A Study of Stock Correlation Network in China's Green Finance Market-Reference-Cited by-同舟云学术

A Study of Stock Correlation Network in China's Green Finance Market

Published:2024-01-19 Issue: Volume: Page:109-114
ISSN:
Container-title:Proceedings of the 2024 Guangdong-Hong Kong-Macao Greater Bay Area International Conference on Digital Economy and Artificial Intelligence
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Author:

Ji Xiaoyang¹^ORCID,Zhao Jiaxin²^ORCID,Ding Zhaohang¹^ORCID,Zhang Linping¹^ORCID,Liu Xinyu¹^ORCID,Deng Jinzhu¹^ORCID,Shi Junchi¹^ORCID,Ma Qianting¹^ORCID

Affiliation:

1. College of Finance, Nanjing Agricultural University, China

2. College of Economics, Minzu University of China, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3675417.3675436

Reference11 articles.

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2. Rincón C. E. L. & Villalobos J. P. (2013). Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures (No. 754). Banco de la Republica de Colombia. https://ideas.repec.org/p/bdr/borrec/754.html

3. Onnela, J. P., Chakraborti, A., Kaski, K., & Kertesz, J. (2003). Dynamic asset trees and Black Monday. Physica A: Statistical Mechanics and its Applications, 324(1-2), 247-252. 10.1016/s0378-4371(02)01882-4

4. Yang, C., Zhu, X., Li, Q., Chen, Y., & Deng, Q. (2014). Research on the evolution of stock correlation based on maximal spanning trees. Physica A: Statistical Mechanics and its Applications, 415, 1-18. 10.1016/j.physa.2014.07.069

5. A bibliometric-qualitative literature review of green finance gap and future research directions