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Systemic risk and causality dynamics of the world international shipping market · Study

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ArticleSystemic risk and causality dynamics of the world international shipping market

Boris Podobnik A2014

Article2014

Systemic risk and causality dynamics of the world international shipping market

Boris Podobnik A · Dror Y. Kenett · Eugene Stanley

56 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Complex Network Analysis Techniques Financial Risk and Volatility Modeling

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References

2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2000An Introduction to Econophysics: Correlations and Complexity in Finance 1999Hierarchical structure in financial markets 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 2003A theory of power-law distributions in financial market fluctuations 2004An econometric model of serial correlation and illiquidity in hedge fund returns 2003Dynamics of market correlations: Taxonomy and portfolio analysis 2010Measuring Systemic Risk

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2020Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war

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Year2014

Typearticle

Published2014-08-02

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations56

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2014.07.068

openalex_workW2023801946

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