A review of two decades of correlations, hierarchies, networks and clustering in financial markets
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …
correlations alongside other interaction networks. The aim of the review is to gather in one …
Interdependence of clean energy and green markets with cryptocurrencies
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …
environment and sustainability have raised the interest of a large body of policymakers and …
Determining dependence, centrality, and dynamic networks between green bonds and financial markets
We adopted a network approach to examine the dependence between green bonds and
financial markets. We first created a static dependency network for a given set of variables …
financial markets. We first created a static dependency network for a given set of variables …
Explain systemic risk of commodity futures market by dynamic network
C He, K Huang, J Lin, T Wang, Z Zhang - International Review of Financial …, 2023 - Elsevier
Since inflation of commodities is becoming more and more severe recently caused by many
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …
[HTML][HTML] Assessing linkages between alternative energy markets and cryptocurrencies
Surmounted environmental concerns and energy challenges have created an augmented
awareness among the public and policymakers about alternate energy resources. Using a …
awareness among the public and policymakers about alternate energy resources. Using a …
Dependency, centrality and dynamic networks for international commodity futures prices
This paper adopts a network approach to measure dependency among a set of international
commodity futures prices. We first use partial correlations to construct a static dependency …
commodity futures prices. We first use partial correlations to construct a static dependency …
Dependence dynamics of stock markets during COVID-19
Stock markets have exhibited increased returns connectedness during the COVID-19
period. We examine the returns dependence among 42 stock markets classified under …
period. We examine the returns dependence among 42 stock markets classified under …
Global energy markets connectedness: evidence from time–frequency domain
MU Rehman, MA Naeem, N Ahmad, XV Vo - Environmental Science and …, 2023 - Springer
We examine the presence of dependence across 51 energy markets classified into different
regions from Jan 2007 to June 2021. In order to examine the presence of dependence …
regions from Jan 2007 to June 2021. In order to examine the presence of dependence …
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
This paper investigates the dynamic causal linkages among US equity and commodity
futures markets via the utilization of complex network theory. We make use of rolling …
futures markets via the utilization of complex network theory. We make use of rolling …
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach
This study examines the contemporaneous transmission mechanism across the G20 stock
market returns employing a novel R 2 connectedness framework which combines the …
market returns employing a novel R 2 connectedness framework which combines the …