云南高校图书馆联盟文献共享服务平台- CO-MOVEMENT

CO-MOVEMENT: 作品数：11被引量：26H指数：2; 导出分析报告; 相关领域：经济管理更多>>; 相关作者：高云君陈璐刘笃池岳意定徐珊更多>>; 相关机构：浙江大学中南大学华南理工大学对外经济贸易大学更多>>; 相关期刊：《Open Journal of Statistics》《Science Bulletin》《Frontiers of Engineering Management》《Financial Innovation》更多>>; 相关基金：国家自然科学基金国家社会科学基金更多>>

Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data: 《Financial Innovation》2024年第1期4031-4080,共50页Wenyang Huang Huiwen Wang Yigang Wei Julien Chevallier; the financial support from the Beijing Municipal Social Science Foundation(No.20GLC054);the National Natural Science Foundation of China(Nos.72021001,72174020,71904009);the Natural Science Foundation of Beijing Municipality(No.9232014);the Humanities and Social Science Fund of Ministry of Education of China(No.18YJC840041).; This study uses complex network analysis to investigate global stock market co-movement during the black swan event of the Coronavirus Disease 2019(COVID-19)pandemic.We propose a novel method for calculating stock pri...; 关键词：Complex network Stock market co-movement OHLC data Degree centrality analysis

Time–frequency co-movement and risk connectedness among cryptocurrencies:new evidence from the higher-order moments before and during the COVID-19 pandemic被引量：2: 《Financial Innovation》2022年第1期2411-2466,共56页Jinxin Cui Aktham Maghyereh; Analyzing comovements and connectedness is critical for providing significant implications for crypto-portfolio risk management.However,most existing research focuses on the lower-order moment nexus(i.e.the return and...; 关键词：Cryptocurrencies Higher-order realized moments and jumps Time-frequency comovements and connectedness High-frequency data COVID-19 pandemic

Toward energy finance market transition:Does China's oil futures shake up global spots market?被引量：2: 《Frontiers of Engineering Management》2022年第3期409-424,共16页Xingyu DAI Ling XIAO Matthew C.LI Qunwei WANG; This work was financially supported by the National Social Science Fundof China(Grant No.21&ZD110).; China is breaking through the petrodollar system,establishing RMB-dominating crude oil futures market.The country is achieving a milestone in its transition to energy finance market internationalization.This study exp...; 关键词：China's oil futures price information spillover price co-movement BK spillover index BDECO model

Investigating liquidity constraints as a channel of contagion: a regime switching approach: 《Financial Innovation》2020年第1期435-455,共21页Rajan Sruthi Santhakumar Shijin; The present study investigates the timing and repercussion of the subprime crisis of 2008–09 in a regime-switching model.The interdependence and co-movement of financial markets in different countries has been enhanc...; 关键词：Financial crisis Financial contagion CO-MOVEMENT Emerging market REGIME-SWITCHING

The Co-Movements Between Crude Oil Price and Internet Concerns:Causality Analysis in the Frequency Domain被引量：1: 《Journal of Systems Science and Information》2020年第3期224-239,共16页Jingjing LI Ling TANG Ling LI; Supported by National Fund of Philosophy and Social Science of China(18ZDA106); With the boom of web technology,Internet concerns(IC)have become emerging drivers of crude oil price.This paper makes the first attempt to measure the frequency-varying co-movements between crude oil price and IC in f...; 关键词：WEATHER CRUDE driving

Co-movement in crypto-currency markets:evidences from wavelet analysis被引量：1: 《Financial Innovation》2019年第1期582-598,共17页Anoop S Kumar Taufeeq Ajaz; We study the time varying co-movement patterns of the crypto-currency prices with the help of wavelet-based methods;employing daily bilateral exchange rate of four major crypto-currencies namely Bitcoin,Ethereum,Lite ...; 关键词：Bitcoin CO-MOVEMENT Crypto-currencies WAVELETS

Conditional dependence between oil price and stock prices of renewable energy: a vine copula approach被引量：1: 《Economic and Political Studies》2018年第2期176-193,共18页Hanene Mejdoub Ahmed Ghorbel; The current paper focusses on the co-movement between oil prices and renewable energy stock markets in a multivariate framework.The vine copula approach that offers a great flexibility in conditional dependence modell...; 关键词：Renewable energy oil price CO-MOVEMENT tail dependence vine copula

Co-movement and Forecasting Analysis of Major Real Estate Markets by Wavelet Coherence and Multiple Wavelet Coherence: 《Chinese Journal of Urban and Environmental Studies》2017年第2期32-49,共18页Cengiz KARATAS Gazanfer UNAL Adil YILMAZ; Wavelet coherence of time series provides valuable information about dynamic correlation and its impact on time scales.Here,the authors analyze the wavelet coherence of major real estate markets data,and take the USA,...; 关键词：Real estate markets REIT CO-MOVEMENT wavelet coherence MWC VARMA

The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality: 《Open Journal of Statistics》2017年第5期849-858,共10页Lu Wang Yang Yang Yuanhui Ma; This paper investigates the impact of the US stock market on the co-movements among the BRIC stock markets using conditional Granger causality which allows a comprehensive exploration on direct and indirect causality....; 关键词：Stock Market BRIC CO-MOVEMENT CONDITIONAL GRANGER Causality

Price linkage between Chinese and international nonferrous metals commodity markets based on VAR-DCC-GARCH models被引量：17: 《Transactions of Nonferrous Metals Society of China》2015年第3期1020-1026,共7页岳意定刘笃池徐珊; Project(71073177)supported by the National Natural Science Foundation of China;Project(12JJ4077)supported by the Natural Science Foundation of Hunan Province of China;Project(2012zzts002)supported by the Fundamental Research Funds of Central South University,China; Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal pric...; 关键词：price linkage nonferrous metals commodity prices Chinese metals commodity market LME CO-MOVEMENT VAR model DCC-GARCH model

CO-MOVEMENT