English
Related papers

Related papers: Interactions between financial and environmental n…

200 papers

We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us…

Physics and Society · Physics 2015-05-13 Daniel J. Fenn , Mason A. Porter , Mark McDonald , Stacy Williams , Neil F. Johnson , Nick S. Jones

In this article, we are presenting the relationship between environmental pollution and the income level of the selected twenty-four countries. We implemented a data-based research analysis where, for each country, we analyzed the related…

General Economics · Economics 2021-05-26 Elvan Ece Satici , Bayram Cakir

This paper examines the degree of integration at euro area financial markets. To that end, we estimate overall and country-specific integration indices based on a panel vector-autoregression with factor stochastic volatility. Our results…

Econometrics · Economics 2023-10-13 Martin Feldkircher , Karin Klieber

Amid China's dual-carbon transition, the synergistic alignment of green finance with green-technology innovation is pivotal for co-controlling pollution and CO2 emissions. Using panel data for 266 Chinese prefecture-level cities over…

Physics and Society · Physics 2025-10-14 Guoqiang Liu , Ruijun Xie

The inability to see and quantify systemic financial risk comes at an immense social cost. Systemic risk in the financial system arises to a large extent as a consequence of the interconnectedness of its institutions, which are linked…

In this perspective, we introduce recent research into the structure and function of complex investor networks supporting sustainability efforts. Using the case of solar, wind and hydro energy technologies, this perspective explores the…

Physics and Society · Physics 2023-09-29 Alexander P. Kartun-Giles , Nadia Ameli

The expansion of trade agreements has provided a potential basis for trade integration and economic convergence of different countries. Moreover, developing and expanding global value chains (GVCs) have provided more opportunities for…

General Economics · Economics 2021-11-02 Kazem Biabany Khameneh , Reza Najarzadeh , Hassan Dargahi , Lotfali Agheli

We apply the recently developed reduced Google matrix algorithm for the analysis of the OECD-WTO world network of economic activities. This approach allows to determine interdependences and interactions of economy sectors of several…

Trading and Market Microstructure · Quantitative Finance 2020-12-15 Célestin Coquidé , José Lages , Dima L. Shepelyansky

Precipitation is one of the most important meteorological variables for defining the climate dynamics, but the spatial patterns of precipitation have not been fully investigated yet. The complex network theory, which provides a robust tool…

Atmospheric and Oceanic Physics · Physics 2013-08-22 Stefania Scarsoglio , Francesco Laio , Luca Ridolfi

Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk…

Risk Management · Quantitative Finance 2018-03-13 Anton Pichler , Sebastian Poledna , Stefan Thurner

Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…

Statistical Finance · Quantitative Finance 2019-12-17 Robert Gębarowski , Paweł Oświęcimka , Marcin Wątorek , Stanisław Drożdż

With globalization, countries are more connected than before by trading flows, which currently amount to at least 36 trillion dollars. Interestingly, approximately 30-60 percent of global exports consist of intermediate products. Therefore,…

General Finance · Quantitative Finance 2017-02-08 Peiteng Shi , Jiang Zhang , Bo Yang , Jingfei Luo

We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution,…

Physics and Society · Physics 2014-07-25 James McNerney , Brian D. Fath , Gerald Silverberg

Over the past 70 years, the number of international environmental agreements (IEAs) has increased substantially, highlighting their prominent role in environmental governance. This paper applies the toolkit of network analysis to identify…

General Economics · Economics 2021-06-17 Stefano Carattini , Sam Fankhauser , Jianjian Gao , Caterina Gennaioli , Pietro Panzarasa

In this paper, we provide an integrated systems modeling approach to analyzing global externalities from a microeconomic perspective. Various forms of policy (fiscal, monetary, etc.) have addressed flaws and market failures in models, but…

Economics · Quantitative Finance 2017-10-10 Agnibho Roy , Abhishek Mohan

The risk of conflict is exasperated by a multitude of internal and external factors. Current multivariate analysis paints diverse causal risk profiles that vary with time. However, these profiles evolve and a universal model to understand…

Physics and Society · Physics 2019-09-30 Gerardo Aquino , Weisi Guo , Alan Wilson

This paper introduces a novel multi-moment connectedness network approach for analyzing the interconnectedness of green financial market. Focusing on the impact of monetary policy shocks, our study reveals that connectedness within the…

General Economics · Economics 2024-10-23 Tingguo Zheng , Hongyin Zhang , Shiqi Ye

Open flow network is a weighted directed graph with a source and a sink, depicting flux distributions on networks in the steady state of an open flow system. Energetic food webs, economic input-output networks, and international trade…

Physics and Society · Physics 2015-01-27 Liangzhu Guo , Xiaodan Lou , Peiteng Shi , Jun Wang , Xiaohan Huang , Jiang Zhang

This paper studies the macroeconomic impact of economic freedom on foreign direct investments inflows in both global and regional panel analyses involving 156 countries through the period of 1995-2016. Unlike to prior literature, it…

General Economics · Economics 2025-12-02 Yhlas Sovbetov , Mohamed Moussa

Indirect effects are powerful influences in ecosystems that may maintain species diversity and alter apparent relationships between species in surprising ways. Here, we applied Network Environ Analysis to 50 empirically-based trophic…

Populations and Evolution · Quantitative Biology 2011-04-04 Andria K. Salas , Stuart R. Borrett