Multifrequency network for SADC exchange rate markets using EEMD-based DCCA

AM Adam, K Kyei, S Moyo, R Gill, EN Gyamfi - Journal of Economics and …, 2022 - Springer
We used the detrended cross-correlation analysis (DCCA) method based on ensemble
empirical mode decomposition (EEMD) to study the dynamic interdependence structure of …

Global collective dynamics of financial market efficiency using attention entropy with hierarchical clustering

P Cho, K Kim - Fractal and Fractional, 2022 - mdpi.com
The efficient market hypothesis (EMH) assumes that all available information in an efficient
financial market is ideally fully reflected in the price of an asset. However, whether the reality …

Evaluating the connectedness of commodity future markets via the cross-correlation network

L Hou, Y Pan - Frontiers in Physics, 2022 - frontiersin.org
Financial markets are widely believed to be complex systems where interdependencies
exist among individual entities in the system enabling the risk spillover effect. The detrended …

Identification of crisis in the Chinese stock market based on complex network

C Huang, S Liu, X Yang, X Yang - Applied Economics Letters, 2023 - Taylor & Francis
In this article, we construct a Laplacian energy indicator to identify the financial crisis. Firstly,
we use the Chinese A-shares market over the period from 2006 to 2017 to build complex …

Weighted Signed Networks Reveal Interactions between US Foreign Exchange Rates

L Yang, H Wang, C Gu, H Yang - Entropy, 2024 - mdpi.com
Correlations between exchange rates are valuable for illuminating the dynamics of
international trade and the financial dynamics of countries. This paper explores the …

Exploring Long-Term Persistence in Sea Surface Temperature and Ocean Parameters via Detrended Cross-Correlation Approach.

G Lim, JJ Park - Remote Sensing, 2024 - search.ebscohost.com
Long-term cross-correlational structures are examined for pairs of sea surface temperature
anomalies (SSTAs) and advective forcing parameters and sea surface height anomalies …

A Study of The Market of Fat Ox and Corn in Bahia/Brazil Via Weighted Networks By Ρ_DCCA

T Santana, R Matias, R Ferreira… - … Gestão Social e …, 2024 - rgsa.openaccesspublications.org
Objective: This article aims to analyze the connectivity of the fat ox and corn price indices in
Bahia Theoretical Framework: The State of Bahia is economically and internationally …

1990 년부터2023 년까지의국내언론보도중HPV 관련보도와남성의HPV 관련성에관한보도분석: 구조적토픽모델링, 의미연결망, 커뮤니티검출분석을중심으로

박우승, 김현미, 조재희 - 한국언론정보학보, 2024 - dbpia.co.kr
본 연구는 어젠다 세팅 이론의 관점으로 기존의 문헌에서 비중이 높게 다루어지지 않았던
남성의 HPV 관련성에 대해 살펴보고자 하였다. 따라서 언론보도가 HPV 에 대한 국내 남성의 …

Correlações em séries temporais de preços de manga produzida no Vale do São Francisco

B de Freitas Assunção… - Research, Society and …, 2021 - rsdjournal.org
In recent decades, the fruit trade in Brazil has grown significantly, serving the domestic and
foreign markets. Among the main fruits produced and traded, mango, the most exported fruit …

A relação entre as maiores bolsas de valores a nível mundial eo seu impacto na gestão de carteiras de investimento

VSC Fernandes - 2022 - dspace.uevora.pt
O estudo da relação entre Bolsas de Valores tem ganho importância enquanto tópico de
investigação em finanças, pelo seu impacto na gestão de carteiras de investimento. Neste …