Spatiotemporal variation patterns of water pollution drivers: The case of China's south-north water transfer project

J Sheng, W Tang - Science of the Total Environment, 2021 - Elsevier
Water pollution is subject to the effects of various drivers and exhibits significant
spatiotemporal effects. This paper reviews the spatiotemporal variation pattern of water …

Contagion effect of systemic risk among industry sectors in China's stock market

Q Xu, H Yan, T Zhao - The North American Journal of Economics and …, 2022 - Elsevier
This paper constructs a tail event driven network to investigate the interdependence of tail
risks among industries in the Chinese stock market from 2014 to 2019, and identifies …

The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model

X Chen, A Hao, Y Li - PloS one, 2020 - journals.plos.org
This study presents financial network indicators that can be applied to inspect the financial
contagion on real economy, as well as the spatial spillover and industry aggregation effects …

[HTML][HTML] Distressed property and spillover effect: A study of property price response to coastal flood risk

S Sariffuddin, DAA Samsura, E van der Krabben… - Land Use Policy, 2024 - Elsevier
This paper presents evidence of distressed property spillover in coastal flood-prone areas.
By utilizing a hedonic pricing model, this study may contribute to the global discussion on …

Spatial autocorrelation of global stock exchanges using functional areal spatial principal component analysis

TH Khoo, D Pathmanathan, S Dabo-Niang - Mathematics, 2023 - mdpi.com
This work focuses on functional data presenting spatial dependence. The spatial
autocorrelation of stock exchange returns for 71 stock exchanges from 69 countries was …

Dynamic connectedness between the US financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models

K Tissaoui, T Zaghdoudi - The Quarterly Review of Economics and Finance, 2021 - Elsevier
This study investigates fear transmission between the US financial market and the Euro-
Asian financial markets. Our spatial regression models show that the US VIX index (Chicago …

Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach

CRT Djemo, JH Eita - Empirical Economics, 2024 - Springer
This paper studies the impact of macroeconomic factors on co-movement in the foreign
exchange rate markets. Data of foreign exchange rates from 24 merging markets is used to …

Assessing the role of international transmission channels of sovereign risk: a multidimensional spatial econometrics approach

P Liu, WQ Huang - International Journal of Emerging Markets, 2023 - emerald.com
Purpose This study is the first that aims to investigate international transmission channels of
sovereign risk among G20 and explore its influential factors by applying the …

A Constrained Spatial Autoregressive Model for Interval-valued data

T Huang - arXiv preprint arXiv:2210.15869, 2022 - arxiv.org
Interval-valued data receives much attention due to its wide applications in the fields of
finance, econometrics, meteorology and medicine. However, most regression models …

[PDF][PDF] The Contribution of Spatial Econometrics in the Field of Empirical Finance

N Abdallah, D Halim, M Gallali - Review of Economics and Finance, 2022 - refpress.org
Spatial econometrics is a subset of econometric methods evolved from the need to account
for the location and spatial interaction. This means that what happens in one economic unit …