Systemic risk and causality dynamics of the world international shipping market

Physica A: Statistical Mechanics and its Applications

Volumn 415, Issue , 2014, Pages 43-53

  Zhang, Xin ^a   Podobnik, Boris ^b,c,d,e   Kenett, Dror Y ^b   Eugene Stanley, H ^b  

^a SHANGHAI MARITIME UNIVERSITY   (China)

^b USA   (United States)

^c University of Rijeka   (Croatia)

^d ZAGREB SCHOOL OF ECONOMICS AND MANAGEMENT   (Croatia)

^e Faculty of Economics   (Slovenia)

Author keywords

Brownian distance; Complex networks; Correlation networks; Granger causality test; Systemic risk

Indexed keywords

BROWNIAN MOVEMENT; COMPLEX NETWORKS; RISK ASSESSMENT; SHIPS; STATISTICAL TESTS;

BROWNIAN; CORRELATION NETWORK; DEPENDENT RELATIONSHIP; GRANGER CAUSALITY TEST; HIERARCHICAL TREE; INTERNATIONAL SHIPPINGS; MINIMAL SPANNING TREE; SYSTEMIC RISKS; COMPLEX DYNAMICS;

COMMERCE;

EID: 84906492138     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2014.07.068     Document Type: Article

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