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Correlation structure and principal components in the global crude oil market

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Cited by:

  1. Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022. "Correlation structure analysis of the global agricultural futures market," Research in International Business and Finance, Elsevier, vol. 61(C).
  2. Wang, Yan & Wang, Yue & Li, Ming-Xia, 2019. "Regional characteristics of sports industry profitability: Evidence from China’s province level data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 946-955.
  3. Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2024. "The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model," Papers 2404.01641, arXiv.org.
  4. Chun-Xiao Nie & Fu-Tie Song, 2021. "Entropy of Graphs in Financial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1149-1166, April.
  5. Triki, Mohamed Bilel & Ben Maatoug, Abderrazek, 2021. "The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk," Resources Policy, Elsevier, vol. 70(C).
  6. Wang, Yanli & Li, Huajiao & Guan, Jianhe & Liu, Nairong, 2019. "Similarities between stock price correlation networks and co-main product networks: Threshold scenarios," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 66-77.
  7. Zhang, Shuhong & Wang, Lin & Liu, Zhixin & Wang, Xiaofan, 2016. "Evolution of international trade and investment networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 752-763.
  8. Niyati Bhanja & Samia Nasreen & Arif Billah Dar & Aviral Kumar Tiwari, 2022. "Connectedness in International Crude Oil Markets," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 227-262, January.
  9. Li, Yan & Jiang, Xiong-Fei & Tian, Yue & Li, Sai-Ping & Zheng, Bo, 2019. "Portfolio optimization based on network topology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 671-681.
  10. Jiasha Fu & Hui Qiao, 2022. "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 341-376, December.
  11. Yerali Gandica & Marco Valerio Geraci & Sophie Béreau & Jean-Yves Gnabo, 2018. "Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-23, April.
  12. Nie, Chun-Xiao & Song, Fu-Tie, 2018. "Analyzing the stock market based on the structure of kNN network," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 148-159.
  13. Esmalifalak, Hamidreza, 2022. "Euclidean (dis)similarity in financial network analysis," Global Finance Journal, Elsevier, vol. 53(C).
  14. Sornkitja Boonprong & Nathapat Punturasan & Pariwate Varnakovida & Wichien Prechathamwong, 2024. "Towards Sustainable Urban Mobility: Voronoi-Based Spatial Analysis of EV Charging Stations in Bangkok," Sustainability, MDPI, vol. 16(11), pages 1-20, June.
  15. Ouyang, Fang-Yan & Zheng, Bo & Jiang, Xiong-Fei, 2019. "Dynamic fluctuations of cross-correlations in multi-time scale," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 515-521.
  16. Xiaoyong Xiao & Jing Huang, 2018. "Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach," Sustainability, MDPI, vol. 10(9), pages 1-16, September.
  17. Yue Liu & Hao Dong & Pierre Failler, 2019. "The Oil Market Reactions to OPEC’s Announcements," Energies, MDPI, vol. 12(17), pages 1-15, August.
  18. Wang, Dan & Huang, Wei-Qiang, 2021. "Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
  19. Yu, Jia-Wei & Xie, Wen-Jie & Jiang, Zhi-Qiang, 2018. "Early warning model based on correlated networks in global crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1335-1343.
  20. Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021. "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, vol. 40(C).
  21. Lu, Ya-Nan & Li, Sai-Ping & Zhong, Li-Xin & Jiang, Xiong-Fei & Ren, Fei, 2018. "A clustering-based portfolio strategy incorporating momentum effect and market trend prediction," Chaos, Solitons & Fractals, Elsevier, vol. 117(C), pages 1-15.
  22. Cho, Younghwan & Song, Jae Wook, 2023. "Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees," Finance Research Letters, Elsevier, vol. 53(C).
  23. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
  24. Fei Ren & Ya-Nan Lu & Sai-Ping Li & Xiong-Fei Jiang & Li-Xin Zhong & Tian Qiu, 2017. "Dynamic Portfolio Strategy Using Clustering Approach," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-23, January.
  25. Wen-Jie Xie & Na Wei & Wei-Xing Zhou, 2020. "Evolving efficiency and robustness of global oil trade networks," Papers 2004.05325, arXiv.org.
  26. Gang-Jin Wang & Chi Xie & H. Eugene Stanley, 2018. "Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 607-635, March.
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