Xu, Wei ; Cao, Guangxi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:444:y:2016:i:c:p:505-523.

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53. Asymmetric multiscale detrended fluctuation analysis of California electricity spot price. (2016). Fan, Qingju.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:442:y:2016:i:c:p:252-260.

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54. Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks. (2016). Liu, Xueyong ; Gao, Xiangyun ; Fang, Wei.
    In: Energy.
    RePEc:eee:energy:v:117:y:2016:i:p1:p:73-83.

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55. Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors. (2015). Ni, Zhiwei ; Zhang, Chen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:438:y:2015:i:c:p:114-123.

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56. Random matrix theory and portfolio optimization in Moroccan stock exchange. (2015). el Alaoui, Marwane.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:433:y:2015:i:c:p:92-99.

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57. Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components. (2015). Krištoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:428:y:2015:i:c:p:194-205.

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58. Very prolonged practice in block of trials: Scaling of fitness, universality and persistence. (2015). Mendes, R. S. ; Antonio, F. J. ; Itami, A. S..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:424:y:2015:i:c:p:82-89.

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59. Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components. (2015). Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Papers.
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60. Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Guangxi, Cao ; Guo, YU ; Han, Yan ; Cui, Weijun ; Cao, Guangxi.
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61. DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches. (2013). Filho, Machado A. ; da Silva, M. F. ; Zebende, G. F..
    In: Physica A: Statistical Mechanics and its Applications.
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