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This paper analyzes the process of long-run co-movements and stock market globalization on the basis of cointegration tests and vector error correction (VEC) models. The cointegration tests used here allow for structural breaks to be…

Statistical Finance · Quantitative Finance 2011-01-24 Rui Menezes , Andreia Dioniso

The European Union Emissions Trading System (EU ETS), the world's first and largest cap-and-trade carbon market, is a cornerstone of EU climate policy. This study provides a comprehensive empirical analysis of the EU carbon market's…

Applications · Statistics 2026-04-21 Avirup Chakraborty

Synchronization is ubiquitous in nature at various scales and fields. This phenomenon not only offers a window into the intrinsic harmony of complex systems, but also serves as a robust probe for many-body quantum systems. One such system…

The present paper explores the synchronization scenario of hyperchaotic time-delayed electronic oscillators coupled indirectly via a common environment. We show that depending upon the coupling parameters a hyperchaotic time-delayed system…

Chaotic Dynamics · Physics 2013-07-23 Tanmoy Banerjee , Debabrata Biswas

This study analyzes public debts and deficits between European countries. The statistical evidence here seems in general to reveal that sovereign debts and government deficits of countries within European Monetary Unification-in average-…

General Economics · Economics 2018-07-23 Mario Coccia

In light of the ongoing integration efforts, the question of whether CAPADR economies may benefit from a single currency arises naturally. This paper examines the feasibility of an Optimum Currency Area (OCA) within seven CAPADR countries.…

General Economics · Economics 2022-01-04 Jafet Baca

Economic growth results from countries' accumulation of organizational and technological capabilities. The Economic and Product Complexity Indices, introduced as an attempt to measure these capabilities from a country's basket of exported…

General Economics · Economics 2024-06-25 Carlo Bottai , Jacopo Di Iorio , Martina Iori

While weak, tuned asymmetry can improve, strong heterogeneity destroys synchronization in the electric power system. We study the level of heterogeneity, by comparing large high voltage (HV) power-grids of Europe and North America. We…

Physics and Society · Physics 2024-08-06 Bálint Hartmann , Géza Ódor , István Papp , Kristóf Benedek , Shengfeng Deng , Jeffrey Kelling

The interconnected European Electricity Markets see considerable cross-border trade between different countries. In conjunction with the structure and technical characteristics of the power grid and its operating rules, the corresponding…

Physics and Society · Physics 2019-08-09 Mirko Schäfer , Fabian Hofmann , Hazem Abdel-Khalek , Anke Weidlich

We study the synchronization phenomena in a system of globally coupled oscillators with time delay in the coupling. The self-consistency equations for the order parameter are derived, which depend explicitly on the amount of delay. Analysis…

Statistical Mechanics · Physics 2009-10-31 M. Y. Choi , H. J. Kim , D. Kim , H. Hong

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

In the present study, for the first time, an effort sharing approach based on Inertia and Capability principles is proposed to assess European Union (EU27) carbon budget distribution among the Member States. This is done within the context…

General Economics · Economics 2023-06-16 Ilaria Perissi , Aled Jones

We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their magnitudes, and (iii) asymmetric probability distribution.…

Physics and Society · Physics 2008-12-02 Boris Podobnik , Ivo Grosse , Davor Horvatic , Plamen Ch Ivanov , Timotej Jagric , H. E. Stanley

Bikesharing schemes are transportation systems that not only provide an efficient mode of transportation in congested urban areas, but also improve last-mile connectivity with public transportation and local accessibility. Bikesharing…

Social and Information Networks · Computer Science 2019-06-06 Fernando Munoz-Mendez , Konstantin Klemmer , Ke Han , Stephen Jarvis

After the fall of the Berlin Wall, Central and Eastern Europe were subject to strong polarisation processes. This article proposes examines two neglected aspects regarding the transition period: a comparative static assessment of foreign…

General Economics · Economics 2019-11-01 Natalia Zdanowska

The goal of the present paper is to highlight the fundamental differences of so-called synchronization or consensus algorithms when the agents to synchronize evolve on a compact homogeneous manifold (like the circle, sphere or the group of…

Optimization and Control · Mathematics 2009-01-19 Alain Sarlette , Rodolphe Sepulchre

In this study, we present a general framework for comparing two dynamical processes that describe the synchronization of oscillators coupled through networks of the same size. We introduce a measure of dissimilarity defined in terms of a…

Statistical Mechanics · Physics 2024-04-03 Alejandro P. Riascos

Synchronization is a phenomenon in which a pair of fluctuations adjust their rhythms when interacting with each other. We measure the degree of synchronization between the U.S. dollar (USD) and euro exchange rates and between the USD and…

Econometrics · Economics 2022-08-09 Makoto Muto , Yoshitaka Saiki

Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…

Mesoscale and Nanoscale Physics · Physics 2018-07-10 Philipp Stegmann , Jürgen König , Stephan Weiss

This paper introduces a new lifting method for analyzing convergence of continuous-time distributed synchronization/consensus systems on the unit sphere. Points on the d-dimensional unit sphere are lifted to the (d+1)-dimensional Euclidean…

Optimization and Control · Mathematics 2018-06-08 Johan Thunberg , Johan Markdahl , Florian Bernard , Jorge Goncalves