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 …

Hedging UK stock portfolios with gold and oil: The impact of Brexit

B Abuzayed, N Al-Fayoumi, E Bouri - Resources Policy, 2022 - Elsevier
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 …

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 …

General election effect on the network topology of Pakistan's stock market: network-based study of a political event

BA Memon, H Yao, R Tahir - Financial Innovation, 2020 - Springer
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 …

[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 …

Network analysis of Pakistan stock market during the turbulence of economic crisis

BA Memon, H Yao, F Aslam, R Tahir - Business, Management and …, 2019 - ceeol.com
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 …

[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 …

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 …

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 …

[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 …