相关论文: Maritime Connectivity Vulnerability Index: Constru…

This paper analyses the risk factors around investing in global supply chain infrastructure: the energy market, investor sentiment, and global shipping costs. It presents portfolio strategies associated with dynamic risks. A time-varying…

Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial…

Power outages have become increasingly frequent, intense, and prolonged in the US due to climate change, aging electrical grids, and rising energy demand. However, largely due to the absence of granular spatiotemporal outage data, we lack…

We develop a two-stage stochastic multi-commodity flow model to design a resilient maritime energy supply network under correlated chokepoint disruptions. A planner selects strategic inventories and infrastructure activations prior to…

The rise of cyber threats on social media platforms necessitates advanced metrics to assess and mitigate social cyber vulnerabilities. This paper presents the Social Cyber Vulnerability Index (SCVI), a novel framework integrating…

Networks are known to be prone to link failures. In this paper we set out to investigate how networks of varying connectivity patterns respond to different link failure schemes in terms of connectivity, clustering coefficient and shortest…

Modern macroeconomic theories were unable to foresee the last Great Recession and could neither predict its prolonged duration nor the recovery rate. They are based on supply-demand equilibria that do not exist during recessionary shocks.…

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…

Power systems are increasingly vulnerable to high-impact, low-probability (HILP) events, including coordinated cyberattacks targeting inverter-based resources. Existing resilience frameworks rely on single-dimensional metrics that fail to…

Realistic credit risk assessment, the estimation of losses from counterparty's failure, is central for the financial stability. Credit risk models focus on the financial conditions of borrowers and only marginally consider other risks from…

In today's global economy, supply chain (SC) entities have become increasingly interconnected with demand and supply relationships due to the need for strategic outsourcing. Such interdependence among firms not only increases efficiency but…

Modern blockchain ecosystems comprise many heterogeneous networks, creating a growing need for interoperability. Cross-chain bridges provide the core infrastructure for this interoperability by enabling verifiable state transitions that…

The 2008 financial crisis exposed fundamental vulnerabilities in interconnected banking systems, yet existing frameworks fail to integrate spatial propagation with network contagion mechanisms. This paper develops a unified spatial-network…

Global value chains (GVCs) are formed through value-added trade, and some regions promote economic integration by concluding regional trade agreements to promote these chains. However, there is no way to quantitatively assess the scope and…

National economies rest on networks of millions of customer-supplier relations. Some companies -- in the case of their default -- can trigger significant cascades of shock in the supply-chain network and are thus systemically risky. Up to…

Industrial components are of high importance because they control critical infrastructures that form the lifeline of modern societies. However, the rapid evolution of industrial components, together with the new paradigm of Industry 4.0,…

The 2023 U.S. banking crisis propagated not through direct financial linkages but through a high-frequency, information-based contagion channel. This paper moves beyond exploration analysis to test the "too-similar-to-fail" hypothesis,…

The Covid-19 pandemic drastically emphasized the fragility of national and international supply networks (SNs),leading to significant supply shortages of essential goods for people, such as food and medical equipment. Severe disruptions…

This study introduces the Digital Competitiveness Index for Trade (DCIT), a composite metric integrating ICT readiness, broadband adoption, GDP per capita, foreign direct investment, government effectiveness, and trade volume to assess…

The events of 9/11 brought an increased focus on security in the United States and specifically the protection of critical infrastructure. Critical infrastructure encompasses a wide array of critical assets such as the electric power grid,…