Related papers: Interactions between financial and environmental n…

In this paper we propose a methodology suitable for a comprehensive analysis of the global embodied energy flow trough a complex network approach. To this end, we extend the existing literature, providing a multilayer framework based on the…

We propose an algorithm to capture emergent patterns in the cross-correlations of financial markets, highlighting regime changes on a global scale. In our approach, financial markets are viewed as complex adaptive systems, and multiscale…

To achieve climate neutrality, synergies between circular economy and reduction of greenhouse gas emissions must be strengthened. Previously idle emission reduction potentials of resource efficiency are to be exploited. Since all…

This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of…

This paper introduces a novel framework to study default dependence and systemic risk in a financial network that evolves over time. We analyse several indicators of risk, and develop a new latent space model to assess the health of key…

The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence…

We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…

We focus on the problem of how wealth is distributed among the units of a networked economic system. We first review the empirical results documenting that in many economies the wealth distribution is described by a combination of…

Efficient techniques to navigate networks with local information are fundamental to sample large-scale online social systems and to retrieve resources in peer-to-peer systems. Biased random walks, i.e. walks whose motion is biased on…

The large-scale organization of the world economies is exhibiting increasingly levels of local heterogeneity and global interdependency. Understanding the relation between local and global features calls for analytical tools able to uncover…

We perform a detailed analysis of the network constituted by the citations in a legal code, we search for hidden structures and properties. The graph associated to the Environmental code has a small-world structure and it is partitioned in…

An economic system is an exemplar of a complex system in which all agents interact simultaneously. Interactions between countries have generally been studied using the flow of resources across diverse trade networks, in which the degree of…

Many natural, engineered, and social systems can be represented using the framework of a layered network, where each layer captures a different type of interaction between the same set of nodes. The study of such multiplex networks is a…

The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…

The relationship between inequality and the biosphere has been hypothesized to mutual dependecies and feedbacks. If that is true, such feedbacks may give rise to inequality regimes and potential tipping points between them. Here we explore…

With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded volatility model, we may eliminate or generate the…

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the…

We present an open-source Python framework for modelling cascading physical climate risk in a spatial supply-chain economy. The framework integrates geospatial flood hazards with an agent-based model of firms and households, enabling…

This study estimates the relationships between street network characteristics and transport-sector CO2 emissions across every urban area in the world and investigates whether they are the same across development levels and urban design…

Full nation-scale social networks are now emerging from countries such as the Netherlands and Denmark, but these networks present challenging technical issues in working with large, multiplex, time-dependent networks. We report on our…