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This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trade and development. Gathering empirical data on African…

General Finance · Quantitative Finance 2016-08-03 Tanya Araújo , M. Ennes Ferreira

In today's globalised trade, supply chains form complex networks spanning multiple organisations and even countries, making them highly vulnerable to disruptions. These vulnerabilities, highlighted by recent global crises, underscore the…

Computational Engineering, Finance, and Science · Computer Science 2025-03-11 Ge Zheng , Alexandra Brintrup

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

The structure of return spillovers is examined by constructing Granger causality networks using daily closing prices of 20 developed markets from 2nd January 2006 to 31st December 2013. The data is properly aligned to take into account…

General Finance · Quantitative Finance 2015-06-22 Tomáš Výrost , Štefan Lyócsa , Eduard Baumöhl

The progressive amplification of fluctuations in demand as the demand travels upstream the supply chains is known as the bullwhip effect. We first analytically characterize the bullwhip effect in general supply chain networks in two cases:…

Systems and Control · Electrical Eng. & Systems 2022-08-10 Jin-Zhu Yü , Chencheng Cai , Jianxi Gao

We study the disequilibrium dynamics of a stylised model of production networks in which firms use perishable and non-substitutable intermediate inputs, so that adverse idiosyncratic productivity shocks can trigger downstream shortages and…

Physics and Society · Physics 2026-02-02 David Martin , José Moran , Debabrata Panja , Jean-Philippe Bouchaud

Oil markets profoundly influence world economies through determination of prices of energy and transports. Using novel methodology devised in frequency domain, we study the information transmission mechanisms in oil-based commodity markets.…

General Finance · Quantitative Finance 2017-02-02 Tomas Krehlik , Jozef Barunik

This paper studies how shocks to global banks' net worth transmit to Emerging Market Economies. Using the identification strategy of Ottonello and Song (2022), which isolates high-frequency surprises to banks' credit supply capacity, we…

General Economics · Economics 2025-12-02 Luis Rodrigo Arnabal , Santiago Camara , Cecilia Dassatti

A bipartite producer-consumer network is constructed to describe the industrial structure. The edges from consumer to producer represent the choices of the consumer for the final products and the degree of producer can represent its market…

Physics and Society · Physics 2009-11-11 Wang Dahui , Zhou Li , Di Zengru

We revisit granular models that represent the size of a firm as the sum of the sizes of multiple constituents or sub-units. Originally developed to address the unexpectedly slow reduction in volatility as firm size increases, these models…

General Economics · Economics 2024-06-04 José Moran , Angelo Secchi , Jean-Philippe Bouchaud

Dynamic macroeconomic conditions and non-binding truckload freight contracts enable both shippers and carriers to behave opportunistically. We present an empirical analysis of carrier reciprocity in the US truckload transportation sector to…

General Finance · Quantitative Finance 2021-08-26 Angela Acocella , Chris Caplice , Yossi Sheffi

The global markets provide enterprises with selling opportunities and challenges in stabilizing operational strategies. From the perspective of production management, it is important to improve the profitability of an enterprise by…

Machine Learning · Computer Science 2022-07-28 Xiaoli Yan

This paper investigates the causal effect of export intensity on productivity and other firm-level outcomes with a dose-response function. After positing that export intensity acts as a continuous treatment, we investigate counterfactual…

General Economics · Economics 2025-05-08 Francesca Micocci , Armando Rungi , Giovanni Cerulli

Granular materials transmit stress via a network of force chains. Despite the importance of these chains to characterizing the stress state and dynamics of the system, there is no common framework for quantifying their their properties.…

Soft Condensed Matter · Physics 2015-08-25 Yuming Huang , Karen E. Daniels

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

The emergence of interconnected urban networks is a crucial feature of globalisation processes. Understanding the drivers behind the growth of such networks - in particular urban firm networks -, is essential for the economic resilience of…

Physics and Society · Physics 2020-09-14 Juste Raimbault , Natalia Zdanowska , Elsa Arcaute

We study an Arrow-Debreu economy with externalities generated by multiplex networks. Market equilibrium prices reflect both the preferences and scarcity of goods, consumers' network centralities arising from goods' externalities, as well as…

Theoretical Economics · Economics 2026-05-21 Chengqing Li , Yves Zenou , Junjie Zhou

Social network research has begun to take advantage of fine-grained communications regarding coordination, decision-making, and knowledge sharing. These studies, however, have not generally analyzed how external events are associated with a…

Social and Information Networks · Computer Science 2016-02-02 Daniel M. Romero , Brian Uzzi , Jon Kleinberg

We study how idiosyncratic firm-level shocks generate aggregate volatility and tail risk when they propagate through a production network under overlapping adjustment: new productivity draws arrive before the economy reaches the static…

Theoretical Economics · Economics 2026-03-06 Antoine Mandel , Vipin P. Veetil

We introduce a new machine learning approach to detect value-relevant foreign information for both domestic and multinational companies. Candidate foreign signals include lagged returns of stock markets and individual stocks across 47…

Pricing of Securities · Quantitative Finance 2025-04-11 Wei Jiao