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Network models represent a useful tool to describe the complex set of financial relationships among heterogeneous firms in the system. In this paper, we propose a new semiparametric model for temporal multilayer causal networks with both…

Econometrics · Economics 2021-01-05 Billio Monica , Casarin Roberto , Costola Michele , Iacopini Matteo

Within the context that Greece promises a success story in the fight against the disease, this paper proposes a novel method to study the evolution of the Greek COVID-19 infection-curve in relation to the anti-COVID-19 policies applied to…

Physics and Society · Physics 2021-01-28 Dimitrios Tsiotas , Lykourgos Magafas

The COVID-19 pandemic has disrupted traditional academic collaboration patterns, offering a unique opportunity to analyze the influence of peer effects and collaboration dynamics on research productivity. Using a novel network dataset, this…

General Economics · Economics 2024-08-08 Hanqiao Zhang , Joy D. Xiuyao Yang

The Covid-19 pandemic is ongoing worldwide, and the damage it has caused is unprecedented. For prevention, South Korea has adopted a local quarantine strategy rather than a global lockdown. This approach not only minimizes economic damage,…

Physics and Society · Physics 2022-02-15 K. Choi , Hoyun Choi , B. Kahng

This paper investigates the relationship between the spread of the COVID-19 pandemic, the state of community activity, and the financial index performance across 20 countries. First, we analyze which countries behaved similarly in 2020 with…

Physics and Society · Physics 2021-08-17 Nick James , Max Menzies

COVID-19 has resulted in a worldwide pandemic, leading to "lockdown" policies and social distancing. The pandemic has profoundly changed the world. Traditional methods for observing these historical events are difficult because sending…

The COVID-19 crisis is profoundly influencing the global economic framework due to restrictive measures adopted by governments worldwide. Finding real-time data to correctly quantify this impact is very significant but not as…

Physics and Society · Physics 2021-03-30 Paolo Scarabaggio , Massimo La Scala , Raffaele Carli , Mariagrazia Dotoli

The global pandemic of COVID-19 over the last 2.5 years have produced an enormous amount of epidemic/public health datasets, which may also be useful for studying the underlying structure of our globally connected world. Here we used the…

Social and Information Networks · Computer Science 2022-07-19 Hiroki Sayama

In 2020, the COVID-19 pandemic resulted in a rapid response from governments and researchers worldwide. As of late 2023, over millions have died as a result of COVID-19, with many COVID-19 survivors going on to experience long-term effects…

Computers and Society · Computer Science 2023-12-25 Yo Yehudi , Lukas Hughes-Noehrer , Carole Goble , Caroline Jay

We make a retrospective review on various control measures taken by 127 countries/territories during the first wave of COVID-19 pandemic until July 7, 2020, and evaluate their impacts on the epidemic dynamics quantitatively. The SEIR-QD…

Populations and Evolution · Quantitative Biology 2023-09-25 Dongyan Zhang , Wuyue Yang , Wanqi Wen , Liangrong Peng , Changjingn Zhuge , Liu Hong

The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions…

Physics and Society · Physics 2020-07-23 Dmitry Gordeev , Philipp Singer , Marios Michailidis , Mathias Müller , SriSatish Ambati

Online social media provides a channel for monitoring people's social behaviors and their mental distress. Due to the restrictions imposed by COVID-19 people are increasingly using online social networks to express their feelings.…

Social and Information Networks · Computer Science 2021-05-19 Sahraoui Dhelim , Liming Luke Chen , Huansheng Ning , Sajal K Das , Chris Nugent , Devin Burns , Gerard Leavey , Dirk Pesch , Eleanor Bantry-White

Purpose: In the context of a COVID pandemic in 2020-21, this paper attempts to capture the interconnectedness and volatility transmission dynamics. The nature of change in volatility spillover effects and time-varying conditional…

Econometrics · Economics 2024-09-02 Avik Das , Devanjali Nandi Das

In this study, we construct a series of evolving epidemic networks by measuring the correlations of daily COVID-19 cases time series among 3,105 counties in the United States. Remarkably, through quantitative analysis of the spatial…

Physics and Society · Physics 2024-01-24 Jiarui Dong , Guanghao Ran

This study analyzes the impact of the COVID-19 pandemic on the subjective well-being as measured through Twitter data indicators for Japan and Italy. It turns out that, overall, the subjective well-being dropped by 11.7% for Italy and 8.3%…

General Economics · Economics 2021-01-20 Tiziana Carpi , Airo Hino , Stefano Maria Iacus , Giuseppe Porro

COVID-19, a pandemic that the world has not seen in decades, has resulted in presenting a multitude of unprecedented challenges for student learning across the globe. The global surge in COVID-19 cases resulted in several schools, colleges,…

Computers and Society · Computer Science 2022-05-03 Nirmalya Thakur , Saumick Pradhan , Chia Y. Han

The COVID-19 pandemic has been affecting the world dramatically ever since 2020. The minimum availability of physical interactions during the lockdown has caused more and more people to turn to online activities on social media platforms.…

Social and Information Networks · Computer Science 2023-09-19 Cai Yang

We propose a general Bayesian approach to modeling epidemics such as COVID-19. The approach grew out of specific analyses conducted during the pandemic, in particular an analysis concerning the effects of non-pharmaceutical interventions…

Applications · Statistics 2021-01-01 Samir Bhatt , Neil Ferguson , Seth Flaxman , Axel Gandy , Swapnil Mishra , James A. Scott

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic…

Econometrics · Economics 2022-01-05 M. Hashem Pesaran , Cynthia Fan Yang

This study examines the dynamic asset market linkages under the COVID-19 global pandemic based on market efficiency, in the sense of Fama (1970). Particularly, we estimate the joint degree of market efficiency by applying Ito et al.'s…

Statistical Finance · Quantitative Finance 2021-09-21 Akihiko Noda
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