Time-varying causality inference of different nickel markets based on the convergent cross mapping method
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DOI: 10.1016/j.resourpol.2021.102385
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Cited by:
- Xunfa Lu & Zhitao Ye & Kin Keung Lai & Hairong Cui & Xiao Lin, 2022. "Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets," Mathematics, MDPI, vol. 10(4), pages 1-19, February.
- Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023. "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, vol. 83(C).
- Wang, Ping & Gu, Changgui & Yang, Huijie & Wang, Haiying, 2024. "Identify causality by multi-scale structural complexity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
- Ding Yongmei & Li Yulian, 2024. "Causal Linkage Effect on Chinese Industries via Partial Cross Mapping Under the Background of COVID-19," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1071-1094, March.
- Zheng, Shuxian & Tan, Zhanglu & Xing, Wanli & Zhou, Xuanru & Zhao, Pei & Yin, Xiuqi & Hu, Han, 2022. "A comparative exploration of the chaotic characteristics of Chinese and international copper futures prices," Resources Policy, Elsevier, vol. 78(C).
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Keywords
Nickel prices; Causality; Convergent cross mapping; Complex network; Time-varying;All these keywords.
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