Related papers: Network Effects in Corporate Emissions: Evidence f…
In this paper we investigate the causal impact of the European Union Emissions Trading System, a cap-and-trade scheme limiting greenhouse gas emissions of firms, on their environmental performance. Although previous studies have focused…
In estimating the effects of a treatment/policy with a network, an unit is subject to two types of treatment: one is the direct treatment on the unit itself, and the other is the indirect treatment (i.e., network/spillover influence)…
Estimating causal effects is crucial for decision-makers in many applications, but it is particularly challenging with observational network data due to peer interactions. Many algorithms have been proposed to estimate causal effects…
We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…
The study examines the return connectedness between climate policy uncertainty (CPU), clean energy, fossil energy, and food markets. Using the time-domain method of Diebold and Yilmaz (2012) and frequency-domain methods of Barun{\'{i}}k and…
Network autocorrelation models are widely used to evaluate the impact of social influence on some variable of interest. This is a large class of models that parsimoniously accounts for how one's neighbors influence one's own behaviors or…
Banking system crises are complex events that in a short span of time can inflict extensive damage to banks themselves and to the external economy. The crisis literature has so far identified a number of distinct effects or channels that…
Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…
We investigate the concept of network momentum, a novel trading signal derived from momentum spillover across assets. Initially observed within the confines of pairwise economic and fundamental ties, such as the stock-bond connection of the…
Risks threatening modern societies form an intricately interconnected network that often underlies crisis situations. Yet, little is known about how risk materializations in distinct domains influence each other. Here we present an approach…
Diffusion processes in networks are increasingly used to model the spread of information and social influence. In several applications in computational sustainability such as the spread of wildlife, infectious diseases and traffic mobility…
Social network based information campaigns can be used for promoting beneficial health behaviours and mitigating polarisation (e.g. regarding climate change or vaccines). Network-based intervention strategies typically rely on full…
Causal inference in networks should account for interference, which occurs when a unit's outcome is influenced by treatments or outcomes of peers. Heterogeneous peer influence (HPI) occurs when a unit's outcome is influenced differently by…
The energy consumption, the transfer of resources through the international trade, the transition towards renewable energies and the environmental sustainability appear as key drivers in order to evaluate the resilience of the energy…
Evaluating the impact of policy interventions on respondents who are embedded in a social network is often challenging due to the presence of network interference within the treatment groups, as well as between treatment and non-treatment…
Weighted networks capture the structure of complex systems where interaction strength is meaningful. This information is essential to a large number of processes, such as threshold dynamics, where link weights reflect the amount of…
The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges…
Growing awareness of the impact of business activity on the environment increases the pressure on governing bodies to address this issue. One possibility is to encourage or force the market into green behaviours. However, it is often hard…
In many experimental contexts, whether and how network interactions impact the outcome of interest for both treated and untreated individuals are key concerns. Networks data is often assumed to perfectly represent these possible…
Randomized experiments, or "A/B" tests, remain the gold standard for evaluating the causal effect of a policy intervention or product change. However, experimental settings, such as social networks, where users are interacting and…