Dynamic network of commodity futures market and systemic risk contribution of key commodities-Reference-Cited by-同舟云学术

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Dynamic network of commodity futures market and systemic risk contribution of key commodities

Published:2022-12-17 Issue: Volume: Page:
ISSN:
Container-title:2022 IEEE International Conference on Big Data (Big Data)
language:
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Author:

Huang Ke¹,Sun Jifeng²,Zhang Zuominyang³,Ye Ying⁴,Hou Wenjian¹

Affiliation:

1. Nanning University,School of Digital Economy,Nanning,China

2. Tsinghua University,Shenzhen International Graduate School Shenzhen,Guangdong,China

3. Guangxi University,School of Economics Nanning,China

4. Nanning Normal University,College of Economics and Management,Nanning,China

Funder

National Natural Science Foundation of China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10020192/10020156/10020485.pdf?arnumber=10020485

Reference16 articles.

1. Stock market network topology and systemic risk contribution: Based on VaR risk Network Model [J];weiping;Journal of Management Engineering,2020

2. A comparative study of the Clustering and the correlation of financial networks[J];onnela;International Journal of Computer Science and Technology,2004

3. A study on the risk of contagion and systemic risk contribution of Financial institutions in China [J];zheng;Nankai Economic Research,0

4. A financial network perspective of financial institutions’ systemic risk contributions

5. Mutual Information-Based Hierarchies on Warsaw Stock Exchange

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