Published Paper

2024:

• Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis. Vogl et al. (2024). In: Physica A: Statistical Mechanics and its Application, 633, 129397.

2023:

• Chaos Measure Dynamics and a Multifactor Model for Financial Markets. Vogl (2023). In: Communications in Nonlinear Science and Numerical Simulation, 130, 107760.

• Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework. Vogl (2023). In: Chaos, Solitons & Fractals, 166, 112884.
  
  
• Sustainability versus digitalisation in the public water sector: Knowledge-driven insight taken from an evolutionary digitalisation project in a German public hybrid water association. Vogl & Scheffler (2023). IFKAD conference 2023.

• Resilienz und Digitalisierung: Neue Wege für einen Wasserverband in Hessen Kinzigtalsperre – klimafeste Trinkwassergewinnung aus einer Hochwasserschutzanlage. Scheffler & Vogl (2023). In: Wasserbau und Wasserwirtschaft im ‚Stresstest‘. Dresdner Wasserbauliche Mitteilungen, 69, pp. 76-80.

• Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic? Vogl & Rötzel (2022). In: Communications in Nonlinear Science and Numerical Simulation, 108, 106218.

• Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets. Vogl et al. (2022). In: Machine Learning with Applications, 8, 100302.

• Why do mega-projects fail? Knowledge management as a successful basis for effective flood protection measures – Critical success factors as a guarantee for successful realisation. Scheffler & Vogl (2022). IFKAD conference 2022.

• Controversy in financial chaos research and nonlinear dynamics: A short literature review. Vogl (2022). In: Chaos, Solitons & Fractals, 162, 112444.

• Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008-2019). Vogl (2022). In: SN Business & Economics, 2, 183.

• Trend Momentum II: Driving Forces of Low Volatility and Momentum. Berghorn et al. (2021). In: International Journal of Financial Research, 12(3), Special Issue, 300-319.

Working Paper

• Decrypting the Triad of Climate Policies, Macroeconomic Interdependencies and Quantitative Modelling: A Literature Review on
  Quantifying Climate Risks. Under Review.

•  Nonlinear Dynamics of Islamic Fixed Income Securities: Evidence from Generalized Chaos Analysis Framework. Under Review.

• Cryptocurrencies versus Sustainable Investments Dynamics: Exploration of Multifractal Multiscale Analysis, Multifractal Detrended
  Cross-Correlations and Nonlinear Granger Causality. Under Review.

Other works and articles

• „Apparent differences: Low Volatility & Momentum“ in Institutional Money (Berghorn, Schulz & Vogl, 2018).

• „The Mandelbrot Market Model – Theoretical and Empirical Valuation“ (Vogl, 2016).