Dynamic spillovers between clean energy and non-ferrous metals markets in China: A network-based analysis during the COVID-19 pandemic
J Deng, Z Xu, X Xing - Resources Policy, 2023 - Elsevier
Due to the close production link between clean energy and non-ferrous metals, their price
and market dynamics can easily affect one another through production costs. Furthermore …
and market dynamics can easily affect one another through production costs. Furthermore …
Hedging UK stock portfolios with gold and oil: The impact of Brexit
The purpose of this paper is to examine dynamic co-movements and portfolio management
strategies between UK stock indices (aggregate market index and sector indices) and each …
strategies between UK stock indices (aggregate market index and sector indices) and each …
The structure of the South African stock market network during COVID-19 hard lockdown
VM Mbatha, SA Alovokpinhou - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
This study investigates the topology of the South African stock market network pre, during,
and post the level 5-lockdown period. We use the daily closing price of the 134 companies …
and post the level 5-lockdown period. We use the daily closing price of the 134 companies …
General election effect on the network topology of Pakistan's stock market: network-based study of a political event
To examine the interdependency and evolution of Pakistan's stock market, we consider the
cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock …
cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock …
[HTML][HTML] The impact of COVID-19 on the dynamic topology and network flow of world stock markets
BA Memon, H Yao - Journal of Open Innovation: Technology, Market, and …, 2021 - Elsevier
Studies examining the impact of COVID-19 using network dynamics are scant and tend to
evaluate a specific local stock market. We present a thorough investigation of 58 world stock …
evaluate a specific local stock market. We present a thorough investigation of 58 world stock …
Network analysis of Pakistan stock market during the turbulence of economic crisis
Purpose–the purpose of this study is to analyse the impact of the recent economic crisis on
the network topology structure of Pakistan stock market. Since stock market is considered a …
the network topology structure of Pakistan stock market. Since stock market is considered a …
[HTML][HTML] Cointegration between the structure of copper futures prices and Brexit
JA Galán-Gutiérrez, R Martín-García - Resources Policy, 2021 - Elsevier
In copper futures trading,'contango'(or 'forwardation') is the condition in which the futures
price enjoys a premium over the spot price on the London Metal Exchange at the close of …
price enjoys a premium over the spot price on the London Metal Exchange at the close of …
Unsupervised learning modeling of the impact of Black Swan events on financial network reconfiguration: New insights from the COVID-19 outbreak and the Russia …
D Siudak, A Świetlik - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
Abstract The emergence of Black Swan events, such as the COVID-19 pandemic and the
Russian-Ukrainian war, has presented new challenges for stock markets and necessitates a …
Russian-Ukrainian war, has presented new challenges for stock markets and necessitates a …
The effect of self-organizing map architecture based on the value migration network centrality measures on stock return. Evidence from the US market
D Siudak - Plos one, 2022 - journals.plos.org
Complex financial systems are the subject of current research interest. The notion of
complex network is used for understanding the value migration process. Based on the stock …
complex network is used for understanding the value migration process. Based on the stock …
[PDF][PDF] Network, correlation, and community structure of the financial sector of Bursa Malaysia before, during, and after COVID-19
NN Bahari, H Bahaludin, M Ismail… - Data Science in Finance …, 2024 - irep.iium.edu.my
COVID-19 triggered a worldwide economic decline and raised concerns regarding its
economic consequences on stock markets across the globe, notably on the Malaysian stock …
economic consequences on stock markets across the globe, notably on the Malaysian stock …