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Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach

Citations

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Cited by:

  1. Ben Salem, Leila & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022. "The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches," Resources Policy, Elsevier, vol. 79(C).
  2. Arif, Asma & An, Pengli & Qi, Yajie & Li, Huajiao & An, Haizhong & Hussain, Mujahid & Wang, Yanli, 2021. "The influence factors of the national roles in the FDI network: A combined methods of complex networks and Panel Data Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
  3. Yao, Can-Zhong & Lin, Ji-Nan & Zheng, Xu-Zhou & Liu, Xiao-Feng, 2015. "The study of RMB exchange rate complex networks based on fluctuation mode," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 359-376.
  4. Zheng, Shuxian & Zhou, Xuanru & Zhao, Pei & Xing, Wanli & Han, Yawen & Hao, Hongchang & Luo, Wenbo, 2022. "Impact of countries’ role on trade prices from a nickel chain perspective: Based on complex network and panel regression analysis," Resources Policy, Elsevier, vol. 78(C).
  5. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
  6. Ying Wang & Xiangmei Li & Jiangfeng Li & Zhengdong Huang & Renbin Xiao, 2018. "Impact of Rapid Urbanization on Vulnerability of Land System from Complex Networks View: A Methodological Approach," Complexity, Hindawi, vol. 2018, pages 1-18, May.
  7. Wang, Di & Zhang, Zhiyuan & Yang, Xiaodi & Zhang, Yanfang & Li, Yuman & Zhao, Yueying, 2021. "Multi-scenario simulation on the impact of China's electricity bidding policy based on complex networks model," Energy Policy, Elsevier, vol. 158(C).
  8. Guangyong Zhang & Lixin Tian & Wenbin Zhang & Xu Yan & Bingyue Wan & Zaili Zhen, 2020. "A Study on the Similarities and Differences of the Conventional Gasoline Spot Price Fluctuation Network between Different Harbors," Sustainability, MDPI, vol. 12(2), pages 1-25, January.
  9. Li, Panpan & Dong, Zhiliang, 2020. "Time-varying network analysis of fluctuations between crude oil and Chinese and U.S. gold prices in different periods," Resources Policy, Elsevier, vol. 68(C).
  10. Baruník, Jozef & Malinská, Barbora, 2016. "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, vol. 164(C), pages 366-379.
  11. Zhou, Jie & Sun, Mei & Han, Dun & Gao, Cuixia, 2021. "Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
  12. Wang, Minggang & Tian, Lixin & Xu, Hua & Li, Weiyu & Du, Ruijin & Dong, Gaogao & Wang, Jie & Gu, Jiani, 2017. "Systemic risk and spatiotemporal dynamics of the consumer market of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 188-204.
  13. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.
  14. Liu, Nairong & An, Haizhong & Hao, Xiaoqing & Feng, Sida, 2017. "The stability of the international heat pump trade pattern based on complex networks analysis," Applied Energy, Elsevier, vol. 196(C), pages 100-117.
  15. Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016. "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 41-51, May.
  16. Wang, Minggang & Zhao, Longfeng & Du, Ruijin & Wang, Chao & Chen, Lin & Tian, Lixin & Eugene Stanley, H., 2018. "A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms," Applied Energy, Elsevier, vol. 220(C), pages 480-495.
  17. Shen, Junjie & Huang, Shupei, 2022. "Copper cross-market volatility transition based on a coupled hidden Markov model and the complex network method," Resources Policy, Elsevier, vol. 75(C).
  18. Guan, Qing & An, Haizhong, 2017. "The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic," Applied Energy, Elsevier, vol. 203(C), pages 154-163.
  19. Lixin Tian & Huan Chen & Zaili Zhen, 2018. "Research on the forward-looking behavior judgment of heating oil price evolution based on complex networks," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-18, September.
  20. Zhong, Wanxing & Kong, Rui & Chen, Guang, 2019. "Gold prices fluctuation of co-movement forecast between China and Russia," Resources Policy, Elsevier, vol. 62(C), pages 218-230.
  21. Jiang, Meihui & An, Haizhong & Jia, Xiaoliang & Sun, Xiaoqi, 2017. "The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution," Energy, Elsevier, vol. 118(C), pages 742-752.
  22. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Huang, Xuan, 2016. "Time–frequency featured co-movement between the stock and prices of crude oil and gold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 985-995.
  23. Shi, Jianglan & Li, Huajiao & Guan, Jianhe & Sun, Xiaoqi & Guan, Qing & Liu, Xiaojia, 2017. "Evolutionary features of global embodied energy flow between sectors: A complex network approach," Energy, Elsevier, vol. 140(P1), pages 395-405.
  24. Jia, Xiaoliang & An, Haizhong & Sun, Xiaoqi & Huang, Xuan & Wang, Lijun, 2017. "Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective," Applied Energy, Elsevier, vol. 185(P2), pages 1788-1798.
  25. Yangguang Zhu & Feng Yang & Wuyi Ye, 2018. "Financial contagion behavior analysis based on complex network approach," Annals of Operations Research, Springer, vol. 268(1), pages 93-111, September.
  26. Huan Chen & Lixin Tian & Minggang Wang & Zaili Zhen, 2017. "Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks," Sustainability, MDPI, vol. 9(4), pages 1-29, April.
  27. Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022. "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  28. Gao, Cuixia & Sun, Mei & Shen, Bo, 2015. "Features and evolution of international fossil energy trade relationships: A weighted multilayer network analysis," Applied Energy, Elsevier, vol. 156(C), pages 542-554.
  29. Li, Huajiao & An, Haizhong & Huang, Jiachen & Huang, Xuan & Mou, Songtao & Shi, Yanli, 2016. "The evolutionary stability of shareholders’ co-holding behavior for China’s listed energy companies based on associated maximal connected sub-graphs of derivative holding-based networks," Applied Energy, Elsevier, vol. 162(C), pages 1601-1607.
  30. Lu, Xinjie & Ma, Feng & Xu, Jin & Zhang, Zehui, 2022. "Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally," International Review of Financial Analysis, Elsevier, vol. 83(C).
  31. Wang, Minggang & Tian, Lixin & Du, Ruijin, 2016. "Research on the interaction patterns among the global crude oil import dependency countries: A complex network approach," Applied Energy, Elsevier, vol. 180(C), pages 779-791.
  32. Yu, Hui & Ding, Yinghui & Sun, Qingru & Gao, Xiangyun & Jia, Xiaoliang & Wang, Xinya & Guo, Sui, 2021. "Multi-scale comovement of the dynamic correlations between copper futures and spot prices," Resources Policy, Elsevier, vol. 70(C).
  33. Li, Xiuming & Sun, Mei & Gao, Cuixia & He, Huizi, 2019. "The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 306-324.
  34. Yao, Ting & Zhang, Yue-Jun & Ma, Chao-Qun, 2017. "How does investor attention affect international crude oil prices?," Applied Energy, Elsevier, vol. 205(C), pages 336-344.
  35. Zhao, Yiran & Gao, Xiangyun & An, Haizhong & Xi, Xian & Sun, Qingru & Jiang, Meihui, 2020. "The effect of the mined cobalt trade dependence Network's structure on trade price," Resources Policy, Elsevier, vol. 65(C).
  36. Zhong, Weiqiong & An, Haizhong & Shen, Lei & Fang, Wei & Gao, Xiangyun & Dong, Di, 2017. "The roles of countries in the international fossil fuel trade: An emergy and network analysis," Energy Policy, Elsevier, vol. 100(C), pages 365-376.
  37. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Sufang & Liu, Siyao & Wu, Tao, 2021. "Time-varying causality inference of different nickel markets based on the convergent cross mapping method," Resources Policy, Elsevier, vol. 74(C).
  38. Liu, Nairong & An, Haizhong & Gao, Xiangyun & Li, Huajiao & Hao, Xiaoqing, 2016. "Breaking news dissemination in the media via propagation behavior based on complex network theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 44-54.
  39. Chen, Weidong & Xiong, Shi & Chen, Quanyu, 2022. "Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective," Energy, Elsevier, vol. 239(PA).
  40. He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021. "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, vol. 97(C).
  41. Xi, Xian & Gao, Xiangyun & Zhou, Jinsheng & Zheng, Huiling & Ding, Jiazheng & Si, Jingjian, 2021. "Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels," International Review of Financial Analysis, Elsevier, vol. 76(C).
  42. Li, Huajiao & Fang, Wei & An, Haizhong & Gao, Xiangyun & Yan, Lili, 2016. "Holding-based network of nations based on listed energy companies: An empirical study on two-mode affiliation network of two sets of actors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 224-232.
  43. Zhou, Hong-Li & Zhang, Xiao-Dong, 2018. "Dynamic robustness of knowledge collaboration network of open source product development community," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 601-612.
  44. Wang, Minggang & Xu, Hua & Tian, Lixin & Eugene Stanley, H., 2018. "Degree distributions and motif profiles of limited penetrable horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 620-634.
  45. Li, Huajiao & An, Haizhong & Fang, Wei & Wang, Yue & Zhong, Weiqiong & Yan, Lili, 2017. "Global energy investment structure from the energy stock market perspective based on a Heterogeneous Complex Network Model," Applied Energy, Elsevier, vol. 194(C), pages 648-657.
  46. Xi, Xian & Zhou, Jinsheng & Gao, Xiangyun & Liu, Donghui & Zheng, Huiling & Sun, Qingru, 2019. "Impact of changes in crude oil trade network patterns on national economy," Energy Economics, Elsevier, vol. 84(C).
  47. Zhu, Pengfei & Tang, Yong & Wei, Yu & Lu, Tuantuan, 2021. "Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic," Energy, Elsevier, vol. 231(C).
  48. Wang, Minggang & Chen, Ying & Tian, Lixin & Jiang, Shumin & Tian, Zihao & Du, Ruijin, 2016. "Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective," Applied Energy, Elsevier, vol. 175(C), pages 109-127.
  49. Gao, Xiangyun & Fang, Wei & An, Feng & Wang, Yue, 2017. "Detecting method for crude oil price fluctuation mechanism under different periodic time series," Applied Energy, Elsevier, vol. 192(C), pages 201-212.
  50. Qingru Sun & Xiangyun Gao & Ze Wang & Siyao Liu & Sui Guo & Yang Li, 2020. "Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 821-844, October.
  51. Du, Ruijin & Dong, Gaogao & Tian, Lixin & Wang, Yougui & Zhao, Longfeng & Zhang, Xin & Vilela, André L.M. & Stanley, H. Eugene, 2019. "Identifying the peak point of systemic risk in international crude oil importing trade," Energy, Elsevier, vol. 176(C), pages 281-291.
  52. An, Qier & An, Haizhong & Wang, Lang & Gao, Xiangyun & Lv, Na, 2015. "Analysis of embodied exergy flow between Chinese industries based on network theory," Ecological Modelling, Elsevier, vol. 318(C), pages 26-35.
  53. Ruijin Du & Gaogao Dong & Lixin Tian & Minggang Wang & Guochang Fang & Shuai Shao, 2016. "Spatiotemporal Dynamics and Fitness Analysis of Global Oil Market: Based on Complex Network," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-17, October.
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