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Related papers: Trade relationships during and after a crisis

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We introduce economic models based on Boolean Delay Equations: this formalism makes easier to take into account the complexity of the interactions between firms and is particularly appropriate for studying the propagation of an initial…

General Finance · Quantitative Finance 2016-05-06 B. Coluzzi , M. Ghil , S. Hallegatte , G. Weisbuch

We model the production of complex goods in a large supply network. Each firm sources several essential inputs through relationships with other firms. Individual supply relationships are at risk of idiosyncratic failure, which threatens to…

Theoretical Economics · Economics 2023-02-28 Matthew Elliott , Benjamin Golub , Matthew V. Leduc

We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is…

General Finance · Quantitative Finance 2015-05-20 Jiankui He , Michael W. Deem

During the last decades two important contributions have reshaped our understanding of international trade. First, countries trade more with those with whom they share history, language, and culture, suggesting that trade is limited by…

Economics · Quantitative Finance 2017-09-19 Bogang Jun , Aamena Alshamsi , Jian Gao , Cesar A Hidalgo

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 a dynamical model of interconnected firms which allows for certain market imperfections and frictions, restricted here to be myopic price forecasts and slow adjustment of production. Whereas the standard rational equilibrium is…

Economics · Quantitative Finance 2015-06-22 Julius Bonart , Jean-Philippe Bouchaud , Augustin Landier , David Thesmar

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of…

Statistical Finance · Quantitative Finance 2015-06-03 Alessandro Spelta , Tanya Araújo

To understand how fluctuations arise and are distributed in international trade, a question crucial for economic risk assessment and policymaking, we analyze strong adverse fluctuations-collapsed trades-defined as individual trades with…

Physics and Society · Physics 2026-01-30 Jung-Ho Kim , Sudo Yi , Sang-Hwan Gwak , K. -I. Goh , D. -S. Lee

There is empirical evidence from a range of disciplines that as the connectivity of a network increases, we observe an increase in the average fitness of the system. But at the same time, there is an increase in the proportion of…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Paul Ormerod , Rich Colbaugh

We study how information perturbations can destabilize two-sided matching markets. In our model, agents arrive on the market over two periods, while agents in the first period do not know the types of those arriving later. Agents already…

Trading and Market Microstructure · Quantitative Finance 2010-09-07 Songzi Du , Yair Livne

Globalization has rapidly advanced but exposed countries to supply chain disruptions, highlighted by the COVID-19 pandemic. This study exhaustively analyzes bilateral export data for 186 countries from 2018, 2020, and 2022, using…

Applications · Statistics 2024-09-20 Juan Sosa , Andrés Felipe Arévalo-Arévalo , Juan Pablo Torres-Clavijo

Are large biological extinctions such as the Cretaceous/Tertiary KT boundary due to a meteorite, extreme volcanic activity or self-organized critical extinction cascades? Are commercial successes due to a progressive reputation cascade or…

Physics and Society · Physics 2007-05-23 D. Sornette

The large-scale organization of the world economies is exhibiting increasingly levels of local heterogeneity and global interdependency. Understanding the relation between local and global features calls for analytical tools able to uncover…

General Finance · Quantitative Finance 2008-12-10 M. Angeles Serrano , Marian Boguna , Alessandro Vespignani

In this study, we evaluate the effects of natural disasters on the stock (market) values of firms located in the affected counties. We are able to measure the change in stock prices of the firms affected by the 2021 Texas winter storm. To…

Pricing of Securities · Quantitative Finance 2022-11-01 Sherry Hu , Kose John , Balbinder Singh Gill

An important challenge in several disciplines is to understand how sudden changes can propagate among coupled systems. Examples include the synchronization of business cycles, population collapse in patchy ecosystems, markets shifting to a…

Physics and Society · Physics 2015-11-12 Charles D. Brummitt , George Barnett , Raissa M. D'Souza

Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose…

General Finance · Quantitative Finance 2015-05-27 Agata Fronczak , Piotr Fronczak

Assessing the stability of economic systems is a fundamental research focus in economics, that has become increasingly interdisciplinary in the currently troubled economic situation. In particular, much attention has been devoted to the…

Risk Management · Quantitative Finance 2017-02-24 Matteo Serri , Guido Caldarelli , Giulio Cimini

Localized shocks arising from climate extremes, geopolitical conflicts, and trade protectionism cascade through trade networks, triggering global food crises. Cross-product substitution, a critical response strategy, induces cross-product…

Physics and Society · Physics 2026-04-29 Feiyan Guo , Jianlin Zhou , Lin Qi , Ying Fan

Since 2007, several contributions have tried to identify early-warning signals of the financial crisis. However, the vast majority of analyses has focused on financial systems and little theoretical work has been done on the economic…

Physics and Society · Physics 2016-08-04 Fabio Saracco , Riccardo Di Clemente , Andrea Gabrielli , Tiziano Squartini

This paper examines how trade policy uncertainty influences the correlation between U.S. stock indices and short-term government bonds. The objective is to assess whether policy-related shocks, especially those linked to trade tensions,…

Risk Management · Quantitative Finance 2026-03-27 Demetrio Lacava