Spatiotemporal dynamics analysis and systemic risk measurement of energy price system based on complex network
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.03.067
Abstract: Abstract Multivariate time series contain rich information of corresponding complex systems. This paper proposes a new method to characterize the evolution and transition characteristics of the correlation modes for multivariate time series(ETCCMMTS). Based on ETCCMMTS,… read more here.
Keywords: price system; energy price; risk; price ... See more keywords