Trading Risk Spillover Mechanism of Rare Earth in China: New Perspective Based on Time-Varying Connectedness Approach

Our research contributes a new point of view on China’s rare earth dynamic risk spillover measurement; this was performed by combining complex network and multivariate nonlinear Granger causality to construct the time-varying connectedness complex network and analyze the formation mechanism using th...

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Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριοι συγγραφείς:	Rendao Ye, Jincheng Gong, Xinting Xia
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	MDPI AG 2023-03-01
Σειρά:	Systems
Θέματα:	TVP-VAR-SV complex network multivariate nonlinear causality impulse response
Διαθέσιμο Online:	https://www.mdpi.com/2079-8954/11/4/168
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