Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
participants having diversified investment horizons, and multiple feedback mechanisms …
Covid-19 pandemic and spillover effects in stock markets: A financial network approach
This paper examines the impact of the COVID-19 pandemic on 51 major stock markets, both
emerging and developed. We isolated the countries susceptible to shock transmissions, and …
emerging and developed. We isolated the countries susceptible to shock transmissions, and …
Machine learning as an early warning system to predict financial crisis
This paper studies on “Early Warning Systems”(EWS) by investigating possible contagion
risks, based on structured financial networks. Early warning indicators improve standard …
risks, based on structured financial networks. Early warning indicators improve standard …
Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks
GJ Wang, C Xie, HE Stanley - Computational Economics, 2018 - Springer
We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …
An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach
M Kazemilari, A Mardani, D Streimikiene… - Renewable Energy, 2017 - Elsevier
The renewable energy industry has the important role in overall growth in the worldwide
economy in the last two decades. This paper constitutes a first analysis on renewable …
economy in the last two decades. This paper constitutes a first analysis on renewable …
An integrated framework for classification and selection of stocks for portfolio construction: Evidence from NSE, India
Investment extortion in the stock market is a crucial aspect considered by the investors.
Therefore, investors implemented different strategies. This study was intended at …
Therefore, investors implemented different strategies. This study was intended at …
Granger causality stock market networks: Temporal proximity and preferential attachment
The structure of return spillovers is examined by constructing Granger causality networks
using daily closing prices of 20 developed markets from 2nd January 2006 to 31st …
using daily closing prices of 20 developed markets from 2nd January 2006 to 31st …
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree
GJ Wang, C Xie, F Han, B Sun - Physica A: Statistical Mechanics and its …, 2012 - Elsevier
In this study, we employ a dynamic time warping method to study the topology of similarity
networks among 35 major currencies in international foreign exchange (FX) markets …
networks among 35 major currencies in international foreign exchange (FX) markets …
Topology of the South African stock market network across the 2008 financial crisis
M Majapa, SJ Gossel - Physica A: Statistical Mechanics and its Applications, 2016 - Elsevier
This study uses the cross-correlations in the daily closing prices of the South African Top
100 companies listed on the JSE All share index (ALSI) from June 2003 to June 2013 to …
100 companies listed on the JSE All share index (ALSI) from June 2003 to June 2013 to …
[HTML][HTML] Statistical properties of the foreign exchange network at different time scales: evidence from detrended cross-correlation coefficient and minimum spanning …
We investigate the statistical properties of the foreign exchange (FX) network at different time
scales by two approaches, namely the methods of detrended cross-correlation coefficient …
scales by two approaches, namely the methods of detrended cross-correlation coefficient …