Global Finance Trends on African Markets: Dynamism and Current Characterizations

We examine the dynamics of market arbitrage, market energies and market performance using commodity price (s), portfolio (p), and value of investment (v) to investigate current trends and their implications on the economic growth of African countries. We delve into several market inefficiencies like pricing arbitrage and how they impact opportunities and investment returns to provide novel insights into the characterizations of Africa’s markets and their influence on global finance, assuming that the three entities (spv) are independent and identically distributed with each other on a rotating S to formulate a nexus of triple finance things (si(t), pj(t), vk(t)) and state the properties of associated market index. Our analysis leads to the construction of useful financial market characterization policies vital for securing financial transactions against shocks with random energy distributions across the continent.