| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
7 |
| A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
| Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning |
0 |
0 |
1 |
8 |
0 |
2 |
13 |
39 |
| Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? |
0 |
0 |
6 |
52 |
3 |
7 |
36 |
166 |
| BP-CVaR: A novel model of estimating CVaR with back propagation algorithm |
0 |
0 |
0 |
4 |
0 |
0 |
9 |
24 |
| Bearish Vs Bullish risk network: A Eurozone financial system analysis |
0 |
0 |
1 |
8 |
0 |
1 |
16 |
51 |
| Business conditions, uncertainty shocks and Bitcoin returns |
0 |
0 |
0 |
6 |
0 |
2 |
9 |
39 |
| Can stock market always act as a ‘barometer’ for industrial system? An analysis on the connectedness between production and return spillover networks |
0 |
0 |
1 |
1 |
1 |
1 |
11 |
11 |
| Connectedness and systemic importance of global financial markets: A multilayer network perspective |
0 |
1 |
2 |
2 |
2 |
6 |
14 |
14 |
| Corporate ESG performance and systemic risk: a network perspective |
0 |
0 |
3 |
3 |
2 |
3 |
17 |
17 |
| Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks |
1 |
1 |
2 |
50 |
1 |
2 |
16 |
194 |
| Correlation structure and dynamics of international real estate securities markets: A network perspective |
0 |
0 |
1 |
10 |
1 |
3 |
18 |
110 |
| Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
15 |
| Cross-correlations and influence in world gold markets |
0 |
0 |
0 |
6 |
0 |
0 |
20 |
65 |
| Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket |
0 |
0 |
0 |
66 |
2 |
3 |
15 |
487 |
| Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks |
1 |
2 |
9 |
9 |
2 |
4 |
39 |
39 |
| Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
27 |
| Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales |
0 |
0 |
0 |
16 |
1 |
1 |
14 |
239 |
| Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
56 |
| Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach |
1 |
1 |
2 |
2 |
2 |
2 |
10 |
17 |
| Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index |
0 |
0 |
2 |
2 |
0 |
2 |
14 |
14 |
| Extreme risk spillover effects in world gold markets and the global financial crisis |
0 |
0 |
1 |
23 |
0 |
0 |
19 |
173 |
| Extreme risk spillover network: application to financial institutions |
0 |
0 |
5 |
58 |
1 |
1 |
18 |
206 |
| Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
12 |
| Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach |
0 |
0 |
10 |
91 |
1 |
6 |
41 |
319 |
| Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism |
0 |
0 |
1 |
4 |
0 |
11 |
51 |
58 |
| Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network |
0 |
0 |
4 |
6 |
1 |
8 |
65 |
84 |
| Forecasting global stock market volatilities in an uncertain world |
0 |
0 |
2 |
12 |
0 |
0 |
13 |
40 |
| Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set |
1 |
1 |
4 |
5 |
1 |
8 |
29 |
34 |
| Forecasting stock market volatility under parameter and model uncertainty |
0 |
0 |
1 |
2 |
0 |
1 |
12 |
15 |
| From noise to signals: Investor attention as a catalyst for the momentum effect in the Chinese stock market |
1 |
3 |
8 |
8 |
3 |
9 |
42 |
42 |
| Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market |
0 |
0 |
0 |
9 |
1 |
1 |
13 |
42 |
| How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options |
0 |
0 |
4 |
8 |
2 |
3 |
35 |
47 |
| Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation |
0 |
0 |
13 |
23 |
1 |
2 |
27 |
48 |
| Impact of Enterprises Relationship on ML’s Ability to Forecast SME’s Credit Risk in SCF: A Research Based on Complex Network |
0 |
2 |
9 |
12 |
0 |
2 |
18 |
28 |
| Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets |
0 |
0 |
6 |
21 |
0 |
3 |
23 |
61 |
| Interconnectedness and systemic risk of China's financial institutions |
0 |
0 |
4 |
41 |
5 |
10 |
49 |
233 |
| Interconnectedness between Islamic and conventional banks: a multilayer network view |
0 |
0 |
3 |
7 |
0 |
1 |
12 |
21 |
| Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective |
0 |
0 |
0 |
11 |
1 |
6 |
28 |
64 |
| Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective |
0 |
0 |
1 |
4 |
1 |
4 |
15 |
26 |
| Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market |
0 |
0 |
0 |
19 |
1 |
2 |
13 |
77 |
| Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets |
0 |
0 |
1 |
5 |
0 |
2 |
24 |
32 |
| Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions |
0 |
0 |
1 |
20 |
1 |
9 |
38 |
104 |
| Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries |
0 |
0 |
0 |
2 |
0 |
1 |
18 |
23 |
| Multilayer information spillover networks: measuring interconnectedness of financial institutions |
0 |
0 |
2 |
27 |
3 |
4 |
24 |
82 |
| Multilayer network analysis of investor sentiment and stock returns |
0 |
1 |
1 |
19 |
1 |
5 |
20 |
83 |
| Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions |
0 |
0 |
0 |
5 |
0 |
2 |
28 |
46 |
| Multiscale correlation networks analysis of the US stock market: a wavelet analysis |
0 |
0 |
7 |
62 |
0 |
2 |
57 |
242 |
| Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions |
0 |
0 |
1 |
16 |
1 |
2 |
32 |
81 |
| Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models |
0 |
0 |
0 |
60 |
0 |
1 |
21 |
318 |
| Predicting credit risk in SCF: A novel framework with explainable GraphSAGE based on network integration |
0 |
1 |
4 |
6 |
2 |
9 |
32 |
36 |
| Predicting tail events in a RIA-EVT-Copula framework |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
16 |
| Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China |
0 |
0 |
0 |
2 |
1 |
4 |
18 |
32 |
| Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient |
0 |
0 |
2 |
41 |
1 |
3 |
19 |
207 |
| Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system |
0 |
0 |
0 |
3 |
1 |
1 |
14 |
24 |
| Risk spillovers between oil and stock markets: A VAR for VaR analysis |
0 |
0 |
2 |
30 |
1 |
3 |
29 |
156 |
| SCF credit risk assessment with limited labeled data using label propagation algorithm and complex network approaches |
1 |
1 |
3 |
3 |
2 |
4 |
22 |
22 |
| Sector connectedness in the Chinese stock markets |
0 |
1 |
2 |
18 |
3 |
8 |
40 |
119 |
| Short term prediction of extreme returns based on the recurrence interval analysis |
0 |
0 |
0 |
5 |
0 |
1 |
14 |
54 |
| Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
184 |
| Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers |
0 |
0 |
0 |
8 |
0 |
3 |
18 |
52 |
| Stock market as temporal network |
0 |
0 |
0 |
3 |
0 |
1 |
12 |
52 |
| Stock market contagion during the global financial crisis: A multiscale approach |
0 |
0 |
0 |
11 |
0 |
1 |
15 |
123 |
| Systemic risk prediction using machine learning: Does network connectedness help prediction? |
1 |
3 |
15 |
39 |
3 |
7 |
71 |
145 |
| Systemic risk propagation in the Eurozone: A multilayer network approach |
2 |
4 |
10 |
12 |
2 |
6 |
28 |
37 |
| Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries |
0 |
1 |
3 |
8 |
1 |
2 |
20 |
39 |
| The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
21 |
| The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
13 |
| The cooling-off effect of price limits in the Chinese stock markets |
0 |
0 |
0 |
2 |
3 |
4 |
21 |
44 |
| The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events |
0 |
1 |
2 |
2 |
0 |
2 |
18 |
18 |
| The spillover effects between renewable energy tokens and energy assets |
0 |
0 |
0 |
1 |
0 |
0 |
15 |
27 |
| Time domain and frequency domain Granger causality networks: Application to China’s financial institutions |
0 |
0 |
0 |
8 |
0 |
1 |
9 |
46 |
| Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis |
0 |
0 |
1 |
3 |
0 |
0 |
15 |
20 |
| Volatility connectedness in global foreign exchange markets |
0 |
0 |
3 |
49 |
0 |
1 |
33 |
237 |
| Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? |
0 |
0 |
2 |
22 |
1 |
5 |
26 |
147 |
| Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? |
1 |
1 |
8 |
149 |
3 |
5 |
43 |
581 |
| When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin |
0 |
0 |
4 |
51 |
1 |
2 |
23 |
194 |
| Who are the net senders and recipients of volatility spillovers in China’s financial markets? |
0 |
0 |
1 |
14 |
0 |
1 |
18 |
92 |
| Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach |
1 |
1 |
2 |
3 |
1 |
3 |
39 |
45 |
| Total Journal Articles |
11 |
26 |
183 |
1,375 |
69 |
231 |
1,748 |
7,064 |
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