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Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

Computational economics, 2018-03, Vol.51 (3), p.607-635

2018

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Interconnectedness and systemic risk of China's financial institutions

Emerging markets review, 2018-06, Vol.35 (C), p.1-18

2018

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Multilayer information spillover networks: measuring interconnectedness of financial institutions

Quantitative finance, 2021-07, Vol.21 (7), p.1163-1185

2021

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Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance

Neural computing & applications, 2017-12, Vol.28 (Suppl 1), p.41-50

2017

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Multiscale correlation networks analysis of the US stock market: a wavelet analysis

Journal of economic interaction and coordination, 2017-10, Vol.12 (3), p.561-594

2017

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Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

International review of financial analysis, 2018-11, Vol.60, p.98-114

2018

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Stock market contagion during the global financial crisis: A multiscale approach

Finance research letters, 2017-08, Vol.22 (C), p.163-168

2017

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Impact of Enterprises Relationship on ML's Ability to Forecast SME's Credit Risk in SCF: A Research Based on Complex Network

Emerging markets finance & trade, 2024-09, Vol.60 (11), p.2594-2612

2024

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Sector connectedness in the Chinese stock markets

Empirical economics, 2022-02, Vol.62 (2), p.825-852

2022

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Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

International journal of production economics, 2019-05, Vol.211, p.22-33

2019

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The dysfunction of hormone-sensitive lipase induces lipid deposition and reprogramming of nutrient metabolism in fish

British journal of nutrition, 2023-08, Vol.130 (4), p.588-603

2023

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Aerodynamic Analysis and Simulation for a Z-Shaped Folding Wing UAV

Aerospace, 2024-09, Vol.11 (9), p.769

2024

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Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Complexity (New York, N.Y.), 2022, Vol.2022 (1)

2022

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Joint multifractal analysis based on wavelet leaders

Frontiers of physics, 2017-12, Vol.12 (6), p.127-137, Article 128907

2017

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Developing Machine Learning Techniques to Investigate the Impact of Air Quality Indices on Tadawul Exchange Index

Complexity (New York, N.Y.), 2022, Vol.2022 (1)

2022

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Risk spillovers between oil and stock markets: A VAR for VaR analysis

Energy economics, 2019-05, Vol.80, p.524-535

2019

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Connectedness and systemic risk of the banking industry along the Belt and Road

Journal of management science and engineering (Online), 2022-06, Vol.7 (2), p.303-329

2022

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Extreme risk spillover network: application to financial institutions

Quantitative finance, 2017-09, Vol.17 (9), p.1417-1433

2017

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Volatility connectedness in global foreign exchange markets

Journal of multinational financial management, 2020-03, Vol.54, p.100617, Article 100617

2020

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Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era

Complexity (New York, N.Y.), 2023, Vol.2023, p.1-17

2023

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Who are the net senders and recipients of volatility spillovers in China’s financial markets?

Finance research letters, 2016-08, Vol.18, p.255-262

2016

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When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Finance research letters, 2019-12, Vol.31

2019

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Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market

International review of finance, 2019-06, Vol.19 (2), p.413-433

2019

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Cross-correlations between the CSI 300 spot and futures markets

Nonlinear dynamics, 2013-08, Vol.73 (3), p.1687-1696

2013

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Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree

Entropy (Basel, Switzerland), 2013-05, Vol.15 (5), p.1643-1662

2013

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Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

Interconnectedness and systemic risk of China's financial institutions

Multilayer information spillover networks: measuring interconnectedness of financial institutions

Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance

Multiscale correlation networks analysis of the US stock market: a wavelet analysis

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

Stock market contagion during the global financial crisis: A multiscale approach

Impact of Enterprises Relationship on ML's Ability to Forecast SME's Credit Risk in SCF: A Research Based on Complex Network

Sector connectedness in the Chinese stock markets

Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

The dysfunction of hormone-sensitive lipase induces lipid deposition and reprogramming of nutrient metabolism in fish

Aerodynamic Analysis and Simulation for a Z-Shaped Folding Wing UAV

Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS

Joint multifractal analysis based on wavelet leaders

Developing Machine Learning Techniques to Investigate the Impact of Air Quality Indices on Tadawul Exchange Index

Risk spillovers between oil and stock markets: A VAR for VaR analysis

Connectedness and systemic risk of the banking industry along the Belt and Road

Extreme risk spillover network: application to financial institutions

Volatility connectedness in global foreign exchange markets

Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era

Who are the net senders and recipients of volatility spillovers in China’s financial markets?

When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market

Cross-correlations between the CSI 300 spot and futures markets

Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree

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