Jumping Risk Communities in the Energy Industry: An Empirical Analysis Based on Time-Varying Complex Networks
This paper uses the 5-five-minute high-frequency data of energy-listed companies in China's A-share market to extract the jump of energy stock prices and build a dynamic stock price jump complex network. Then, we analyze the clustering effect of the complex network. The research shows that the...
Saved in:
| Main Authors: | , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
|
| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/8642443 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|