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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

Abrupt catastrophic events bring business risks into firms. The paper introduces the Great Lushan Earthquake in 2013 in China as an unexpected shock to explore the causal effects on public firms in both the long and short term. DID-PSM…

General Economics · Economics 2022-12-29 Yujue Wang

Understanding how information flows through the financial networks is important, especially during times of market turbulence. Unlike traditional assumptions where information travels along the shortest paths, real-world diffusion processes…

Statistical Finance · Quantitative Finance 2025-09-12 Pawanesh Pawanesh , Charu Sharma , Niteesh Sahni

In this paper, we design two chapters to discuss trade dynamics with heterogeneous fluctuations, contributing new insights to macroeconomic issues related to international trade. In the first chapter, we model general exchange rate…

Econometrics · Economics 2026-03-11 Yongheng Hu

Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must rely upon the self-interest of their…

Computer Science and Game Theory · Computer Science 2020-01-15 Victor Amelkin , Rakesh Vohra

Lead/lag relationships are an important stylized fact at high frequency. Some assets follow the path of others with a small time lag. We provide indicators to measure this phenomenon using tick-by-tick data. Strongly asymmetric…

Trading and Market Microstructure · Quantitative Finance 2012-01-19 Nicolas Huth , Frédéric Abergel

Financial crises are known as crashes that result in a sudden loss of value of financial assets in large part and they continue to occur from time to time surprisingly. In order to discover features of the financial network, the pairwise…

Statistical Finance · Quantitative Finance 2023-01-11 MohammadReza Zahedian , Mahsa Bagherikalhor , Andrey Trufanov , G. Reza Jafari

Recent crises like the COVID-19 pandemic and geopolitical tensions have exposed vulnerabilities and caused disruptions of supply chains, leading to product shortages, increased costs, and economic instability. This has prompted increasing…

Physics and Society · Physics 2025-06-27 Anna Mancini , Balázs Lengyel , Riccardo Di Clemente , Giulio Cimini

This paper introduces a novel multi-moment connectedness network approach for analyzing the interconnectedness of green financial market. Focusing on the impact of monetary policy shocks, our study reveals that connectedness within the…

General Economics · Economics 2024-10-23 Tingguo Zheng , Hongyin Zhang , Shiqi Ye

We show how different approaches to developing marketing strategies depending on the type of environment a firm faces, where environments are distinguished in terms of their systems properties not their context. Particular emphasis is given…

General Finance · Quantitative Finance 2012-05-29 Ian Wilkinson , Louise Young

We analyze the dynamical response of the world's financial community to various types of unexpected events, including the 9/11 terrorist attacks as they unfolded on a minute-by-minute basis. We find that there are various 'species' of news,…

Physics and Society · Physics 2011-09-06 Mark McDonald , Omer Suleman , Stacy Williams , Sam Howison , Neil F. Johnson

Studies of micro-level price datasets find more frequent small price increases than decreases, which can be explained by consumer inattention because time-constrained shoppers might ignore small price changes. Recent empirical studies of…

General Economics · Economics 2025-06-27 Daniel Levy , Haipeng , Chen , Sourav Ray , Elliot Charette , Xiao Ling , Weihong Zhao , Mark Bergen , Avichai Snir

Tourism is one of the most important economic activities in the world: for many countries it represents the single largest product in their export basket. However, it is a product difficult to chart: "exporters" of tourism do not ship it…

General Finance · Quantitative Finance 2016-12-04 Michele Coscia , Ricardo Hausmann , Frank Neffke

I study the relationship between the likelihood of a violent domestic conflict and the risk that such a conflict "externalizes" (i.e. spreads to another country by creating an international dispute). I consider a situation in which a…

General Economics · Economics 2021-03-04 Hector Galindo-Silva

We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their…

Statistical Finance · Quantitative Finance 2021-08-25 Fabrizio Lillo , Salvatore Miccichè , Michele Tumminello , Jyrki Piilo , Rosario Nunzio Mantegna

Global ballast water management regulations aiming to decrease aquatic species invasion require actions that can increase shipping costs. We employ an integrated shipping cost and global economic modeling approach to investigate the impacts…

General Economics · Economics 2020-08-27 Zhaojun Wang , Duy Nong , Amanda M. Countryman , James J. Corbett , Travis Warziniack

The traditional and most common view of economists on the issue of (bad) uncertainty and its effects has been one of partial equilibrium. When the topic is approached from a macroeconomic perspective, the most frequent has been the…

General Economics · Economics 2024-09-26 Carlos Esteban Posada Posada

It is generally accepted that neighboring nodes in financial networks are negatively assorted with respect to the correlation between their degrees. This feature would play an important 'damping' role in the market during downturns (periods…

Physics and Society · Physics 2016-11-17 Guy Kelman , David S. Brée , Eran Manes , Marco Lamieri , Natasa Golo , Sorin Solomon

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

Supply chain disruption can occur for a variety of reasons, including natural disasters or market dynamics for which resilient strategies should be designed. If the disruption is profound and with dire consequences for the economy, it calls…

Optimization and Control · Mathematics 2023-10-10 Mostafa Pazoki , Hamed Samarghandi , Mehdi Behroozi