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Russia's attack on Ukraine on Thursday 24 February 2022 hitched financial markets and the increased geopolitical crisis. In this paper, we select some main economic indexes, such as Gold, Oil (WTI), NDAQ, and known currency which are…

Statistical Finance · Quantitative Finance 2022-03-04 Javad T. Firouzjaee , Pouriya Khaliliyan

We study the effect of globalization of world economy between 1980 and 2010 by using network analysis technics on trade and GDP data of 71 countries in the world. We draw results distinguishing relatively developing and relatively developed…

General Economics · Economics 2021-11-05 Xiufeng Yan , Qi Tang

Using the United Nations COMTRADE database \cite{comtrade} we construct the Google matrix $G$ of multiproduct world trade between the UN countries and analyze the properties of trade flows on this network for years 1962 - 2010. This…

Statistical Finance · Quantitative Finance 2015-04-02 Leonardo Ermann , Dima L. Shepelyansky

Physical risks, such as droughts, floods, rising temperatures, earthquakes, infrastructure failures, and geopolitical conflicts, can ripple through global supply chains, raising costs, and constraining production across industries.…

Physics and Society · Physics 2025-04-25 Jichu Han , Lina Wang , Richard Bookstaber , Dhruv Sharma

Many economic activities are embedded in networks: sets of agents and the (often) rivalrous relationships connecting them to one another. Input sourcing by firms, interbank lending, scientific research, and job search are four examples,…

Econometrics · Economics 2019-12-16 Bryan S. Graham

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

Pesticides are important agricultural inputs to increase agricultural productivity and improve food security. The availability of pesticides is partially achieved through international trade. However, economies involved in the international…

Physics and Society · Physics 2023-06-21 Jian-An Li , Li Wang , Wen-Jie Xie , Wei-Xing Zhou

Industries can enter one country first, and then enter its neighbors' markets. Firms in the industry can expand trade network through the export behavior of other firms in the industry. If a firm is dependent on a few foreign markets, the…

General Economics · Economics 2020-12-15 Xuejian Wang

This article aims to model international trade relationships among 29 countries in the apparel industry between 1994 and 2013. Bilateral trade flows can be represented as a directed network, where nodes correspond to countries and directed…

Methodology · Statistics 2025-05-01 Sandipan Pramanik , Raymond Robertson , Yang Ni

In this paper, inspired by the work of Megiddo on the formation of preferences and strategic analysis, we consider an early market model studied in the field of economic theory, in which each trader's utility may be influenced by the…

Computer Science and Game Theory · Computer Science 2010-09-03 Xi Chen , Shang-Hua Teng

Geopolitical and geoeconomic shocks reprice sovereign credit risk through different transmission channels. Using a daily panel of 42 advanced and emerging economies over 2018--2025, we show that geopolitical shocks raise sovereign CDS…

Machine Learning · Statistics 2026-03-25 Alvaro Ortiz , Tomasa Rodrigo , Pablo Saborido

International trade has been in the forefront of economic development and growth debates. Trade openness, its definition, scope, and impacts have also been studied numerously. Tariff has been dubbed as negative influencer of economic growth…

General Economics · Economics 2024-05-15 S M Toufiqul Huq Sowrov

The concept of communicability is introduced for complex socio-economic networks. The communicability function expresses how an impact propagates from one place to another in the network. This function is used to define unambiguously the…

Physics and Society · Physics 2015-04-24 Ernesto Estrada , Naomichi Hatano

This paper studies an integrated system of political and economic systems from a systematic perspective to explore the complex interaction between them, and specially analyzes the case of the US presidential election forecasting. Based on…

Physics and Society · Physics 2020-04-30 Lingbo Li , Ying Fan , An Zeng , Zengru Di

Network theory provides a rich toolbox consisting of methods, measures, and models for studying the structure and dynamics of complex systems found in nature, society, or technology. Recently, it has been pointed out that many real-world…

Physics and Society · Physics 2016-04-07 Marc Wiedermann , Jonathan F. Donges , Jobst Heitzig , Jürgen Kurths

The global crisis of 2008 provoked a heightened interest among scientists to study the phenomenon, its propagation and negative consequences. The process of modelling the spread of a virus is commonly used in epidemiology. Conceptually, the…

Physics and Society · Physics 2019-08-12 Olena Kostylenko , Helena Sofia Rodrigues , Delfim F. M. Torres

In the wake of the 2008 financial crisis the role of strongly interconnected markets in fostering systemic instability has been increasingly acknowledged. Trade networks of commodities are susceptible to deleterious cascades of supply…

Economics · Quantitative Finance 2015-04-15 Peter Klimek , Michael Obersteiner , Stefan Thurner

Extraction of interaction networks from multi-variate time-series is one of the topics of broad interest in complex systems. Although this method has a wide range of applications, most of the previous analyses have focused on the pairwise…

Physics and Society · Physics 2017-11-01 Amir Hossein Shirazi , Abbas Ali Saberi , Ali Hosseiny , Ehsan Amirzadeh , Pourya Toranj Simin

This study examines the effects of de-globalization trends on international trade networks and their role in improving forecasts for economic growth. Using section-level trade data from nearly 200 countries from 2010 to 2022, we identify…

General Economics · Economics 2024-04-16 Thiago C. Silva , Paulo V. B. Wilhelm , Diego R. Amancio

A non-parametric method for ranking stock indices according to their mutual causal influences is presented. Under the assumption that indices reflect the underlying economy of a country, such a ranking indicates which countries exert the…

Statistical Finance · Quantitative Finance 2018-01-23 Theo Diamandis , Yonathan Murin , Andrea Goldsmith
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