VÝROST, Tomáš - LYÓCSA, Štefan - BAUMÖHL, Eduard. Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. - Registrovaný: Scopus. In Physica A: Statistical Mechanics and its Applications. - Amsterdam : Elsevier Science B.V. ISSN 1873-2119, 2015, no. 427, pp. 262-276. APVV-0666-11
Ohlasy:
[1] YOOK, Soon-Hyung - CHAE, Huiseung - KIM, Jinho - KIM, Yup. Finding modules and hierarchy in weighted financial network using transfer entropy. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2016, vol. 447, no., pp. 493-501., Registrované v: WOS
[1] QIU LU - JIA TIAN-MING - YANG HUI-JIE. Differitial network investigated influences of financial crises on industries. In ACTA PHYSICA SINICA. ISSN 1000-3290, 2016, vol. 65, no. 19, pp., Registrované v: WOS
[1] YAN, Yan - WANG, Lei - LIU, Maoxin - CHEN, Xiaosong. Evolutions of fluctuation modes and inner structures of global stock markets. In INTERNATIONAL JOURNAL OF MODERN PHYSICS B. ISSN 0217-9792, 2016, vol. 30, no. 32, pp., Registrované v: WOS
[1] LAHMIRI, Salim. Cointegration and causal linkages in fertilizer markets across different regimes. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2017, 471, pp. 181-189., Registrované v: SCOPUS
[1] LAHMIRI, Salim. Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods. In Physica A: Statistical Mechanics and its Applications. ISSN 0378-4371, 2017, 466, pp. 405-414., Registrované v: SCOPUS
[1] CAO, Guangxi - HAN, Yan - LI, Qingchen - XU, Wei. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. In Physica A: Statistical Mechanics and its Applications. ISSN 03784371, 2017-02-15, 468, pp. 119-130., Registrované v: SCOPUS
[1] SONG, Jae Wook - KO, Bonggyun - CHO, Poongjin - CHANG, Woojin. Time-varying causal network of the Korean financial system based on firm-specific risk premiums. In Physica A: Statistical Mechanics and its Applications. ISSN 03784371, 2016-09-15, 458, pp. 287-302., Registrované v: SCOPUS
[3] FOLFAS, Pawel. Co-movements of NAFTA stock markets: Granger-causality analysis. In Economic and Business Review. ISSN 2392-1641, 2016, vol. 2, no. 1, pp. 53-65.
[3] CHEN, Hua - CUMMINS, J. David - SUN, Tao - WEISS, Mary A. The reinsurance network among U.S. property-causalty insurers: microstructure, insolvency risk, and contagion. In SSRN Working Paper no. 2560324, August 22 2016. Dostupné na: https://papers.ssrn.com/sol3/papers2.cfm?abstract_id=2560324.
[1] STAVROGLOU, Stavros - PANTELOUS, Athanasios A. - SORAMÄKI, Kimmo - ZUEV, Konstatntin. Causality networks of financial assets. In Journal of Network Theory in Finance, 2017, vol. 3, no. 2, pp. 17-67., Registrované v: WOS
[3] BAŠTA, Milan - MOLNÁR, Peter - HELMAN, Karel. Exploring relationship between developed and developing financial markets by wavelets. In LOSTER, T., PAVELKA, T., zost. In: THE 11TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS. Prague: Melandrium, 2017, pp. 69-78. ISBN 978-80-87990-12-4.
[3] AAYUSH, Jain. Ascertaining Price Determinants and Forecasting Model for BSE Sensex Stocks. In: Asian Research Consortium. 2017, vol. 7, no. 5, pp. 60-86. ISSN 2249-7323.
[3] GAUTIER, Mati - NIELSEN, Frank - BIŃKOWKSI, Mikolaj - DONNAT, Philippe. A review of two decades of correlations, hierarchies, networks and clustering in financial markets [online]. In arXiv [cit. 2017-05-14]. Dostupné na: https://www.researchgate.net/publication/314183941_A_review_of_two_decades_of_correlations_hierarchies_networks_and_clustering_in_financial_markets
[3] MUNANDAR, Adis Imam - SIREGAR, Hermanto - ANDATI, Trias - ANGGRAENI, Lukytawati. Tin commodity exchange: granger causality test [online]. In: The 7 Smart Collaboration for Business in Technology and Information Industries 2016 [cit. 2017-05-14]. Dostupné na: http://libraryeproceeding.telkomuniversity.ac.id/index.php/scbtii/article/view/5559/5536
[1] PANAGIOTIDIS, Theodore - STENGOS, Thanasis - VRAVOSINOS, Orestis. On the determinants of bitcoin returns: A LASSO approach. In Finance Research Letters. 2018-01-01, pp. 3-9. ISSN 1544-6123., Registrované v: SCOPUS, WOS
[1] BORJIGIN, Sumuya. Cluster features and systemic risk in Chinese stock market. In ICIC Express Letters, Part B: Applications. 2017-01-01, 8, 2, pp. 351-356. ISSN 2185-2766., Registrované v: SCOPUS
[1] CHARAKOPOULOS, A. K. - KATSOULI, G. A. - KARAKASIDIS, T. E. Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 2018, vol. 495, no., pp. 436-453. ISSN 0378-4371., Registrované v: WOS, SCOPUS
[1] LIU, Xueyong - AN, Haizhong - LI, Huajiao - CHEN, Zhihua - FENG, Sida - WEN, Shaobo. Features of spillover networks in international financial markets: Evidence from the G20 countries. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 2017, vol. 479, no., pp. 265-278. ISSN 0378-4371., Registrované v: WOS, SCOPUS
[1] ZHOU, Li - QIU, Lu - GU, Changgui - YANG, Huijie. Immediate causality network of stock markets. In EPL. 2018, vol. 121, no. 4, pp. ISSN 0295-5075., Registrované v: WOS, SCOPUS
[1] WANG, Gang-Jin - XIE, Chi - HE, Kaijian - STANLEY, H. Eugene. Extreme risk spillover network: application to financial institutions. In QUANTITATIVE FINANCE. 2017, vol. 17, no. 9, pp. 1417-1433. ISSN 1469-7688., Registrované v: WOS, SCOPUS
[3] LE, Tan TM, - FRANCK, Martin - DUC, K. Nguyen. Dynamic connectedness of global currencies: a conditional Granger-causality approach. Centre de Recherche en Économie et Management, 2018. Dostupné na: https://www.researchgate.net/profile/Franck_Martin5/publication/324910810_Dynamic_connectedness_of_global_currencies_a_conditional_Granger-causality_approach/links/5aeaf95c0f7e9b837d3c4de7/Dynamic-connectedness-of-global-currencies-a-conditional-Granger-causality-approach.pdf
[1] WANG, Luo Qing - XU, Yong Xiang. Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. In Physica A: Statistical Mechanics and its Applications. ISSN 03784371, 2018-11-01, vol. 509, pp. 881-889., Registrované v: SCOPUS, WOS
[1] RUAN, Qingsong - ZHANG, Manqian - LV, Dayong - YANG, Haiquan. SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2018, vol. 509, pp. 1009-1022., Registrované v: WOS, SCOPUS
[1] WANG, Ze - GAO, Xiangyun - TANG, Renwu - LIU, Xueyong - SUN, Qingru - CHEN, Zhihua. Identifying influential nodes based on fluctuation conduction network model. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2019, vol. 514, pp. 355-369., Registrované v: WOS, SCOPUS
[3] Abdul-Nasir T. Yola - Shazida Jan Mohd Khan - Mohamad Helmi Hidthir. Dynamics of Stock Markets Interdependence in the Pre - and Post Global Financial Crisis Period: Evidence from Toda - Yamamoto Causality Test. In Asian Journal of Economics, Business and Accounting, 2018, vol. 7, no. 3, pp. 1 - 9. Dostupné na: http://www.journalrepository.org/media/journals/AJEBA_50/2018/Jul/Yola732018AJEBA42761.pdf
[1] WEN, Fenghua - YANG, Xin - ZHOU, Wei-Xing. Tail dependence networks of global stock markets. In INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS. ISSN 1076-9307, 2019, vol. 24, no. 1, pp. 558-567., Registrované v: WOS, SCOPUS
[3] Panagiotidis, Theodore - Thanasis Stengos - Orestis Vravosinos. The effects of markets, uncertainty and search intensity on bitcoin returns. In Working Paper series 18-39, Waterloo: Rimini Centre for Economic Analysis, 2018
[1] PANAGIOTIDIS, Theodore - STENGOS, Thanasis - VRAVOSINOS, Orestis. The effects of markets, uncertainty and search intensity on bitcoin returns. In INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. ISSN 1057-5219, 2019, vol. 63, pp. 220-242., Registrované v: WOS, SCOPUS
[1] NAM, KiHwan - SEONG, NohYoon. Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market. In DECISION SUPPORT SYSTEMS. ISSN 0167-9236, 2019, vol. 117, pp. 100-112. Dostupné na: https://www.sciencedirect.com/science/article/pii/S0167923618301957, Registrované v: WOS, SCOPUS
[1] LI, Rui - WANG, Jun - WANG, Guochao. Complex Similarity and Fluctuation Dynamics of Financial Markets on Voter Interacting Dynamic System. In INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS. ISSN 0218-1274, 2018, vol. 28, no. 13. Dostupné na: https://www.worldscientific.com/doi/abs/10.1142/S0218127418501560, Registrované v: WOS, SCOPUS
[3] GIUDICI, Paolo. Fintech Risk Management: A Research Challenge for Artificial Intelligence in Finance. In Frontiers in Artificial Intelligence, vol. 1, no. 1, 2018. Dostupné na: https://www.frontiersin.org/articles/10.3389/frai.2018.00001/full
[1] TANG, Yong - XIONG, Jason Jie - LUO, Yong - ZHANG, Yi Cheng. How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network. In International Journal of Electronic Commerce. ISSN 10864415, 2019-01-02, vol. 23, no. 1, pp. 85-109. https://www.tandfonline.com/doi/abs/10.1080/10864415.2018.1512283, Registrované v: SCOPUS, WOS
[1] MISHEVA, Branka Hadji - GIUDICI, Paolo - PEDIRODA, Valentino. Network-based models to improve credit scoring accuracy. In 2018 IEEE 5TH INTERNATIONAL CONFERENCE ON DATA SCIENCE AND ADVANCED ANALYTICS (DSAA). ISSN 2472-1573, 2018, pp. 623-630. https://ieeexplore.ieee.org/abstract/document/8631481/, Registrované v: WOS, SCOPUS
[1] BAI, Lu - ROSSI, Luca - CUI, Lixin - CHENG, Jian - HANCOCK, Edwin R. A Quantum-Inspired Similarity Measure for the Analysis of Complete Weighted Graphs. In IEEE TRANSACTIONS ON CYBERNETICS. ISSN 2168-2267, 2020, vol. 50, no. 3, pp. 1264-1277. http://eprints.whiterose.ac.uk/145306/1/DTQW_Finance_v30_2.pdf, Registrované v: WOS, SCOPUS
[3] Bai, Lu - Luca Rossi - Lixin Cui -Jian Cheng -Edwin R. Hancock. A Quantum-inspired Similarity Measure for the Analysis of Complete Weighted Graphs. In arXiv preprint arXiv:1904.13239 (2019). Dostupné na: https://arxiv.org/abs/1904.13239
[1] CHEN, Wei - JIANG, Manrui - JIANG, Cheng. Constructing a multilayer network for stock market. In SOFT COMPUTING. ISSN 1432-7643, 2020, vol. 24, no. 9, pp. 6345-6361., Registrované v: WOS, SCOPUS
[1] ZHANG, Weiping - ZHUANG, Xintian - LI, Yanshuang. Dynamic evolution process of financial impact path under the multidimensional spatial effect based on G20 financial network. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2019., Registrované v: WOS, SCOPUS
[1] GONG, Chen - TANG, Pan - WANG, Yutong. Measuring the network connectedness of global stock markets. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2019, vol. 535., Registrované v: WOS, SCOPUS
[1] ZHANG, Weiping - ZHUANG, Xintian - LU, Yang. Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. In North American Journal of Economics and Finance. ISSN 10629408, 2020-01-01, vol. 51., Registrované v: SCOPUS, WOS
[1] LIU, Yang - WANG, Yingli - YANG, Xiaoguang. Multi time scales inter-industry risk contagion networks based on EMD and granger causality. In Chinese Control Conference, CCC. ISSN 19341768, 2019-07-01, 2019-July, pp. 7939-7944., Registrované v: SCOPUS
[1] SU, Yi - YU, Yueqi. Effects of Technological Innovation Network Embeddedness on the Sustainable Development Capability of New Energy Enterprises. In SUSTAINABILITY, 2019, vol. 11, no. 20., Registrované v: WOS, SCOPUS
[1] SUN, Qingru - GAO, Xiangyun - WEN, Shaobo - FENG, Sida - WANG, Ze. Modeling the impulse response complex network for studying the fluctuation transmission of price indices. In JOURNAL OF ECONOMIC INTERACTION AND COORDINATION. ISSN 1860-711X, 2019, vol. 14, no. 4, pp. 835-858., Registrované v: WOS, SCOPUS
[1] LIU, Xueyong - JIANG, Cheng. Multi-scale features of volatility spillover networks: A case study of China's energy stock market. In CHAOS. ISSN 1054-1500, 2020, vol. 30, no. 3., Registrované v: WOS, SCOPUS
[1] WEN, Tiange - WANG, Gang-Jin. Volatility connectedness in global foreign exchange markets. In JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT. ISSN 1042-444X, 2020, vol. 54, no., pp., Registrované v: WOS
[3] YAO, Hongxing - YANYU, Lu - MEMON, Bilal Ahmed. Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market. In Journal of Asian Business Strategy, 2020, vol. 9, no.2, pp. 235-250. Dostupné na: http://www.aessweb.com/pdf-files/JABS-2019-9(2)-235-250.pdf
[3] LLAUGEL, Felipe A. - ALLAEZ-ALLER, Ricardo - FERNANDEZ, Ana I. Financial Network and Systemic Risk: Dominican Republic case. Dostupné na: https://www.researchgate.net/profile/Felipe_Llaugel/publication/338778859_Financial_Network_and_Systemic_Risk_Dominican_Republic_case/links/5e2a0c6a299bf1521678709d/Financial-Network-and-Systemic-Risk-Dominican-Republic-case.pdf
[1] SIRANOVA, Maria - TIRUNEH, Menbere Workie - FISERA, Boris. Creating the illicit capital flows network in Europe Do the net errors and omissions follow an economic pattern? In INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. ISSN 1059-0560, 2021, vol. 71, no., pp. 955-973., Registrované v: WOS, SCOPUS
[1] QIU, Lu - YANG, Huijie. Transfer entropy calculation for short time sequences with application to stock markets. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2020, vol. 559, no., pp., Registrované v: WOS, SCOPUS
[1] LIU, Da - ZENG, Xiaomei - SU, Bin - WANG, Wenbo - SUN, Kun - SADIA, Umma Habiba. A social network analysis regarding electricity consumption and economic growth in China. In JOURNAL OF CLEANER PRODUCTION. ISSN 0959-6526, 2020, vol. 274, no., pp., Registrované v: WOS
[1] ZHANG, Weiping - ZHUANG, Xintian - WANG, Jian - LU, Yang. Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. In NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. ISSN 1062-9408, 2020, vol. 54., Registrované v: WOS, SCOPUS
[1] RUAN, Qingsong - ZHANG, Jiarui - ZHOU, Yaping - LV, Dayong. MARGIN-TRADING ACTIVITIES AND FUTURE STOCK RETURNS: NEW EVIDENCE FROM NONLINEAR ANALYSIS. In FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY. ISSN 0218-348X, 2020, vol. 28, no. 6., Registrované v: WOS, SCOPUS
[1] SCAGLIARINI, Tomas - FAES, Luca - MARINAZZO, Daniele - STRAMAGLIA, Sebastiano - MANTEGNA, Rosario N. Synergistic Information Transfer in the Global System of Financial Markets. In ENTROPY, 2020, vol. 22, no. 9., Registrované v: WOS, SCOPUS
[1] BORJIGIN, Sumuya - GAO, Ting - SUN, Yafei - AN, Biao. For evil news rides fast, while good news baits later?-A network based analysis in Chinese stock market. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2020, vol. 551, no., pp., Registrované v: SCOPUS, WOS
[1] TIAN, Hu - ZHENG, Xiaolong - ZENG, Daniel Danjun. Analyzing the dynamic sectoral influence in Chinese and American stock markets. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2019, vol. 536, no., pp., Registrované v: WOS
[1], Registrované v: WOS
[1] ZHENG, Qiuhong - SONG, Liangrong. Granger causality networks analysis of chinese-listed companies in the chemical industry. In CHIMICA OGGI-CHEMISTRY TODAY. ISSN 0392-839X, 2016, vol. 34, no. 6B, pp. 53-59., Registrované v: WOS
[1] CIVITARESE, Jamil. Volatility and correlation-based systemic risk measures in the US market. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2016, vol. 459, no., pp. 55-67., Registrované v: WOS
[1] CHEN, Hua - CUMMINS, J. David - SUN, Tao - WEISS, Mary A. The Reinsurance Network Among US Property-Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. In JOURNAL OF RISK AND INSURANCE. ISSN 0022-4367, 2020, vol. 87, no. 2, pp. 253-284., Registrované v: CCC, WOS, SCOPUS
[3] LIMA, Vinicius et al. Granger causality in the frequency domain: derivation and application. In Revista Brasileira de Ensino de Física, 2020, ISSN 1806-1117, vol. 42, pp. [1-10].
[1] YOUSSEF, Manel - MOKNI, Khaled - AJMI, Ahdi Noomen. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? In FINANCIAL INNOVATION, 2021, vol. 7, no. 1, pp. 13-13., Registrované v: CCC, WOS, SCOPUS
[1] DURCHEVA, Mariana - TSANKOV, Pavel. Granger Causality Networks of S&P 500 Stocks. In APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE20). ISSN 0094-243X, 2021, vol. 2333. Dostupné na: https://doi.org/10.1063/5.0041747., Registrované v: WOS, SCOPUS
[3] TSANKOV,Pavel. Overview of Network-based Methods for Analyzing Financial Markets. In PROCEEDINGS OF THE TECHNICAL UNIVERSITY OF SOFIA, 2021, ISSN 1311-0829, vol. 71, no. 1, pp. 1-7. Dostupné na: https://e-university.tu-sofia.bg/e-conf/files/169/paper_10.47978@TUS.2021.71.01.001.pdf
[3] GAUTIER, Marti et al. A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets. In Progress in Information Geometry: Theory and Applications. Cham: Springer, 2021, ISBN 978-3-030-65458-0, pp. 245-274. Dostupné na: https://link.springer.com/book/10.1007/978-3-030-65459-7
[1] PIVA, Gabriel G. - RIBEIRO, Fabiano L. - MATA, Angélica S. Networks with growth and preferential attachment: Modelling and applications. In Journal of Complex Networks. ISSN 20511310, 2021-02-01, 9, 1. Dostupné na: https://doi.org/10.1093/comnet/cnab008., Registrované v: SCOPUS, WOS
[3] LI, Pengyuan - YU, Hua - JIANG, Cheng. Financial network construction and analysis based on event correlation extraction under Chinese context. In Journal of University of Chinese Academy of Sciences, 2021, vol. 38, no. 2, pp. 270-279. Dostupné na: http://html.rhhz.net/ZGKXYDXXB/1615785054876-430980009.htm
[1] ZHU, Pengfei - TANG, Yong - WEI, Yu - LU, Tuantuan. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. In ENERGY. ISSN 0360-5442, 2021, vol. 231, pp. 20949-20949., Registrované v: CCC, WOS, SCOPUS
[1] WU, Tao - GAO, Xiangyun - AN, Sufang - LIU, Siyao. Time-Varying Pattern Causality Inference in Global Stock Markets. In INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. ISSN 1057-5219, 2021, vol. 77, pp. 1806-1806., Registrované v: CCC, WOS, SCOPUS
[1] LI, Yongli - LIU, Chao - WANG, Tianchen - SUN, Baiqing. Dynamic patterns of daily lead-lag networks in stock markets. In QUANTITATIVE FINANCE. ISSN 1469-7688, 2021, vol. 21, no. 12, pp. 2055-2068., Registrované v: CCC, WOS, SCOPUS
[1] ZANIN, Massimiliano. Simplifying functional network representation and interpretation through causality clustering. In SCIENTIFIC REPORTS. ISSN 2045-2322, 2021, vol. 11, no. 1, pp. 15378-15378., Registrované v: CCC, WOS, SCOPUS
[1] BANERJEE, Ameet Kumar - DIONISIO, Andreia - PRADHAN, H. K. - MAHAPATRA, Biplab. Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. In INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. ISSN 1057-5219, 2021, vol. 77, pp. 1848-1848., Registrované v: CCC, WOS, SCOPUS
[3] YAO, Hongxing - GUO, Chengxuan. Analysis of Vital Nodes in Chinese Stock Market Network During the COVID-19 Pandemic. In Journal of Multidisciplinary Engineering Science and Technology (JMEST), 2021, ISSN 2458-9403, vol. 8, no. 7, pp. 14304-14310. Dostupné na: https://www.jmest.org/wp-content/uploads/JMESTN42353830.pdf
[1] YEN, Peter Tsung-Wen - XIA, Kelin - CHEONG, Siew Ann. Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash. In ENTROPY, 2021, vol. 23, no. 9, pp. 1211-1211., Registrované v: CCC, SCOPUS, WOS
[3] BENNETT, Stefanos - CUCURINGU, Mihai - REINERT, Gesine. Detection and clustering of lead-lag networks for multivariate time series with an application to financial markets. In MileTS ’21. Singapore: 2021, ISBN 978-1-4503-9999-9/18/06, pp. [1-12]. Dostupné na: https://kdd-milets.github.io/milets2021/papers/MiLeTS2021_paper_10.pdf
[1] HUANG, Qi-An - ZHAO, Jun-Chan - WU, Xiao-Qun. Financial risk propagation between Chinese and American stock markets based on multilayer networks. In PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. ISSN 0378-4371, 2022, vol. 586, pp. 26445-26445., Registrované v: CCC, WOS, SCOPUS
[3] SCHULLER, Markus - HABERL, Andreas. D. A. - ZAICHENKOV, Ilia. Causality Testing in Equity Markets. In SSRN, 2021, ISSN, pp. 1-49. Dostupné na: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3941647
[1] LAVIN, Jaime F. - VALLE, Mauricio A. - MAGNER, Nicolás S. A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets. In Complexity. ISSN 10762787, 2021-01-01, 2021.Dostupné na: https://doi.org/10.1155/2021/7676457., Registrované v: SCOPUS
[3] WANG, Yingli et al. The Risk Analysis of International Stock Market Based on Complex Network Approach. In 2021 33rd Chinese Control and Decision Conference (CCDC). IEEE, 2021, pp. 4497-4502. Dostupné na: https://ieeexplore.ieee.org/abstract/document/9602362
[1] LOPEZ-BUENACHE, German - MESEGUER-MARTINEZ, Angel - ROS-GALVEZ, Alejandro - ROSA-GARCIA, Alfonso. Connected audiences in digital media markets: The dynamics of university online video impact. In EUROPEAN RESEARCH ON MANAGEMENT AND BUSINESS ECONOMICS. ISSN 2444-8834, 2022, vol. 28, no. 1, pp. 176-176., Registrované v: CCC, WOS, SCOPUS
[3] DEWI, Cynthia Sari et al. RETURN SPILLOVER BETWEEN THE US, JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. In Business Excellence and Management, 2021, ISSN 2248-1354, vol. 11, no. Special Issue, pp. 196-207. Dostupné na: https://beman.ase.ro/special_issue_2/15.pdf
[3] BENNETT, Stefanos - CUCURINGU, Mihai - REINERT, Gesine. Lead-Lag Detection and Network Clustering For Multivariate Time Series With an Application to the US Equity Market. In arXiv 2201.08283, 2022, pp. 1-29. Dostupné na: https://arxiv.org/pdf/2201.08283.pdf
LIU, Min - ABBAN, Olivier Joseph - YAO, Hongxing. Analysis On The Changes Of Network Topology Of Chinese Stock Market After COVID-19 Pandemic. In Journal of Multidisciplinary Engineering Science and Technology (JMEST), 2022, ISSN 2458-9403, vol. 9, no. 3, pp. 15201-15214.
LING, Yu Xiu - XIE, Chi - WANG, Gang Jin. Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. In Emerging Markets Review, 2022, vol. 52. ISSN 15660141. Dostupné na: https://doi.org/10.1016/j.ememar.2022.100912., Registrované v: SCOPUS, WOS, CCC
SHIROKIKH, Oleg - PASTUKHOV, Grigory - SEMENOV, Alexander - BUTENKO, Sergiy - VEREMYEV, Alexander - PASILIAO, Eduardo L. - BOGINSKI, Vladimir. Networks of causal relationships in the U.S. stock market. In Dependence Modeling, 2022, vol. 10, no. 1, pp. 177-190. Dostupné na: https://doi.org/10.1515/demo-2022-0110., Registrované v: SCOPUS, WOS
ZHOU, Xuanru - ZHANG, Hua - ZHENG, Shuxian - XING, Wanli - YANG, Hanshi - ZHAO, Yifan. A study on the transmission of trade behavior of global nickel products from the perspective of the industrial chain. In Resources Policy, 2023, vol. 81. ISSN 03014207. Dostupné na: https://doi.org/10.1016/j.resourpol.2023.103376., Registrované v: SCOPUS, WOS, CCC
ZHOU, Xuanru - ZHENG, Shuxian - ZHANG, Hua - LIU, Qunyi - XING, Wanli - LI, Xiaotong - HAN, Yawen - ZHAO, Pei. Risk Transmission of Trade Price Fluctuations from a Nickel Chain Perspective: Based on Systematic Risk Entropy and Granger Causality Networks. In Entropy, 2022, vol. 24, no. 9. Dostupné na: https://doi.org/10.3390/e24091221., Registrované v: SCOPUS, WOS, CCC
VAN BAARDEWIJK, J.U. - AGARWALL, S. - CORNELISSEN, A.S. - VARON, C. - HENDRIKS, R.C. - KENTROP, J. - JOOSEN, M.J.A. - BROUWER, A.-M. Quantifying Interactions between Physiological Signals to Identify Exposure to Different Chemicals. In Proceedings of the Joint 12th International Conference on Methods and Techniques in Behavioral Research and 6th Seminar on Behavioral Methods held online, May 18-20, 2022, 2022, ISBN 978-90-74821-94-0, pp. 72-82. Dostupné na: DOI 10.6084/m9.figshare.20066849
BANERJEE, Ameet Kumar - AKHTARUZZAMAN, Md - DIONISIO, Andreia - ALMEIDA, Dora - SENSOY, Ahmet. Nonlinear nexus between cryptocurrency returns and COVID–19 COVID-19 news sentiment. In Journal of Behavioral and Experimental Finance, 2022, vol. 36. ISSN 22146350. Dostupné na: https://doi.org/10.1016/j.jbef.2022.100747., Registrované v: SCOPUS, WOS, CCC
NIMBALKAR, Vipul. Cyber Management of Risk: An Artificial Intelligence in Finance Research Issue. In JuniKhyat. (UGC Care Group I Listed Journal), 2021, ISSN 2278-4632, vol. 11, no. 1, pp. 1463-1475.
WANG, Yingli - LI, Muzhi - FENG, Wei - LIU, Jinjun - GUAN, Yong. The Co-Movements Analysis of Military Expenditure Based on Complex Network Approach. In Applied Mathematics, Modeling and Computer Simulation. Amsterdam : IOS Press Ebooks, 2022, pp. 145-156. Dostupné na: DOI: 10.3233/ATDE221029.
QIU, Lu - SU, Rongpei - WANG, Zhouwei. Financial crisis prediction based on multilayer supervised network analysis. In Frontiers in Physics, 2022, vol. 10. Dostupné na: https://doi.org/10.3389/fphy.2022.1048934., Registrované v: SCOPUS, WOS, CCC
BISHT, Kiran - KUMAR, Arun. A portfolio construction model based on sector analysis using Dempster-Shafer evidence theory and Granger causal network: An application to National stock exchange of India. In Expert Systems with Applications, 2023, vol. 215. ISSN 09574174. Dostupné na: https://doi.org/10.1016/j.eswa.2022.119434., Registrované v: SCOPUS, WOS, CCC
PARK, Jihun - CHO, Chang Hee - LEE, Jae Woo. A perspective on complex networks in the stock market. In Frontiers in Physics, 2022, vol. 10. Dostupné na: https://doi.org/10.3389/fphy.2022.1097489., Registrované v: SCOPUS, WOS, CCC
CHOI, Ki Hong - YOON, Seong Min. Risk Connectedness among International Stock Markets: Fresh Findings from a Network Approach. In Systems, 2023, vol. 11, no. 4. Dostupné na: https://doi.org/10.3390/systems11040207., Registrované v: SCOPUS, WOS, CCC
DIFRANCESCO, S. - VAN BAARDEWIJK, J. U. - CORNELISSEN, A. S. - VARON, C. - HENDRIKS, R. C. - BROUWER, A. M. Exploring the use of Granger causality for the identification of chemical exposure based on physiological data. In Frontiers in Network Physiology, 2023, vol. 3. Dostupné na: https://doi.org/10.3389/fnetp.2023.1106650., Registrované v: SCOPUS
WANG, Ping - GU, Changgui - YANG, Huijie - WANG, Haiying. Identify causality by multi-scale structural complexity. In Physica A: Statistical Mechanics and its Applications, 2024, vol. 633. ISSN 03784371. Dostupné na: https://doi.org/10.1016/j.physa.2023.129398., Registrované v: SCOPUS, WOS, CCC
HECQ, Alain - MARGARITELLA, Luca - SMEEKES, Stephan. Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure. In Journal of Financial Econometrics, 2023, vol. 21, no. 3, pp. 915-958. ISSN 14798409. Dostupné na: https://doi.org/10.1093/jjfinec/nbab023., Registrované v: SCOPUS, WOS, CCC
YONGMEI, Ding - YULIAN, Li. Causal Linkage Effect on Chinese Industries via Partial Cross Mapping Under the Background of COVID-19. In Computational Economics, 2023. ISSN 09277099. Dostupné na: https://doi.org/10.1007/s10614-023-10408-0., Registrované v: SCOPUS, WOS
KUMAR, Gourav - SINGH, Uday Pratap - JAIN, Sanjeev. Stock price forecasting based on the relationship among Asian stock markets using deep learning. In Concurrency and Computation: Practice and Experience, 2023, vol. 35, no. 28. ISSN 15320626. Dostupné na: https://doi.org/10.1002/cpe.7864., Registrované v: SCOPUS, WOS, CCC
CHEN, Yan - WANG, Gang Jin - ZHU, You - XIE, Chi - UDDIN, Gazi Salah. Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. In Global Finance Journal, 2023, vol. 58. ISSN 10440283. Dostupné na: https://doi.org/10.1016/j.gfj.2023.100906., Registrované v: SCOPUS, WOS, CCC
RUAN, Qingsong - HU, Sumiya - ZHANG, Jiarui - CHU, Xiaolin - LV, Dayong. Relaxing Daily Price Limits and Stock Market Cross-Correlation: Evidence from MF-X-DMA Analysis. In Fluctuation and Noise Letters, 2023, vol. 22, no. 6. ISSN 02194775. Dostupné na: https://doi.org/10.1142/S0219477523500426., Registrované v: SCOPUS, WOS