Abstract The Coronavirus (COVID-19) outbreak has become one of the biggest threats to the
global economy and financial markets. This study aims to analyze the effects of COVID-19 …

Since inflation of commodities is becoming more and more severe recently caused by many
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …

Studying the correlation structure of the stock market is crucial for systemic risk and portfolio
optimization. We construct the price volatility network of the Shanghai and Shenzhen 300 …

Purpose COVID-19 evolved from a local health crisis to a pandemic and affected countries
worldwide accordingly. Similarly, the impacts of the pandemic on the performance of global …

We examine the efficiency and herding behavior between four energy markets (Crude,
Brent, Gasoline, and Natural gas), five agriculture markets (Corn, Wheat, Soybeans, Cocoa …

The intricacy of the financial systems reflected in bilateral ties has piqued the interest of
many specialists. In this research, we introduce network-induced soft sets, a novel …

We report on the high-resolution imaging and molecular dynamics simulations of a 3D-
printed eutectic high-entropy alloy (EHEA) Ni40Co20Fe10Cr10Al18W2 consisting of …

Purpose Internationalization and financial deregulation have caused market participants
and policymakers to consider the significance of financial connectedness and the spillover …

Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …

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 …