Information Linkage between Carbon and Energy Markets: Multiplex Recurrence Network Approach
In this paper, a multilayer recurrence network is introduced to examine the information linkage between carbon and energy markets. We first construct a multilayer recurrence network of energy and carbon markets, and we define the information linkage coefficient to measure the linkage relationship be...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2020/5841609 |
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