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...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Rendao Ye, Jincheng Gong, Xinting Xia
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	MDPI AG 2023-03-01
Цуврал:	Systems
Нөхцлүүд:	TVP-VAR-SV complex network multivariate nonlinear causality impulse response
Онлайн хандалт:	https://www.mdpi.com/2079-8954/11/4/168
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!