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During the last decades particular effort has been directed towards understanding and predicting the relevant state of the business cycle with the objective of decomposing permanent shocks from those having only a transitory impact on real…

Applications · Statistics 2014-11-19 Mauro Bernardi , Antonio Di Ruggiero

The International Trade Network (ITN) is the network formed by trade relationships between world countries. The complex structure of the ITN impacts important economic processes such as globalization, competitiveness, and the propagation of…

General Finance · Quantitative Finance 2017-05-18 Assaf Almog , Tiziano Squartini , Diego Garlaschelli

This paper presents the first results of the two-phase flow simulation obtained using recently introduced physical, mathematical and numerical model of the intermittency region between two-phases (Wac{\l}awczyk 2017, 2021). The statistical…

Fluid Dynamics · Physics 2021-10-01 Tomasz Wacławczyk

Viscous fluid dynamical calculations require no-slip boundary conditions. Numerical calculations of turbulence, as well as theoretical turbulence closure techniques, often depend upon a spectral decomposition of the flow fields. However,…

Fluid Dynamics · Physics 2007-05-23 Leaf Turner

This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for major currencies from the ultrametric distance matrix for 1996-2001. We find that these…

Physics and Society · Physics 2009-11-13 Michael J. Naylor , Lawrence C. Rose , Brendan J. Moyle

We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show…

Risk Management · Quantitative Finance 2016-10-05 Nima Dehmamy , Sergey Buldyrev , Shlomo Havlin , Harry Eugene Stanley , Irena Vodenska

The indirect transactions between sectors of an economic system has been a long-standing open problem. There have been numerous attempts to conceptually define and mathematically formulate this notion in various other scientific fields in…

General Economics · Economics 2021-04-07 Husna Betul Coskun , Huseyin Coskun

The weighted and directed network of countries based on the number of overseas banks is analyzed in terms of its fragility to the banking crisis of one country. We use two different models to describe transmission of shocks, one local and…

Physics and Society · Physics 2014-03-07 Xiaobing Feng , Woo Seong Jo , Beom Jun Kim

Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the…

General Finance · Quantitative Finance 2015-11-09 Pau Erola , Albert Diaz-Guilera , Sergio Gomez , Alex Arenas

US-China trade tensions, the COVID-19 pandemic, and the Russia-Ukraine conflict have disrupted and reshaped global supply chains. Existing studies caution that these tensions may not meaningfully reduce U.S. dependence on China-linked…

General Economics · Economics 2025-08-12 Wei Luo , Siyuan Kang , Qian Di

The decay of a passive scalar in a three-dimensional chaotic flow is studied using high-resolution numerical simulations. The (volume-preserving) flow considered is a three-dimensional extension of the randomised alternating sine flow…

Chaotic Dynamics · Physics 2015-03-18 Keith Ngan , Jacques Vanneste

This study investigates the inherently random structures of dry bulk shipping networks, often likened to a taxi service, and identifies the underlying trade dynamics that contribute to this randomness within individual cargo sub-networks.…

Mathematical Finance · Quantitative Finance 2025-02-04 Yan Li , Carol Alexander , Michael Coulon , Istvan Kiss

One-dimensional numerical simulations based on hybrid Eulerian-Lagrangian method are performed to study the interactions between propagating shocks and dispersed evaporating water droplets. Two-way coupling for exchanges of mass, momentum,…

Fluid Dynamics · Physics 2021-03-22 Zhiwei Huang , Huangwei Zhang

The steady states of three families of one-dimensional non-equilibrium models with open boundaries, first proposed in [22], are studied using a matrix product formalism. It is shown that their associated quadratic algebras have…

Statistical Mechanics · Physics 2009-11-10 Farhad H Jafarpour

There are few papers about the international trade of flowers, so it is believed that this paper, with this topic, could be an important contribution to the international scientific community. It is intended to analyze if the international…

General Finance · Quantitative Finance 2012-06-18 Vitor Joao Pereira Domingues Martinho

This paper employs a weighted network approach to study the empirical properties of the web of trade relationships among world countries, and its evolution over time. We show that most countries are characterized by weak trade links; yet,…

Social and Information Networks · Computer Science 2018-03-21 Maddalena D'Anna , Alfredo Petrosino

Critical for policy-making and business operations, the study of global supply chains has been severely hampered by a lack of detailed data. Here we harness international firm-level transaction data covering 20m global firms, and 1 billion…

General Economics · Economics 2025-11-24 Neave O'Clery , Ben Radcliffe-Brown , Thomas Spencer , Daniel Tarling-Hunter

In this paper, we use rigorous numerics to compute several global smooth branches of steady states for a system of three reaction-diffusion PDEs introduced by Iida et al. [J. Math. Biol., {\bf 53}, 617--641 (2006)] to study the effect of…

Dynamical Systems · Mathematics 2015-11-05 Maxime Breden , Jean-Philippe Lessard , Matthieu Vanicat

This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to post-WWII…

Econometrics · Economics 2021-01-01 Andreas Dibiasi , Samad Sarferaz

This paper analyzes nonlinearities in the international transmission of financial shocks originating in the US. To do so, we develop a flexible nonlinear multi-country model. Our framework is capable of producing asymmetries in the…

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